CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2545 |
1.2680 |
0.0135 |
1.1% |
1.2789 |
| High |
1.2757 |
1.2881 |
0.0124 |
1.0% |
1.2881 |
| Low |
1.2534 |
1.2552 |
0.0018 |
0.1% |
1.2508 |
| Close |
1.2681 |
1.2836 |
0.0155 |
1.2% |
1.2836 |
| Range |
0.0223 |
0.0329 |
0.0106 |
47.5% |
0.0373 |
| ATR |
0.0236 |
0.0243 |
0.0007 |
2.8% |
0.0000 |
| Volume |
187,427 |
190,106 |
2,679 |
1.4% |
630,150 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3619 |
1.3017 |
|
| R3 |
1.3414 |
1.3290 |
1.2926 |
|
| R2 |
1.3085 |
1.3085 |
1.2896 |
|
| R1 |
1.2961 |
1.2961 |
1.2866 |
1.3023 |
| PP |
1.2756 |
1.2756 |
1.2756 |
1.2788 |
| S1 |
1.2632 |
1.2632 |
1.2806 |
1.2694 |
| S2 |
1.2427 |
1.2427 |
1.2776 |
|
| S3 |
1.2098 |
1.2303 |
1.2746 |
|
| S4 |
1.1769 |
1.1974 |
1.2655 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3861 |
1.3721 |
1.3041 |
|
| R3 |
1.3488 |
1.3348 |
1.2939 |
|
| R2 |
1.3115 |
1.3115 |
1.2904 |
|
| R1 |
1.2975 |
1.2975 |
1.2870 |
1.3045 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2777 |
| S1 |
1.2602 |
1.2602 |
1.2802 |
1.2672 |
| S2 |
1.2369 |
1.2369 |
1.2768 |
|
| S3 |
1.1996 |
1.2229 |
1.2733 |
|
| S4 |
1.1623 |
1.1856 |
1.2631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2938 |
1.2508 |
0.0430 |
3.3% |
0.0214 |
1.7% |
76% |
False |
False |
174,661 |
| 10 |
1.3087 |
1.2508 |
0.0579 |
4.5% |
0.0220 |
1.7% |
57% |
False |
False |
191,773 |
| 20 |
1.3321 |
1.2508 |
0.0813 |
6.3% |
0.0227 |
1.8% |
40% |
False |
False |
188,634 |
| 40 |
1.4334 |
1.2508 |
0.1826 |
14.2% |
0.0245 |
1.9% |
18% |
False |
False |
160,193 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.0% |
0.0256 |
2.0% |
15% |
False |
False |
130,330 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.1% |
0.0260 |
2.0% |
20% |
False |
False |
97,931 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.2% |
0.0252 |
2.0% |
21% |
False |
False |
78,528 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0239 |
1.9% |
20% |
False |
False |
65,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4279 |
|
2.618 |
1.3742 |
|
1.618 |
1.3413 |
|
1.000 |
1.3210 |
|
0.618 |
1.3084 |
|
HIGH |
1.2881 |
|
0.618 |
1.2755 |
|
0.500 |
1.2717 |
|
0.382 |
1.2678 |
|
LOW |
1.2552 |
|
0.618 |
1.2349 |
|
1.000 |
1.2223 |
|
1.618 |
1.2020 |
|
2.618 |
1.1691 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2796 |
1.2789 |
| PP |
1.2756 |
1.2742 |
| S1 |
1.2717 |
1.2695 |
|