CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2778 |
1.2958 |
0.0180 |
1.4% |
1.2768 |
| High |
1.2988 |
1.3087 |
0.0099 |
0.8% |
1.3063 |
| Low |
1.2738 |
1.2867 |
0.0129 |
1.0% |
1.2698 |
| Close |
1.2935 |
1.3017 |
0.0082 |
0.6% |
1.2935 |
| Range |
0.0250 |
0.0220 |
-0.0030 |
-12.0% |
0.0365 |
| ATR |
0.0254 |
0.0252 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
198,800 |
210,520 |
11,720 |
5.9% |
934,305 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3650 |
1.3554 |
1.3138 |
|
| R3 |
1.3430 |
1.3334 |
1.3078 |
|
| R2 |
1.3210 |
1.3210 |
1.3057 |
|
| R1 |
1.3114 |
1.3114 |
1.3037 |
1.3162 |
| PP |
1.2990 |
1.2990 |
1.2990 |
1.3015 |
| S1 |
1.2894 |
1.2894 |
1.2997 |
1.2942 |
| S2 |
1.2770 |
1.2770 |
1.2977 |
|
| S3 |
1.2550 |
1.2674 |
1.2957 |
|
| S4 |
1.2330 |
1.2454 |
1.2896 |
|
|
| 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 |
1.3087 |
1.2738 |
0.0349 |
2.7% |
0.0226 |
1.7% |
80% |
True |
False |
189,371 |
| 10 |
1.3321 |
1.2698 |
0.0623 |
4.8% |
0.0220 |
1.7% |
51% |
False |
False |
188,633 |
| 20 |
1.3450 |
1.2698 |
0.0752 |
5.8% |
0.0245 |
1.9% |
42% |
False |
False |
186,626 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.3% |
0.0280 |
2.2% |
16% |
False |
False |
155,404 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
17.9% |
0.0262 |
2.0% |
28% |
False |
False |
105,332 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
17.9% |
0.0259 |
2.0% |
29% |
False |
False |
79,176 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.7% |
0.0252 |
1.9% |
27% |
False |
False |
63,706 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
18.7% |
0.0225 |
1.7% |
27% |
False |
False |
53,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4022 |
|
2.618 |
1.3663 |
|
1.618 |
1.3443 |
|
1.000 |
1.3307 |
|
0.618 |
1.3223 |
|
HIGH |
1.3087 |
|
0.618 |
1.3003 |
|
0.500 |
1.2977 |
|
0.382 |
1.2951 |
|
LOW |
1.2867 |
|
0.618 |
1.2731 |
|
1.000 |
1.2647 |
|
1.618 |
1.2511 |
|
2.618 |
1.2291 |
|
4.250 |
1.1932 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3004 |
1.2982 |
| PP |
1.2990 |
1.2947 |
| S1 |
1.2977 |
1.2913 |
|