CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2814 |
1.3013 |
0.0199 |
1.6% |
1.2968 |
| High |
1.3050 |
1.3063 |
0.0013 |
0.1% |
1.3321 |
| Low |
1.2794 |
1.2804 |
0.0010 |
0.1% |
1.2759 |
| Close |
1.3000 |
1.2847 |
-0.0153 |
-1.2% |
1.2784 |
| Range |
0.0256 |
0.0259 |
0.0003 |
1.2% |
0.0562 |
| ATR |
0.0263 |
0.0263 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
143,139 |
196,768 |
53,629 |
37.5% |
936,869 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3682 |
1.3523 |
1.2989 |
|
| R3 |
1.3423 |
1.3264 |
1.2918 |
|
| R2 |
1.3164 |
1.3164 |
1.2894 |
|
| R1 |
1.3005 |
1.3005 |
1.2871 |
1.2955 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2880 |
| S1 |
1.2746 |
1.2746 |
1.2823 |
1.2696 |
| S2 |
1.2646 |
1.2646 |
1.2800 |
|
| S3 |
1.2387 |
1.2487 |
1.2776 |
|
| S4 |
1.2128 |
1.2228 |
1.2705 |
|
|
| 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 |
1.3170 |
1.2698 |
0.0472 |
3.7% |
0.0227 |
1.8% |
32% |
False |
False |
184,269 |
| 10 |
1.3321 |
1.2698 |
0.0623 |
4.8% |
0.0238 |
1.8% |
24% |
False |
False |
185,269 |
| 20 |
1.3770 |
1.2698 |
0.1072 |
8.3% |
0.0260 |
2.0% |
14% |
False |
False |
182,848 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.5% |
0.0280 |
2.2% |
7% |
False |
False |
141,818 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
18.1% |
0.0262 |
2.0% |
21% |
False |
False |
95,228 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.2% |
0.0257 |
2.0% |
21% |
False |
False |
71,596 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0254 |
2.0% |
20% |
False |
False |
57,642 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0221 |
1.7% |
20% |
False |
False |
48,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4164 |
|
2.618 |
1.3741 |
|
1.618 |
1.3482 |
|
1.000 |
1.3322 |
|
0.618 |
1.3223 |
|
HIGH |
1.3063 |
|
0.618 |
1.2964 |
|
0.500 |
1.2934 |
|
0.382 |
1.2903 |
|
LOW |
1.2804 |
|
0.618 |
1.2644 |
|
1.000 |
1.2545 |
|
1.618 |
1.2385 |
|
2.618 |
1.2126 |
|
4.250 |
1.1703 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2934 |
1.2881 |
| PP |
1.2905 |
1.2869 |
| S1 |
1.2876 |
1.2858 |
|