CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2824 |
1.2821 |
-0.0003 |
0.0% |
1.3170 |
| High |
1.2925 |
1.2880 |
-0.0045 |
-0.3% |
1.3285 |
| Low |
1.2820 |
1.2760 |
-0.0060 |
-0.5% |
1.2784 |
| Close |
1.2847 |
1.2787 |
-0.0060 |
-0.5% |
1.2784 |
| Range |
0.0105 |
0.0120 |
0.0015 |
14.3% |
0.0501 |
| ATR |
0.0190 |
0.0185 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
197,603 |
198,176 |
573 |
0.3% |
943,672 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3098 |
1.2853 |
|
| R3 |
1.3049 |
1.2978 |
1.2820 |
|
| R2 |
1.2929 |
1.2929 |
1.2809 |
|
| R1 |
1.2858 |
1.2858 |
1.2798 |
1.2834 |
| PP |
1.2809 |
1.2809 |
1.2809 |
1.2797 |
| S1 |
1.2738 |
1.2738 |
1.2776 |
1.2714 |
| S2 |
1.2689 |
1.2689 |
1.2765 |
|
| S3 |
1.2569 |
1.2618 |
1.2754 |
|
| S4 |
1.2449 |
1.2498 |
1.2721 |
|
|
| 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 |
1.3020 |
1.2735 |
0.0285 |
2.2% |
0.0116 |
0.9% |
18% |
False |
False |
185,288 |
| 10 |
1.3285 |
1.2735 |
0.0550 |
4.3% |
0.0154 |
1.2% |
9% |
False |
False |
186,433 |
| 20 |
1.3760 |
1.2735 |
0.1025 |
8.0% |
0.0142 |
1.1% |
5% |
False |
False |
186,387 |
| 40 |
1.4615 |
1.2735 |
0.1880 |
14.7% |
0.0147 |
1.1% |
3% |
False |
False |
148,432 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0117 |
0.9% |
16% |
False |
False |
99,700 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0090 |
0.7% |
16% |
False |
False |
74,950 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.9% |
0.0082 |
0.6% |
15% |
False |
False |
60,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3194 |
|
1.618 |
1.3074 |
|
1.000 |
1.3000 |
|
0.618 |
1.2954 |
|
HIGH |
1.2880 |
|
0.618 |
1.2834 |
|
0.500 |
1.2820 |
|
0.382 |
1.2806 |
|
LOW |
1.2760 |
|
0.618 |
1.2686 |
|
1.000 |
1.2640 |
|
1.618 |
1.2566 |
|
2.618 |
1.2446 |
|
4.250 |
1.2250 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2820 |
1.2890 |
| PP |
1.2809 |
1.2856 |
| S1 |
1.2798 |
1.2821 |
|