CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2960 |
1.2824 |
-0.0136 |
-1.0% |
1.3170 |
| High |
1.3020 |
1.2925 |
-0.0095 |
-0.7% |
1.3285 |
| Low |
1.2910 |
1.2820 |
-0.0090 |
-0.7% |
1.2784 |
| Close |
1.3000 |
1.2847 |
-0.0153 |
-1.2% |
1.2784 |
| Range |
0.0110 |
0.0105 |
-0.0005 |
-4.5% |
0.0501 |
| ATR |
0.0190 |
0.0190 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
143,389 |
197,603 |
54,214 |
37.8% |
943,672 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3179 |
1.3118 |
1.2905 |
|
| R3 |
1.3074 |
1.3013 |
1.2876 |
|
| R2 |
1.2969 |
1.2969 |
1.2866 |
|
| R1 |
1.2908 |
1.2908 |
1.2857 |
1.2939 |
| PP |
1.2864 |
1.2864 |
1.2864 |
1.2879 |
| S1 |
1.2803 |
1.2803 |
1.2837 |
1.2834 |
| S2 |
1.2759 |
1.2759 |
1.2828 |
|
| S3 |
1.2654 |
1.2698 |
1.2818 |
|
| S4 |
1.2549 |
1.2593 |
1.2789 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4454 |
1.4120 |
1.3060 |
|
| R3 |
1.3953 |
1.3619 |
1.2922 |
|
| R2 |
1.3452 |
1.3452 |
1.2876 |
|
| R1 |
1.3118 |
1.3118 |
1.2830 |
1.3035 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2909 |
| S1 |
1.2617 |
1.2617 |
1.2738 |
1.2534 |
| S2 |
1.2450 |
1.2450 |
1.2692 |
|
| S3 |
1.1949 |
1.2116 |
1.2646 |
|
| S4 |
1.1448 |
1.1615 |
1.2508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3160 |
1.2735 |
0.0425 |
3.3% |
0.0140 |
1.1% |
26% |
False |
False |
185,390 |
| 10 |
1.3285 |
1.2735 |
0.0550 |
4.3% |
0.0150 |
1.2% |
20% |
False |
False |
186,223 |
| 20 |
1.3760 |
1.2735 |
0.1025 |
8.0% |
0.0142 |
1.1% |
11% |
False |
False |
185,284 |
| 40 |
1.4615 |
1.2735 |
0.1880 |
14.6% |
0.0145 |
1.1% |
6% |
False |
False |
143,635 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0115 |
0.9% |
19% |
False |
False |
96,404 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0089 |
0.7% |
19% |
False |
False |
72,474 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.8% |
0.0080 |
0.6% |
18% |
False |
False |
58,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3371 |
|
2.618 |
1.3200 |
|
1.618 |
1.3095 |
|
1.000 |
1.3030 |
|
0.618 |
1.2990 |
|
HIGH |
1.2925 |
|
0.618 |
1.2885 |
|
0.500 |
1.2873 |
|
0.382 |
1.2860 |
|
LOW |
1.2820 |
|
0.618 |
1.2755 |
|
1.000 |
1.2715 |
|
1.618 |
1.2650 |
|
2.618 |
1.2545 |
|
4.250 |
1.2374 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2873 |
1.2878 |
| PP |
1.2864 |
1.2867 |
| S1 |
1.2856 |
1.2857 |
|