CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2558 |
1.2690 |
0.0132 |
1.1% |
1.3030 |
| High |
1.2560 |
1.2740 |
0.0180 |
1.4% |
1.3070 |
| Low |
1.2513 |
1.2665 |
0.0152 |
1.2% |
1.2720 |
| Close |
1.2549 |
1.2681 |
0.0132 |
1.1% |
1.2874 |
| Range |
0.0047 |
0.0075 |
0.0028 |
59.6% |
0.0350 |
| ATR |
0.0182 |
0.0183 |
0.0001 |
0.3% |
0.0000 |
| Volume |
257,560 |
188,977 |
-68,583 |
-26.6% |
1,098,934 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2920 |
1.2876 |
1.2722 |
|
| R3 |
1.2845 |
1.2801 |
1.2702 |
|
| R2 |
1.2770 |
1.2770 |
1.2695 |
|
| R1 |
1.2726 |
1.2726 |
1.2688 |
1.2711 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2688 |
| S1 |
1.2651 |
1.2651 |
1.2674 |
1.2636 |
| S2 |
1.2620 |
1.2620 |
1.2667 |
|
| S3 |
1.2545 |
1.2576 |
1.2660 |
|
| S4 |
1.2470 |
1.2501 |
1.2640 |
|
|
| 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 |
1.2910 |
1.2513 |
0.0397 |
3.1% |
0.0085 |
0.7% |
42% |
False |
False |
209,665 |
| 10 |
1.3070 |
1.2513 |
0.0557 |
4.4% |
0.0118 |
0.9% |
30% |
False |
False |
209,859 |
| 20 |
1.3285 |
1.2513 |
0.0772 |
6.1% |
0.0134 |
1.1% |
22% |
False |
False |
198,041 |
| 40 |
1.4275 |
1.2513 |
0.1762 |
13.9% |
0.0131 |
1.0% |
10% |
False |
False |
165,618 |
| 60 |
1.4615 |
1.2492 |
0.2123 |
16.7% |
0.0128 |
1.0% |
9% |
False |
False |
131,286 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0104 |
0.8% |
11% |
False |
False |
98,610 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0090 |
0.7% |
11% |
False |
False |
79,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3059 |
|
2.618 |
1.2936 |
|
1.618 |
1.2861 |
|
1.000 |
1.2815 |
|
0.618 |
1.2786 |
|
HIGH |
1.2740 |
|
0.618 |
1.2711 |
|
0.500 |
1.2703 |
|
0.382 |
1.2694 |
|
LOW |
1.2665 |
|
0.618 |
1.2619 |
|
1.000 |
1.2590 |
|
1.618 |
1.2544 |
|
2.618 |
1.2469 |
|
4.250 |
1.2346 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2703 |
1.2663 |
| PP |
1.2695 |
1.2645 |
| S1 |
1.2688 |
1.2627 |
|