CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2814 |
1.2704 |
-0.0110 |
-0.9% |
1.2789 |
| High |
1.2989 |
1.2874 |
-0.0115 |
-0.9% |
1.2881 |
| Low |
1.2686 |
1.2658 |
-0.0028 |
-0.2% |
1.2508 |
| Close |
1.2711 |
1.2849 |
0.0138 |
1.1% |
1.2836 |
| Range |
0.0303 |
0.0216 |
-0.0087 |
-28.7% |
0.0373 |
| ATR |
0.0247 |
0.0245 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
254,613 |
209,751 |
-44,862 |
-17.6% |
630,150 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3442 |
1.3361 |
1.2968 |
|
| R3 |
1.3226 |
1.3145 |
1.2908 |
|
| R2 |
1.3010 |
1.3010 |
1.2889 |
|
| R1 |
1.2929 |
1.2929 |
1.2869 |
1.2970 |
| PP |
1.2794 |
1.2794 |
1.2794 |
1.2814 |
| S1 |
1.2713 |
1.2713 |
1.2829 |
1.2754 |
| S2 |
1.2578 |
1.2578 |
1.2809 |
|
| S3 |
1.2362 |
1.2497 |
1.2790 |
|
| S4 |
1.2146 |
1.2281 |
1.2730 |
|
|
| 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 |
1.2989 |
1.2508 |
0.0481 |
3.7% |
0.0240 |
1.9% |
71% |
False |
False |
218,902 |
| 10 |
1.3069 |
1.2508 |
0.0561 |
4.4% |
0.0225 |
1.7% |
61% |
False |
False |
197,277 |
| 20 |
1.3321 |
1.2508 |
0.0813 |
6.3% |
0.0222 |
1.7% |
42% |
False |
False |
192,955 |
| 40 |
1.4334 |
1.2508 |
0.1826 |
14.2% |
0.0253 |
2.0% |
19% |
False |
False |
167,843 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.0% |
0.0257 |
2.0% |
16% |
False |
False |
137,982 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.1% |
0.0258 |
2.0% |
21% |
False |
False |
103,716 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.2% |
0.0252 |
2.0% |
21% |
False |
False |
83,146 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0243 |
1.9% |
20% |
False |
False |
69,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3792 |
|
2.618 |
1.3439 |
|
1.618 |
1.3223 |
|
1.000 |
1.3090 |
|
0.618 |
1.3007 |
|
HIGH |
1.2874 |
|
0.618 |
1.2791 |
|
0.500 |
1.2766 |
|
0.382 |
1.2741 |
|
LOW |
1.2658 |
|
0.618 |
1.2525 |
|
1.000 |
1.2442 |
|
1.618 |
1.2309 |
|
2.618 |
1.2093 |
|
4.250 |
1.1740 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2821 |
1.2823 |
| PP |
1.2794 |
1.2797 |
| S1 |
1.2766 |
1.2771 |
|