CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2871 |
1.3030 |
0.0159 |
1.2% |
1.2747 |
| High |
1.2980 |
1.3070 |
0.0090 |
0.7% |
1.3020 |
| Low |
1.2775 |
1.3000 |
0.0225 |
1.8% |
1.2735 |
| Close |
1.2935 |
1.3017 |
0.0082 |
0.6% |
1.2935 |
| Range |
0.0205 |
0.0070 |
-0.0135 |
-65.9% |
0.0285 |
| ATR |
0.0186 |
0.0183 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
199,381 |
211,287 |
11,906 |
6.0% |
937,065 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3198 |
1.3056 |
|
| R3 |
1.3169 |
1.3128 |
1.3036 |
|
| R2 |
1.3099 |
1.3099 |
1.3030 |
|
| R1 |
1.3058 |
1.3058 |
1.3023 |
1.3044 |
| PP |
1.3029 |
1.3029 |
1.3029 |
1.3022 |
| S1 |
1.2988 |
1.2988 |
1.3011 |
1.2974 |
| S2 |
1.2959 |
1.2959 |
1.3004 |
|
| S3 |
1.2889 |
1.2918 |
1.2998 |
|
| S4 |
1.2819 |
1.2848 |
1.2979 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3752 |
1.3628 |
1.3092 |
|
| R3 |
1.3467 |
1.3343 |
1.3013 |
|
| R2 |
1.3182 |
1.3182 |
1.2987 |
|
| R1 |
1.3058 |
1.3058 |
1.2961 |
1.3120 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2928 |
| S1 |
1.2773 |
1.2773 |
1.2909 |
1.2835 |
| S2 |
1.2612 |
1.2612 |
1.2883 |
|
| S3 |
1.2327 |
1.2488 |
1.2857 |
|
| S4 |
1.2042 |
1.2203 |
1.2778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3070 |
1.2760 |
0.0310 |
2.4% |
0.0122 |
0.9% |
83% |
True |
False |
189,967 |
| 10 |
1.3285 |
1.2735 |
0.0550 |
4.2% |
0.0139 |
1.1% |
51% |
False |
False |
189,614 |
| 20 |
1.3390 |
1.2735 |
0.0655 |
5.0% |
0.0135 |
1.0% |
43% |
False |
False |
188,738 |
| 40 |
1.4615 |
1.2735 |
0.1880 |
14.4% |
0.0146 |
1.1% |
15% |
False |
False |
157,269 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
16.7% |
0.0122 |
0.9% |
27% |
False |
False |
106,537 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.7% |
0.0094 |
0.7% |
27% |
False |
False |
80,081 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.6% |
0.0083 |
0.6% |
25% |
False |
False |
64,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3368 |
|
2.618 |
1.3253 |
|
1.618 |
1.3183 |
|
1.000 |
1.3140 |
|
0.618 |
1.3113 |
|
HIGH |
1.3070 |
|
0.618 |
1.3043 |
|
0.500 |
1.3035 |
|
0.382 |
1.3027 |
|
LOW |
1.3000 |
|
0.618 |
1.2957 |
|
1.000 |
1.2930 |
|
1.618 |
1.2887 |
|
2.618 |
1.2817 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.2983 |
| PP |
1.3029 |
1.2949 |
| S1 |
1.3023 |
1.2915 |
|