CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3013 |
1.2830 |
-0.0183 |
-1.4% |
1.2968 |
| High |
1.3063 |
1.2898 |
-0.0165 |
-1.3% |
1.3321 |
| Low |
1.2804 |
1.2753 |
-0.0051 |
-0.4% |
1.2759 |
| Close |
1.2847 |
1.2787 |
-0.0060 |
-0.5% |
1.2784 |
| Range |
0.0259 |
0.0145 |
-0.0114 |
-44.0% |
0.0562 |
| ATR |
0.0263 |
0.0254 |
-0.0008 |
-3.2% |
0.0000 |
| Volume |
196,768 |
197,629 |
861 |
0.4% |
936,869 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3162 |
1.2867 |
|
| R3 |
1.3103 |
1.3017 |
1.2827 |
|
| R2 |
1.2958 |
1.2958 |
1.2814 |
|
| R1 |
1.2872 |
1.2872 |
1.2800 |
1.2843 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2798 |
| S1 |
1.2727 |
1.2727 |
1.2774 |
1.2698 |
| S2 |
1.2668 |
1.2668 |
1.2760 |
|
| S3 |
1.2523 |
1.2582 |
1.2747 |
|
| S4 |
1.2378 |
1.2437 |
1.2707 |
|
|
| 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 |
1.3063 |
1.2698 |
0.0365 |
2.9% |
0.0206 |
1.6% |
24% |
False |
False |
184,755 |
| 10 |
1.3321 |
1.2698 |
0.0623 |
4.9% |
0.0234 |
1.8% |
14% |
False |
False |
185,495 |
| 20 |
1.3770 |
1.2698 |
0.1072 |
8.4% |
0.0252 |
2.0% |
8% |
False |
False |
184,010 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.6% |
0.0278 |
2.2% |
4% |
False |
False |
146,602 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
18.2% |
0.0261 |
2.0% |
18% |
False |
False |
98,520 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.3% |
0.0257 |
2.0% |
19% |
False |
False |
74,065 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0252 |
2.0% |
18% |
False |
False |
59,617 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0222 |
1.7% |
18% |
False |
False |
49,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3514 |
|
2.618 |
1.3278 |
|
1.618 |
1.3133 |
|
1.000 |
1.3043 |
|
0.618 |
1.2988 |
|
HIGH |
1.2898 |
|
0.618 |
1.2843 |
|
0.500 |
1.2826 |
|
0.382 |
1.2808 |
|
LOW |
1.2753 |
|
0.618 |
1.2663 |
|
1.000 |
1.2608 |
|
1.618 |
1.2518 |
|
2.618 |
1.2373 |
|
4.250 |
1.2137 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2826 |
1.2908 |
| PP |
1.2813 |
1.2868 |
| S1 |
1.2800 |
1.2827 |
|