CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3885 |
1.3840 |
-0.0045 |
-0.3% |
1.4238 |
| High |
1.3960 |
1.3950 |
-0.0010 |
-0.1% |
1.4275 |
| Low |
1.3820 |
1.3815 |
-0.0005 |
0.0% |
1.3815 |
| Close |
1.3921 |
1.3823 |
-0.0098 |
-0.7% |
1.3823 |
| Range |
0.0140 |
0.0135 |
-0.0005 |
-3.6% |
0.0460 |
| ATR |
0.0200 |
0.0196 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
73,444 |
70,347 |
-3,097 |
-4.2% |
259,794 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4180 |
1.3897 |
|
| R3 |
1.4133 |
1.4045 |
1.3860 |
|
| R2 |
1.3998 |
1.3998 |
1.3848 |
|
| R1 |
1.3910 |
1.3910 |
1.3835 |
1.3887 |
| PP |
1.3863 |
1.3863 |
1.3863 |
1.3851 |
| S1 |
1.3775 |
1.3775 |
1.3811 |
1.3752 |
| S2 |
1.3728 |
1.3728 |
1.3798 |
|
| S3 |
1.3593 |
1.3640 |
1.3786 |
|
| S4 |
1.3458 |
1.3505 |
1.3749 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5351 |
1.5047 |
1.4076 |
|
| R3 |
1.4891 |
1.4587 |
1.3950 |
|
| R2 |
1.4431 |
1.4431 |
1.3907 |
|
| R1 |
1.4127 |
1.4127 |
1.3865 |
1.4049 |
| PP |
1.3971 |
1.3971 |
1.3971 |
1.3932 |
| S1 |
1.3667 |
1.3667 |
1.3781 |
1.3589 |
| S2 |
1.3511 |
1.3511 |
1.3739 |
|
| S3 |
1.3051 |
1.3207 |
1.3697 |
|
| S4 |
1.2591 |
1.2747 |
1.3570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4275 |
1.3815 |
0.0460 |
3.3% |
0.0142 |
1.0% |
2% |
False |
True |
55,768 |
| 10 |
1.4615 |
1.3795 |
0.0820 |
5.9% |
0.0152 |
1.1% |
3% |
False |
False |
112,610 |
| 20 |
1.4615 |
1.2610 |
0.2005 |
14.5% |
0.0148 |
1.1% |
60% |
False |
False |
92,528 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.8% |
0.0097 |
0.7% |
64% |
False |
False |
46,900 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.8% |
0.0068 |
0.5% |
64% |
False |
False |
31,488 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.5% |
0.0061 |
0.4% |
61% |
False |
False |
24,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4524 |
|
2.618 |
1.4303 |
|
1.618 |
1.4168 |
|
1.000 |
1.4085 |
|
0.618 |
1.4033 |
|
HIGH |
1.3950 |
|
0.618 |
1.3898 |
|
0.500 |
1.3883 |
|
0.382 |
1.3867 |
|
LOW |
1.3815 |
|
0.618 |
1.3732 |
|
1.000 |
1.3680 |
|
1.618 |
1.3597 |
|
2.618 |
1.3462 |
|
4.250 |
1.3241 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3883 |
1.3973 |
| PP |
1.3863 |
1.3923 |
| S1 |
1.3843 |
1.3873 |
|