CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2768 |
1.2814 |
0.0046 |
0.4% |
1.2968 |
| High |
1.2894 |
1.3050 |
0.0156 |
1.2% |
1.3321 |
| Low |
1.2698 |
1.2794 |
0.0096 |
0.8% |
1.2759 |
| Close |
1.2821 |
1.3000 |
0.0179 |
1.4% |
1.2784 |
| Range |
0.0196 |
0.0256 |
0.0060 |
30.6% |
0.0562 |
| ATR |
0.0264 |
0.0263 |
-0.0001 |
-0.2% |
0.0000 |
| Volume |
197,969 |
143,139 |
-54,830 |
-27.7% |
936,869 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3716 |
1.3614 |
1.3141 |
|
| R3 |
1.3460 |
1.3358 |
1.3070 |
|
| R2 |
1.3204 |
1.3204 |
1.3047 |
|
| R1 |
1.3102 |
1.3102 |
1.3023 |
1.3153 |
| PP |
1.2948 |
1.2948 |
1.2948 |
1.2974 |
| S1 |
1.2846 |
1.2846 |
1.2977 |
1.2897 |
| S2 |
1.2692 |
1.2692 |
1.2953 |
|
| S3 |
1.2436 |
1.2590 |
1.2930 |
|
| S4 |
1.2180 |
1.2334 |
1.2859 |
|
|
| 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 |
4.8% |
0.0222 |
1.7% |
48% |
False |
False |
180,831 |
| 10 |
1.3321 |
1.2698 |
0.0623 |
4.8% |
0.0239 |
1.8% |
48% |
False |
False |
189,674 |
| 20 |
1.3770 |
1.2698 |
0.1072 |
8.2% |
0.0265 |
2.0% |
28% |
False |
False |
180,217 |
| 40 |
1.4687 |
1.2608 |
0.2079 |
16.0% |
0.0278 |
2.1% |
19% |
False |
False |
137,126 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
17.9% |
0.0261 |
2.0% |
27% |
False |
False |
91,955 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.0% |
0.0259 |
2.0% |
28% |
False |
False |
69,138 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.7% |
0.0253 |
1.9% |
27% |
False |
False |
55,674 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
18.7% |
0.0219 |
1.7% |
27% |
False |
False |
46,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4138 |
|
2.618 |
1.3720 |
|
1.618 |
1.3464 |
|
1.000 |
1.3306 |
|
0.618 |
1.3208 |
|
HIGH |
1.3050 |
|
0.618 |
1.2952 |
|
0.500 |
1.2922 |
|
0.382 |
1.2892 |
|
LOW |
1.2794 |
|
0.618 |
1.2636 |
|
1.000 |
1.2538 |
|
1.618 |
1.2380 |
|
2.618 |
1.2124 |
|
4.250 |
1.1706 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2974 |
1.2958 |
| PP |
1.2948 |
1.2916 |
| S1 |
1.2922 |
1.2874 |
|