CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2830 |
1.2778 |
-0.0052 |
-0.4% |
1.2768 |
| High |
1.2898 |
1.2988 |
0.0090 |
0.7% |
1.3063 |
| Low |
1.2753 |
1.2738 |
-0.0015 |
-0.1% |
1.2698 |
| Close |
1.2787 |
1.2935 |
0.0148 |
1.2% |
1.2935 |
| Range |
0.0145 |
0.0250 |
0.0105 |
72.4% |
0.0365 |
| ATR |
0.0254 |
0.0254 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
197,629 |
198,800 |
1,171 |
0.6% |
934,305 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3637 |
1.3536 |
1.3073 |
|
| R3 |
1.3387 |
1.3286 |
1.3004 |
|
| R2 |
1.3137 |
1.3137 |
1.2981 |
|
| R1 |
1.3036 |
1.3036 |
1.2958 |
1.3087 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2912 |
| S1 |
1.2786 |
1.2786 |
1.2912 |
1.2837 |
| S2 |
1.2637 |
1.2637 |
1.2889 |
|
| S3 |
1.2387 |
1.2536 |
1.2866 |
|
| S4 |
1.2137 |
1.2286 |
1.2798 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3994 |
1.3829 |
1.3136 |
|
| R3 |
1.3629 |
1.3464 |
1.3035 |
|
| R2 |
1.3264 |
1.3264 |
1.3002 |
|
| R1 |
1.3099 |
1.3099 |
1.2968 |
1.3182 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2940 |
| S1 |
1.2734 |
1.2734 |
1.2902 |
1.2817 |
| S2 |
1.2534 |
1.2534 |
1.2868 |
|
| S3 |
1.2169 |
1.2369 |
1.2835 |
|
| S4 |
1.1804 |
1.2004 |
1.2734 |
|
|
| 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 |
2.8% |
0.0221 |
1.7% |
65% |
False |
False |
186,861 |
| 10 |
1.3321 |
1.2698 |
0.0623 |
4.8% |
0.0232 |
1.8% |
38% |
False |
False |
187,117 |
| 20 |
1.3722 |
1.2698 |
0.1024 |
7.9% |
0.0251 |
1.9% |
23% |
False |
False |
184,974 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.4% |
0.0279 |
2.2% |
12% |
False |
False |
151,133 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
18.0% |
0.0260 |
2.0% |
25% |
False |
False |
101,828 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0258 |
2.0% |
25% |
False |
False |
76,549 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0253 |
2.0% |
24% |
False |
False |
61,604 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0223 |
1.7% |
24% |
False |
False |
51,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4051 |
|
2.618 |
1.3643 |
|
1.618 |
1.3393 |
|
1.000 |
1.3238 |
|
0.618 |
1.3143 |
|
HIGH |
1.2988 |
|
0.618 |
1.2893 |
|
0.500 |
1.2863 |
|
0.382 |
1.2834 |
|
LOW |
1.2738 |
|
0.618 |
1.2584 |
|
1.000 |
1.2488 |
|
1.618 |
1.2334 |
|
2.618 |
1.2084 |
|
4.250 |
1.1676 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2924 |
| PP |
1.2887 |
1.2912 |
| S1 |
1.2863 |
1.2901 |
|