CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2895 |
1.2929 |
0.0034 |
0.3% |
1.3373 |
| High |
1.2930 |
1.2945 |
0.0015 |
0.1% |
1.3390 |
| Low |
1.2865 |
1.2830 |
-0.0035 |
-0.3% |
1.3020 |
| Close |
1.2874 |
1.2933 |
0.0059 |
0.5% |
1.3216 |
| Range |
0.0065 |
0.0115 |
0.0050 |
76.9% |
0.0370 |
| ATR |
0.0210 |
0.0203 |
-0.0007 |
-3.2% |
0.0000 |
| Volume |
152,386 |
246,765 |
94,379 |
61.9% |
904,543 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3205 |
1.2996 |
|
| R3 |
1.3133 |
1.3090 |
1.2965 |
|
| R2 |
1.3018 |
1.3018 |
1.2954 |
|
| R1 |
1.2975 |
1.2975 |
1.2944 |
1.2997 |
| PP |
1.2903 |
1.2903 |
1.2903 |
1.2913 |
| S1 |
1.2860 |
1.2860 |
1.2922 |
1.2882 |
| S2 |
1.2788 |
1.2788 |
1.2912 |
|
| S3 |
1.2673 |
1.2745 |
1.2901 |
|
| S4 |
1.2558 |
1.2630 |
1.2870 |
|
|
| 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 |
1.3310 |
1.2830 |
0.0480 |
3.7% |
0.0114 |
0.9% |
21% |
False |
True |
197,203 |
| 10 |
1.3760 |
1.2830 |
0.0930 |
7.2% |
0.0135 |
1.0% |
11% |
False |
True |
184,345 |
| 20 |
1.4275 |
1.2830 |
0.1445 |
11.2% |
0.0128 |
1.0% |
7% |
False |
True |
133,195 |
| 40 |
1.4615 |
1.2492 |
0.2123 |
16.4% |
0.0126 |
1.0% |
21% |
False |
False |
97,908 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0094 |
0.7% |
23% |
False |
False |
65,466 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0079 |
0.6% |
23% |
False |
False |
49,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3246 |
|
1.618 |
1.3131 |
|
1.000 |
1.3060 |
|
0.618 |
1.3016 |
|
HIGH |
1.2945 |
|
0.618 |
1.2901 |
|
0.500 |
1.2888 |
|
0.382 |
1.2874 |
|
LOW |
1.2830 |
|
0.618 |
1.2759 |
|
1.000 |
1.2715 |
|
1.618 |
1.2644 |
|
2.618 |
1.2529 |
|
4.250 |
1.2341 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2918 |
1.3070 |
| PP |
1.2903 |
1.3024 |
| S1 |
1.2888 |
1.2979 |
|