CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2931 |
1.2768 |
-0.0163 |
-1.3% |
1.2968 |
| High |
1.2934 |
1.2894 |
-0.0040 |
-0.3% |
1.3321 |
| Low |
1.2759 |
1.2698 |
-0.0061 |
-0.5% |
1.2759 |
| Close |
1.2784 |
1.2821 |
0.0037 |
0.3% |
1.2784 |
| Range |
0.0175 |
0.0196 |
0.0021 |
12.0% |
0.0562 |
| ATR |
0.0269 |
0.0264 |
-0.0005 |
-1.9% |
0.0000 |
| Volume |
188,272 |
197,969 |
9,697 |
5.2% |
936,869 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3392 |
1.3303 |
1.2929 |
|
| R3 |
1.3196 |
1.3107 |
1.2875 |
|
| R2 |
1.3000 |
1.3000 |
1.2857 |
|
| R1 |
1.2911 |
1.2911 |
1.2839 |
1.2956 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2827 |
| S1 |
1.2715 |
1.2715 |
1.2803 |
1.2760 |
| S2 |
1.2608 |
1.2608 |
1.2785 |
|
| S3 |
1.2412 |
1.2519 |
1.2767 |
|
| S4 |
1.2216 |
1.2323 |
1.2713 |
|
|
| 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 |
1.2698 |
0.0623 |
4.9% |
0.0213 |
1.7% |
20% |
False |
True |
187,895 |
| 10 |
1.3364 |
1.2698 |
0.0666 |
5.2% |
0.0266 |
2.1% |
18% |
False |
True |
189,769 |
| 20 |
1.3932 |
1.2698 |
0.1234 |
9.6% |
0.0273 |
2.1% |
10% |
False |
True |
175,955 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.7% |
0.0279 |
2.2% |
13% |
False |
False |
133,688 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
18.1% |
0.0260 |
2.0% |
20% |
False |
False |
89,575 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.2% |
0.0258 |
2.0% |
20% |
False |
False |
67,354 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0251 |
2.0% |
19% |
False |
False |
54,243 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0217 |
1.7% |
19% |
False |
False |
45,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3727 |
|
2.618 |
1.3407 |
|
1.618 |
1.3211 |
|
1.000 |
1.3090 |
|
0.618 |
1.3015 |
|
HIGH |
1.2894 |
|
0.618 |
1.2819 |
|
0.500 |
1.2796 |
|
0.382 |
1.2773 |
|
LOW |
1.2698 |
|
0.618 |
1.2577 |
|
1.000 |
1.2502 |
|
1.618 |
1.2381 |
|
2.618 |
1.2185 |
|
4.250 |
1.1865 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2813 |
1.2934 |
| PP |
1.2804 |
1.2896 |
| S1 |
1.2796 |
1.2859 |
|