CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.2931 |
-0.0209 |
-1.6% |
1.2968 |
| High |
1.3170 |
1.2934 |
-0.0236 |
-1.8% |
1.3321 |
| Low |
1.2920 |
1.2759 |
-0.0161 |
-1.2% |
1.2759 |
| Close |
1.2953 |
1.2784 |
-0.0169 |
-1.3% |
1.2784 |
| Range |
0.0250 |
0.0175 |
-0.0075 |
-30.0% |
0.0562 |
| ATR |
0.0274 |
0.0269 |
-0.0006 |
-2.1% |
0.0000 |
| Volume |
195,197 |
188,272 |
-6,925 |
-3.5% |
936,869 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3351 |
1.3242 |
1.2880 |
|
| R3 |
1.3176 |
1.3067 |
1.2832 |
|
| R2 |
1.3001 |
1.3001 |
1.2816 |
|
| R1 |
1.2892 |
1.2892 |
1.2800 |
1.2859 |
| PP |
1.2826 |
1.2826 |
1.2826 |
1.2809 |
| S1 |
1.2717 |
1.2717 |
1.2768 |
1.2684 |
| S2 |
1.2651 |
1.2651 |
1.2752 |
|
| S3 |
1.2476 |
1.2542 |
1.2736 |
|
| S4 |
1.2301 |
1.2367 |
1.2688 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4641 |
1.4274 |
1.3093 |
|
| R3 |
1.4079 |
1.3712 |
1.2939 |
|
| R2 |
1.3517 |
1.3517 |
1.2887 |
|
| R1 |
1.3150 |
1.3150 |
1.2836 |
1.3053 |
| PP |
1.2955 |
1.2955 |
1.2955 |
1.2906 |
| S1 |
1.2588 |
1.2588 |
1.2732 |
1.2491 |
| S2 |
1.2393 |
1.2393 |
1.2681 |
|
| S3 |
1.1831 |
1.2026 |
1.2629 |
|
| S4 |
1.1269 |
1.1464 |
1.2475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3321 |
1.2759 |
0.0562 |
4.4% |
0.0243 |
1.9% |
4% |
False |
True |
187,373 |
| 10 |
1.3364 |
1.2755 |
0.0609 |
4.8% |
0.0267 |
2.1% |
5% |
False |
False |
192,702 |
| 20 |
1.3956 |
1.2755 |
0.1201 |
9.4% |
0.0271 |
2.1% |
2% |
False |
False |
169,519 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.8% |
0.0277 |
2.2% |
11% |
False |
False |
128,789 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
18.2% |
0.0262 |
2.0% |
18% |
False |
False |
86,292 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.3% |
0.0259 |
2.0% |
19% |
False |
False |
64,885 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0251 |
2.0% |
18% |
False |
False |
52,264 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0216 |
1.7% |
18% |
False |
False |
43,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3678 |
|
2.618 |
1.3392 |
|
1.618 |
1.3217 |
|
1.000 |
1.3109 |
|
0.618 |
1.3042 |
|
HIGH |
1.2934 |
|
0.618 |
1.2867 |
|
0.500 |
1.2847 |
|
0.382 |
1.2826 |
|
LOW |
1.2759 |
|
0.618 |
1.2651 |
|
1.000 |
1.2584 |
|
1.618 |
1.2476 |
|
2.618 |
1.2301 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2847 |
1.3040 |
| PP |
1.2826 |
1.2955 |
| S1 |
1.2805 |
1.2869 |
|