CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2864 |
1.2718 |
-0.0146 |
-1.1% |
1.2789 |
| High |
1.2880 |
1.2810 |
-0.0070 |
-0.5% |
1.2881 |
| Low |
1.2686 |
1.2679 |
-0.0007 |
-0.1% |
1.2508 |
| Close |
1.2709 |
1.2747 |
0.0038 |
0.3% |
1.2836 |
| Range |
0.0194 |
0.0131 |
-0.0063 |
-32.5% |
0.0373 |
| ATR |
0.0241 |
0.0233 |
-0.0008 |
-3.3% |
0.0000 |
| Volume |
191,073 |
175,718 |
-15,355 |
-8.0% |
630,150 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3074 |
1.2819 |
|
| R3 |
1.3007 |
1.2943 |
1.2783 |
|
| R2 |
1.2876 |
1.2876 |
1.2771 |
|
| R1 |
1.2812 |
1.2812 |
1.2759 |
1.2844 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2762 |
| S1 |
1.2681 |
1.2681 |
1.2735 |
1.2713 |
| S2 |
1.2614 |
1.2614 |
1.2723 |
|
| S3 |
1.2483 |
1.2550 |
1.2711 |
|
| S4 |
1.2352 |
1.2419 |
1.2675 |
|
|
| 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 |
1.2552 |
0.0437 |
3.4% |
0.0235 |
1.8% |
45% |
False |
False |
204,252 |
| 10 |
1.2989 |
1.2508 |
0.0481 |
3.8% |
0.0214 |
1.7% |
50% |
False |
False |
190,544 |
| 20 |
1.3170 |
1.2508 |
0.0662 |
5.2% |
0.0216 |
1.7% |
36% |
False |
False |
193,393 |
| 40 |
1.4191 |
1.2508 |
0.1683 |
13.2% |
0.0247 |
1.9% |
14% |
False |
False |
176,215 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.1% |
0.0255 |
2.0% |
11% |
False |
False |
144,026 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.2% |
0.0254 |
2.0% |
17% |
False |
False |
108,288 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.3% |
0.0250 |
2.0% |
17% |
False |
False |
86,769 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.1% |
0.0243 |
1.9% |
16% |
False |
False |
72,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3367 |
|
2.618 |
1.3153 |
|
1.618 |
1.3022 |
|
1.000 |
1.2941 |
|
0.618 |
1.2891 |
|
HIGH |
1.2810 |
|
0.618 |
1.2760 |
|
0.500 |
1.2745 |
|
0.382 |
1.2729 |
|
LOW |
1.2679 |
|
0.618 |
1.2598 |
|
1.000 |
1.2548 |
|
1.618 |
1.2467 |
|
2.618 |
1.2336 |
|
4.250 |
1.2122 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2769 |
| PP |
1.2745 |
1.2762 |
| S1 |
1.2745 |
1.2754 |
|