CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2780 |
1.3170 |
0.0390 |
3.1% |
1.2895 |
| High |
1.3015 |
1.3170 |
0.0155 |
1.2% |
1.3015 |
| Low |
1.2780 |
1.2980 |
0.0200 |
1.6% |
1.2780 |
| Close |
1.2967 |
1.3125 |
0.0158 |
1.2% |
1.2967 |
| Range |
0.0235 |
0.0190 |
-0.0045 |
-19.1% |
0.0235 |
| ATR |
0.0197 |
0.0198 |
0.0000 |
0.2% |
0.0000 |
| Volume |
182,974 |
195,880 |
12,906 |
7.1% |
778,206 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3662 |
1.3583 |
1.3230 |
|
| R3 |
1.3472 |
1.3393 |
1.3177 |
|
| R2 |
1.3282 |
1.3282 |
1.3160 |
|
| R1 |
1.3203 |
1.3203 |
1.3142 |
1.3148 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3064 |
| S1 |
1.3013 |
1.3013 |
1.3108 |
1.2958 |
| S2 |
1.2902 |
1.2902 |
1.3090 |
|
| S3 |
1.2712 |
1.2823 |
1.3073 |
|
| S4 |
1.2522 |
1.2633 |
1.3021 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3531 |
1.3096 |
|
| R3 |
1.3391 |
1.3296 |
1.3032 |
|
| R2 |
1.3156 |
1.3156 |
1.3010 |
|
| R1 |
1.3061 |
1.3061 |
1.2989 |
1.3109 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2944 |
| S1 |
1.2826 |
1.2826 |
1.2945 |
1.2874 |
| S2 |
1.2686 |
1.2686 |
1.2924 |
|
| S3 |
1.2451 |
1.2591 |
1.2902 |
|
| S4 |
1.2216 |
1.2356 |
1.2838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3170 |
1.2780 |
0.0390 |
3.0% |
0.0138 |
1.0% |
88% |
True |
False |
194,817 |
| 10 |
1.3390 |
1.2780 |
0.0610 |
4.6% |
0.0132 |
1.0% |
57% |
False |
False |
187,862 |
| 20 |
1.4275 |
1.2780 |
0.1495 |
11.4% |
0.0142 |
1.1% |
23% |
False |
False |
145,055 |
| 40 |
1.4615 |
1.2600 |
0.2015 |
15.4% |
0.0132 |
1.0% |
26% |
False |
False |
112,115 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0102 |
0.8% |
32% |
False |
False |
75,017 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0083 |
0.6% |
32% |
False |
False |
56,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3978 |
|
2.618 |
1.3667 |
|
1.618 |
1.3477 |
|
1.000 |
1.3360 |
|
0.618 |
1.3287 |
|
HIGH |
1.3170 |
|
0.618 |
1.3097 |
|
0.500 |
1.3075 |
|
0.382 |
1.3053 |
|
LOW |
1.2980 |
|
0.618 |
1.2863 |
|
1.000 |
1.2790 |
|
1.618 |
1.2673 |
|
2.618 |
1.2483 |
|
4.250 |
1.2173 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3108 |
1.3075 |
| PP |
1.3092 |
1.3025 |
| S1 |
1.3075 |
1.2975 |
|