CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2958 |
1.2995 |
0.0037 |
0.3% |
1.2768 |
| High |
1.3087 |
1.3069 |
-0.0018 |
-0.1% |
1.3063 |
| Low |
1.2867 |
1.2802 |
-0.0065 |
-0.5% |
1.2698 |
| Close |
1.3017 |
1.2859 |
-0.0158 |
-1.2% |
1.2935 |
| Range |
0.0220 |
0.0267 |
0.0047 |
21.4% |
0.0365 |
| ATR |
0.0252 |
0.0253 |
0.0001 |
0.4% |
0.0000 |
| Volume |
210,520 |
167,445 |
-43,075 |
-20.5% |
934,305 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3711 |
1.3552 |
1.3006 |
|
| R3 |
1.3444 |
1.3285 |
1.2932 |
|
| R2 |
1.3177 |
1.3177 |
1.2908 |
|
| R1 |
1.3018 |
1.3018 |
1.2883 |
1.2964 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2883 |
| S1 |
1.2751 |
1.2751 |
1.2835 |
1.2697 |
| S2 |
1.2643 |
1.2643 |
1.2810 |
|
| S3 |
1.2376 |
1.2484 |
1.2786 |
|
| S4 |
1.2109 |
1.2217 |
1.2712 |
|
|
| 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% |
0.0228 |
1.8% |
35% |
False |
False |
194,232 |
| 10 |
1.3321 |
1.2698 |
0.0623 |
4.8% |
0.0225 |
1.7% |
26% |
False |
False |
187,531 |
| 20 |
1.3364 |
1.2698 |
0.0666 |
5.2% |
0.0248 |
1.9% |
24% |
False |
False |
186,188 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.5% |
0.0277 |
2.2% |
8% |
False |
False |
158,047 |
| 60 |
1.4687 |
1.2400 |
0.2287 |
17.8% |
0.0258 |
2.0% |
20% |
False |
False |
108,118 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.2% |
0.0261 |
2.0% |
22% |
False |
False |
81,229 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0253 |
2.0% |
21% |
False |
False |
65,375 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0227 |
1.8% |
21% |
False |
False |
54,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4204 |
|
2.618 |
1.3768 |
|
1.618 |
1.3501 |
|
1.000 |
1.3336 |
|
0.618 |
1.3234 |
|
HIGH |
1.3069 |
|
0.618 |
1.2967 |
|
0.500 |
1.2936 |
|
0.382 |
1.2904 |
|
LOW |
1.2802 |
|
0.618 |
1.2637 |
|
1.000 |
1.2535 |
|
1.618 |
1.2370 |
|
2.618 |
1.2103 |
|
4.250 |
1.1667 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2936 |
1.2913 |
| PP |
1.2910 |
1.2895 |
| S1 |
1.2885 |
1.2877 |
|