CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3170 |
1.3213 |
0.0043 |
0.3% |
1.2895 |
| High |
1.3170 |
1.3220 |
0.0050 |
0.4% |
1.3015 |
| Low |
1.2980 |
1.3115 |
0.0135 |
1.0% |
1.2780 |
| Close |
1.3125 |
1.3167 |
0.0042 |
0.3% |
1.2967 |
| Range |
0.0190 |
0.0105 |
-0.0085 |
-44.7% |
0.0235 |
| ATR |
0.0198 |
0.0191 |
-0.0007 |
-3.4% |
0.0000 |
| Volume |
195,880 |
179,281 |
-16,599 |
-8.5% |
778,206 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3482 |
1.3430 |
1.3225 |
|
| R3 |
1.3377 |
1.3325 |
1.3196 |
|
| R2 |
1.3272 |
1.3272 |
1.3186 |
|
| R1 |
1.3220 |
1.3220 |
1.3177 |
1.3194 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3154 |
| S1 |
1.3115 |
1.3115 |
1.3157 |
1.3089 |
| S2 |
1.3062 |
1.3062 |
1.3148 |
|
| S3 |
1.2957 |
1.3010 |
1.3138 |
|
| S4 |
1.2852 |
1.2905 |
1.3109 |
|
|
| 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 |
1.3220 |
1.2780 |
0.0440 |
3.3% |
0.0146 |
1.1% |
88% |
True |
False |
200,196 |
| 10 |
1.3310 |
1.2780 |
0.0530 |
4.0% |
0.0131 |
1.0% |
73% |
False |
False |
188,002 |
| 20 |
1.4275 |
1.2780 |
0.1495 |
11.4% |
0.0144 |
1.1% |
26% |
False |
False |
153,066 |
| 40 |
1.4615 |
1.2600 |
0.2015 |
15.3% |
0.0132 |
1.0% |
28% |
False |
False |
116,534 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0104 |
0.8% |
34% |
False |
False |
77,995 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.6% |
0.0084 |
0.6% |
34% |
False |
False |
58,713 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.4% |
0.0071 |
0.5% |
32% |
False |
False |
47,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3666 |
|
2.618 |
1.3495 |
|
1.618 |
1.3390 |
|
1.000 |
1.3325 |
|
0.618 |
1.3285 |
|
HIGH |
1.3220 |
|
0.618 |
1.3180 |
|
0.500 |
1.3168 |
|
0.382 |
1.3155 |
|
LOW |
1.3115 |
|
0.618 |
1.3050 |
|
1.000 |
1.3010 |
|
1.618 |
1.2945 |
|
2.618 |
1.2840 |
|
4.250 |
1.2669 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3168 |
1.3111 |
| PP |
1.3167 |
1.3056 |
| S1 |
1.3167 |
1.3000 |
|