CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2704 |
1.2864 |
0.0160 |
1.3% |
1.2789 |
| High |
1.2874 |
1.2880 |
0.0006 |
0.0% |
1.2881 |
| Low |
1.2658 |
1.2686 |
0.0028 |
0.2% |
1.2508 |
| Close |
1.2849 |
1.2709 |
-0.0140 |
-1.1% |
1.2836 |
| Range |
0.0216 |
0.0194 |
-0.0022 |
-10.2% |
0.0373 |
| ATR |
0.0245 |
0.0241 |
-0.0004 |
-1.5% |
0.0000 |
| Volume |
209,751 |
191,073 |
-18,678 |
-8.9% |
630,150 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3340 |
1.3219 |
1.2816 |
|
| R3 |
1.3146 |
1.3025 |
1.2762 |
|
| R2 |
1.2952 |
1.2952 |
1.2745 |
|
| R1 |
1.2831 |
1.2831 |
1.2727 |
1.2795 |
| PP |
1.2758 |
1.2758 |
1.2758 |
1.2740 |
| S1 |
1.2637 |
1.2637 |
1.2691 |
1.2601 |
| S2 |
1.2564 |
1.2564 |
1.2673 |
|
| S3 |
1.2370 |
1.2443 |
1.2656 |
|
| S4 |
1.2176 |
1.2249 |
1.2602 |
|
|
| 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 |
1.2534 |
0.0455 |
3.6% |
0.0253 |
2.0% |
38% |
False |
False |
206,594 |
| 10 |
1.2992 |
1.2508 |
0.0484 |
3.8% |
0.0217 |
1.7% |
42% |
False |
False |
199,640 |
| 20 |
1.3321 |
1.2508 |
0.0813 |
6.4% |
0.0221 |
1.7% |
25% |
False |
False |
193,586 |
| 40 |
1.4334 |
1.2508 |
0.1826 |
14.4% |
0.0255 |
2.0% |
11% |
False |
False |
172,153 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.1% |
0.0258 |
2.0% |
9% |
False |
False |
141,125 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.3% |
0.0255 |
2.0% |
15% |
False |
False |
106,098 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.4% |
0.0251 |
2.0% |
15% |
False |
False |
85,042 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0243 |
1.9% |
15% |
False |
False |
71,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3705 |
|
2.618 |
1.3388 |
|
1.618 |
1.3194 |
|
1.000 |
1.3074 |
|
0.618 |
1.3000 |
|
HIGH |
1.2880 |
|
0.618 |
1.2806 |
|
0.500 |
1.2783 |
|
0.382 |
1.2760 |
|
LOW |
1.2686 |
|
0.618 |
1.2566 |
|
1.000 |
1.2492 |
|
1.618 |
1.2372 |
|
2.618 |
1.2178 |
|
4.250 |
1.1862 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2783 |
1.2824 |
| PP |
1.2758 |
1.2785 |
| S1 |
1.2734 |
1.2747 |
|