CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2789 |
1.2577 |
-0.0212 |
-1.7% |
1.2958 |
| High |
1.2821 |
1.2638 |
-0.0183 |
-1.4% |
1.3087 |
| Low |
1.2555 |
1.2508 |
-0.0047 |
-0.4% |
1.2714 |
| Close |
1.2614 |
1.2549 |
-0.0065 |
-0.5% |
1.2874 |
| Range |
0.0266 |
0.0130 |
-0.0136 |
-51.1% |
0.0373 |
| ATR |
0.0245 |
0.0237 |
-0.0008 |
-3.4% |
0.0000 |
| Volume |
0 |
252,617 |
252,617 |
|
1,088,784 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2955 |
1.2882 |
1.2621 |
|
| R3 |
1.2825 |
1.2752 |
1.2585 |
|
| R2 |
1.2695 |
1.2695 |
1.2573 |
|
| R1 |
1.2622 |
1.2622 |
1.2561 |
1.2594 |
| PP |
1.2565 |
1.2565 |
1.2565 |
1.2551 |
| S1 |
1.2492 |
1.2492 |
1.2537 |
1.2464 |
| S2 |
1.2435 |
1.2435 |
1.2525 |
|
| S3 |
1.2305 |
1.2362 |
1.2513 |
|
| S4 |
1.2175 |
1.2232 |
1.2478 |
|
|
| 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 |
1.2992 |
1.2508 |
0.0484 |
3.9% |
0.0182 |
1.4% |
8% |
False |
True |
192,687 |
| 10 |
1.3087 |
1.2508 |
0.0579 |
4.6% |
0.0205 |
1.6% |
7% |
False |
True |
193,459 |
| 20 |
1.3321 |
1.2508 |
0.0813 |
6.5% |
0.0222 |
1.8% |
5% |
False |
True |
191,567 |
| 40 |
1.4334 |
1.2508 |
0.1826 |
14.6% |
0.0249 |
2.0% |
2% |
False |
True |
161,875 |
| 60 |
1.4687 |
1.2400 |
0.2287 |
18.2% |
0.0257 |
2.0% |
7% |
False |
False |
124,104 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.6% |
0.0259 |
2.1% |
8% |
False |
False |
93,223 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.6% |
0.0250 |
2.0% |
8% |
False |
False |
74,966 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.4% |
0.0234 |
1.9% |
8% |
False |
False |
62,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3191 |
|
2.618 |
1.2978 |
|
1.618 |
1.2848 |
|
1.000 |
1.2768 |
|
0.618 |
1.2718 |
|
HIGH |
1.2638 |
|
0.618 |
1.2588 |
|
0.500 |
1.2573 |
|
0.382 |
1.2558 |
|
LOW |
1.2508 |
|
0.618 |
1.2428 |
|
1.000 |
1.2378 |
|
1.618 |
1.2298 |
|
2.618 |
1.2168 |
|
4.250 |
1.1956 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2573 |
1.2723 |
| PP |
1.2565 |
1.2665 |
| S1 |
1.2557 |
1.2607 |
|