CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2964 |
1.2958 |
-0.0006 |
0.0% |
1.2747 |
| High |
1.3050 |
1.2958 |
-0.0092 |
-0.7% |
1.3020 |
| Low |
1.2828 |
1.2826 |
-0.0002 |
0.0% |
1.2735 |
| Close |
1.2859 |
1.2899 |
0.0040 |
0.3% |
1.2935 |
| Range |
0.0222 |
0.0132 |
-0.0090 |
-40.5% |
0.0285 |
| ATR |
0.0185 |
0.0182 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
172,326 |
269,096 |
96,770 |
56.2% |
937,065 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3227 |
1.2972 |
|
| R3 |
1.3158 |
1.3095 |
1.2935 |
|
| R2 |
1.3026 |
1.3026 |
1.2923 |
|
| R1 |
1.2963 |
1.2963 |
1.2911 |
1.2929 |
| PP |
1.2894 |
1.2894 |
1.2894 |
1.2877 |
| S1 |
1.2831 |
1.2831 |
1.2887 |
1.2797 |
| S2 |
1.2762 |
1.2762 |
1.2875 |
|
| S3 |
1.2630 |
1.2699 |
1.2863 |
|
| S4 |
1.2498 |
1.2567 |
1.2826 |
|
|
| 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% |
0.0150 |
1.2% |
45% |
False |
False |
210,053 |
| 10 |
1.3160 |
1.2735 |
0.0425 |
3.3% |
0.0145 |
1.1% |
39% |
False |
False |
197,722 |
| 20 |
1.3310 |
1.2735 |
0.0575 |
4.5% |
0.0141 |
1.1% |
29% |
False |
False |
194,925 |
| 40 |
1.4615 |
1.2735 |
0.1880 |
14.6% |
0.0148 |
1.1% |
9% |
False |
False |
163,780 |
| 60 |
1.4615 |
1.2475 |
0.2140 |
16.6% |
0.0122 |
0.9% |
20% |
False |
False |
113,885 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0098 |
0.8% |
21% |
False |
False |
85,554 |
| 100 |
1.4721 |
1.2435 |
0.2286 |
17.7% |
0.0086 |
0.7% |
20% |
False |
False |
68,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3519 |
|
2.618 |
1.3304 |
|
1.618 |
1.3172 |
|
1.000 |
1.3090 |
|
0.618 |
1.3040 |
|
HIGH |
1.2958 |
|
0.618 |
1.2908 |
|
0.500 |
1.2892 |
|
0.382 |
1.2876 |
|
LOW |
1.2826 |
|
0.618 |
1.2744 |
|
1.000 |
1.2694 |
|
1.618 |
1.2612 |
|
2.618 |
1.2480 |
|
4.250 |
1.2265 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2897 |
1.2948 |
| PP |
1.2894 |
1.2932 |
| S1 |
1.2892 |
1.2915 |
|