CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2860 |
0.0075 |
0.6% |
1.3030 |
| High |
1.2870 |
1.2910 |
0.0040 |
0.3% |
1.3070 |
| Low |
1.2720 |
1.2830 |
0.0110 |
0.9% |
1.2720 |
| Close |
1.2770 |
1.2874 |
0.0104 |
0.8% |
1.2874 |
| Range |
0.0150 |
0.0080 |
-0.0070 |
-46.7% |
0.0350 |
| ATR |
0.0181 |
0.0178 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
201,606 |
244,619 |
43,013 |
21.3% |
1,098,934 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3111 |
1.3073 |
1.2918 |
|
| R3 |
1.3031 |
1.2993 |
1.2896 |
|
| R2 |
1.2951 |
1.2951 |
1.2889 |
|
| R1 |
1.2913 |
1.2913 |
1.2881 |
1.2932 |
| PP |
1.2871 |
1.2871 |
1.2871 |
1.2881 |
| S1 |
1.2833 |
1.2833 |
1.2867 |
1.2852 |
| S2 |
1.2791 |
1.2791 |
1.2859 |
|
| S3 |
1.2711 |
1.2753 |
1.2852 |
|
| S4 |
1.2631 |
1.2673 |
1.2830 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3938 |
1.3756 |
1.3067 |
|
| R3 |
1.3588 |
1.3406 |
1.2970 |
|
| R2 |
1.3238 |
1.3238 |
1.2938 |
|
| R1 |
1.3056 |
1.3056 |
1.2906 |
1.2972 |
| PP |
1.2888 |
1.2888 |
1.2888 |
1.2846 |
| S1 |
1.2706 |
1.2706 |
1.2842 |
1.2622 |
| S2 |
1.2538 |
1.2538 |
1.2810 |
|
| S3 |
1.2188 |
1.2356 |
1.2778 |
|
| S4 |
1.1838 |
1.2006 |
1.2682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3070 |
1.2720 |
0.0350 |
2.7% |
0.0131 |
1.0% |
44% |
False |
False |
219,786 |
| 10 |
1.3070 |
1.2720 |
0.0350 |
2.7% |
0.0135 |
1.0% |
44% |
False |
False |
203,599 |
| 20 |
1.3310 |
1.2720 |
0.0590 |
4.6% |
0.0138 |
1.1% |
26% |
False |
False |
199,861 |
| 40 |
1.4615 |
1.2720 |
0.1895 |
14.7% |
0.0144 |
1.1% |
8% |
False |
False |
167,625 |
| 60 |
1.4615 |
1.2475 |
0.2140 |
16.6% |
0.0126 |
1.0% |
19% |
False |
False |
121,288 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0101 |
0.8% |
20% |
False |
False |
91,112 |
| 100 |
1.4685 |
1.2435 |
0.2250 |
17.5% |
0.0089 |
0.7% |
20% |
False |
False |
73,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3250 |
|
2.618 |
1.3119 |
|
1.618 |
1.3039 |
|
1.000 |
1.2990 |
|
0.618 |
1.2959 |
|
HIGH |
1.2910 |
|
0.618 |
1.2879 |
|
0.500 |
1.2870 |
|
0.382 |
1.2861 |
|
LOW |
1.2830 |
|
0.618 |
1.2781 |
|
1.000 |
1.2750 |
|
1.618 |
1.2701 |
|
2.618 |
1.2621 |
|
4.250 |
1.2490 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2873 |
1.2862 |
| PP |
1.2871 |
1.2851 |
| S1 |
1.2870 |
1.2839 |
|