CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2577 |
1.2545 |
-0.0032 |
-0.3% |
1.2958 |
| High |
1.2638 |
1.2757 |
0.0119 |
0.9% |
1.3087 |
| Low |
1.2508 |
1.2534 |
0.0026 |
0.2% |
1.2714 |
| Close |
1.2549 |
1.2681 |
0.0132 |
1.1% |
1.2874 |
| Range |
0.0130 |
0.0223 |
0.0093 |
71.5% |
0.0373 |
| ATR |
0.0237 |
0.0236 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
252,617 |
187,427 |
-65,190 |
-25.8% |
1,088,784 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3227 |
1.2804 |
|
| R3 |
1.3103 |
1.3004 |
1.2742 |
|
| R2 |
1.2880 |
1.2880 |
1.2722 |
|
| R1 |
1.2781 |
1.2781 |
1.2701 |
1.2831 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2682 |
| S1 |
1.2558 |
1.2558 |
1.2661 |
1.2608 |
| S2 |
1.2434 |
1.2434 |
1.2640 |
|
| S3 |
1.2211 |
1.2335 |
1.2620 |
|
| S4 |
1.1988 |
1.2112 |
1.2558 |
|
|
| 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 |
1.2939 |
1.2508 |
0.0431 |
3.4% |
0.0193 |
1.5% |
40% |
False |
False |
176,836 |
| 10 |
1.3087 |
1.2508 |
0.0579 |
4.6% |
0.0201 |
1.6% |
30% |
False |
False |
192,525 |
| 20 |
1.3321 |
1.2508 |
0.0813 |
6.4% |
0.0219 |
1.7% |
21% |
False |
False |
188,897 |
| 40 |
1.4334 |
1.2508 |
0.1826 |
14.4% |
0.0242 |
1.9% |
9% |
False |
False |
159,856 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.2% |
0.0257 |
2.0% |
8% |
False |
False |
127,219 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.4% |
0.0258 |
2.0% |
14% |
False |
False |
95,561 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.4% |
0.0251 |
2.0% |
14% |
False |
False |
76,722 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0236 |
1.9% |
14% |
False |
False |
64,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3705 |
|
2.618 |
1.3341 |
|
1.618 |
1.3118 |
|
1.000 |
1.2980 |
|
0.618 |
1.2895 |
|
HIGH |
1.2757 |
|
0.618 |
1.2672 |
|
0.500 |
1.2646 |
|
0.382 |
1.2619 |
|
LOW |
1.2534 |
|
0.618 |
1.2396 |
|
1.000 |
1.2311 |
|
1.618 |
1.2173 |
|
2.618 |
1.1950 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2669 |
1.2676 |
| PP |
1.2657 |
1.2670 |
| S1 |
1.2646 |
1.2665 |
|