CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2883 |
1.2888 |
0.0005 |
0.0% |
1.2958 |
| High |
1.2939 |
1.2938 |
-0.0001 |
0.0% |
1.3087 |
| Low |
1.2714 |
1.2816 |
0.0102 |
0.8% |
1.2714 |
| Close |
1.2770 |
1.2874 |
0.0104 |
0.8% |
1.2874 |
| Range |
0.0225 |
0.0122 |
-0.0103 |
-45.8% |
0.0373 |
| ATR |
0.0245 |
0.0239 |
-0.0005 |
-2.2% |
0.0000 |
| Volume |
200,982 |
243,157 |
42,175 |
21.0% |
1,088,784 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3242 |
1.3180 |
1.2941 |
|
| R3 |
1.3120 |
1.3058 |
1.2908 |
|
| R2 |
1.2998 |
1.2998 |
1.2896 |
|
| R1 |
1.2936 |
1.2936 |
1.2885 |
1.2906 |
| PP |
1.2876 |
1.2876 |
1.2876 |
1.2861 |
| S1 |
1.2814 |
1.2814 |
1.2863 |
1.2784 |
| S2 |
1.2754 |
1.2754 |
1.2852 |
|
| S3 |
1.2632 |
1.2692 |
1.2840 |
|
| S4 |
1.2510 |
1.2570 |
1.2807 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4011 |
1.3815 |
1.3079 |
|
| R3 |
1.3638 |
1.3442 |
1.2977 |
|
| R2 |
1.3265 |
1.3265 |
1.2942 |
|
| R1 |
1.3069 |
1.3069 |
1.2908 |
1.2981 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2847 |
| S1 |
1.2696 |
1.2696 |
1.2840 |
1.2608 |
| S2 |
1.2519 |
1.2519 |
1.2806 |
|
| S3 |
1.2146 |
1.2323 |
1.2771 |
|
| S4 |
1.1773 |
1.1950 |
1.2669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3087 |
1.2714 |
0.0373 |
2.9% |
0.0200 |
1.6% |
43% |
False |
False |
217,756 |
| 10 |
1.3087 |
1.2698 |
0.0389 |
3.0% |
0.0211 |
1.6% |
45% |
False |
False |
202,308 |
| 20 |
1.3364 |
1.2698 |
0.0666 |
5.2% |
0.0239 |
1.9% |
26% |
False |
False |
197,505 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.4% |
0.0264 |
2.0% |
9% |
False |
False |
165,595 |
| 60 |
1.4687 |
1.2400 |
0.2287 |
17.8% |
0.0258 |
2.0% |
21% |
False |
False |
119,920 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0260 |
2.0% |
22% |
False |
False |
90,072 |
| 100 |
1.4722 |
1.2351 |
0.2371 |
18.4% |
0.0249 |
1.9% |
22% |
False |
False |
72,442 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0231 |
1.8% |
21% |
False |
False |
60,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3457 |
|
2.618 |
1.3257 |
|
1.618 |
1.3135 |
|
1.000 |
1.3060 |
|
0.618 |
1.3013 |
|
HIGH |
1.2938 |
|
0.618 |
1.2891 |
|
0.500 |
1.2877 |
|
0.382 |
1.2863 |
|
LOW |
1.2816 |
|
0.618 |
1.2741 |
|
1.000 |
1.2694 |
|
1.618 |
1.2619 |
|
2.618 |
1.2497 |
|
4.250 |
1.2298 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2877 |
1.2867 |
| PP |
1.2876 |
1.2860 |
| S1 |
1.2875 |
1.2853 |
|