CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3083 |
1.3240 |
0.0157 |
1.2% |
1.3373 |
| High |
1.3210 |
1.3310 |
0.0100 |
0.8% |
1.3390 |
| Low |
1.3020 |
1.3215 |
0.0195 |
1.5% |
1.3020 |
| Close |
1.3139 |
1.3216 |
0.0077 |
0.6% |
1.3216 |
| Range |
0.0190 |
0.0095 |
-0.0095 |
-50.0% |
0.0370 |
| ATR |
0.0201 |
0.0199 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
178,898 |
239,360 |
60,462 |
33.8% |
904,543 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3532 |
1.3469 |
1.3268 |
|
| R3 |
1.3437 |
1.3374 |
1.3242 |
|
| R2 |
1.3342 |
1.3342 |
1.3233 |
|
| R1 |
1.3279 |
1.3279 |
1.3225 |
1.3263 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3239 |
| S1 |
1.3184 |
1.3184 |
1.3207 |
1.3168 |
| S2 |
1.3152 |
1.3152 |
1.3199 |
|
| S3 |
1.3057 |
1.3089 |
1.3190 |
|
| S4 |
1.2962 |
1.2994 |
1.3164 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4319 |
1.4137 |
1.3420 |
|
| R3 |
1.3949 |
1.3767 |
1.3318 |
|
| R2 |
1.3579 |
1.3579 |
1.3284 |
|
| R1 |
1.3397 |
1.3397 |
1.3250 |
1.3303 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3162 |
| S1 |
1.3027 |
1.3027 |
1.3182 |
1.2933 |
| S2 |
1.2839 |
1.2839 |
1.3148 |
|
| S3 |
1.2469 |
1.2657 |
1.3114 |
|
| S4 |
1.2099 |
1.2287 |
1.3013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3390 |
1.3020 |
0.0370 |
2.8% |
0.0127 |
1.0% |
53% |
False |
False |
180,908 |
| 10 |
1.3760 |
1.3020 |
0.0740 |
5.6% |
0.0145 |
1.1% |
26% |
False |
False |
164,817 |
| 20 |
1.4615 |
1.3020 |
0.1595 |
12.1% |
0.0148 |
1.1% |
12% |
False |
False |
138,714 |
| 40 |
1.4615 |
1.2475 |
0.2140 |
16.2% |
0.0123 |
0.9% |
35% |
False |
False |
87,970 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.5% |
0.0091 |
0.7% |
36% |
False |
False |
58,822 |
| 80 |
1.4685 |
1.2435 |
0.2250 |
17.0% |
0.0078 |
0.6% |
35% |
False |
False |
44,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3714 |
|
2.618 |
1.3559 |
|
1.618 |
1.3464 |
|
1.000 |
1.3405 |
|
0.618 |
1.3369 |
|
HIGH |
1.3310 |
|
0.618 |
1.3274 |
|
0.500 |
1.3263 |
|
0.382 |
1.3251 |
|
LOW |
1.3215 |
|
0.618 |
1.3156 |
|
1.000 |
1.3120 |
|
1.618 |
1.3061 |
|
2.618 |
1.2966 |
|
4.250 |
1.2811 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3263 |
1.3199 |
| PP |
1.3247 |
1.3182 |
| S1 |
1.3232 |
1.3165 |
|