CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2712 |
1.2735 |
0.0023 |
0.2% |
1.2607 |
| High |
1.2800 |
1.2856 |
0.0056 |
0.4% |
1.2860 |
| Low |
1.2710 |
1.2710 |
0.0000 |
0.0% |
1.2513 |
| Close |
1.2711 |
1.2849 |
0.0138 |
1.1% |
1.2836 |
| Range |
0.0090 |
0.0146 |
0.0056 |
62.2% |
0.0347 |
| ATR |
0.0185 |
0.0182 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
258,496 |
210,858 |
-47,638 |
-18.4% |
795,736 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3192 |
1.2929 |
|
| R3 |
1.3097 |
1.3046 |
1.2889 |
|
| R2 |
1.2951 |
1.2951 |
1.2876 |
|
| R1 |
1.2900 |
1.2900 |
1.2862 |
1.2926 |
| PP |
1.2805 |
1.2805 |
1.2805 |
1.2818 |
| S1 |
1.2754 |
1.2754 |
1.2836 |
1.2780 |
| S2 |
1.2659 |
1.2659 |
1.2822 |
|
| S3 |
1.2513 |
1.2608 |
1.2809 |
|
| S4 |
1.2367 |
1.2462 |
1.2769 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3777 |
1.3654 |
1.3027 |
|
| R3 |
1.3430 |
1.3307 |
1.2931 |
|
| R2 |
1.3083 |
1.3083 |
1.2900 |
|
| R1 |
1.2960 |
1.2960 |
1.2868 |
1.3022 |
| PP |
1.2736 |
1.2736 |
1.2736 |
1.2767 |
| S1 |
1.2613 |
1.2613 |
1.2804 |
1.2675 |
| S2 |
1.2389 |
1.2389 |
1.2772 |
|
| S3 |
1.2042 |
1.2266 |
1.2741 |
|
| S4 |
1.1695 |
1.1919 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2860 |
1.2513 |
0.0347 |
2.7% |
0.0127 |
1.0% |
97% |
False |
False |
221,904 |
| 10 |
1.3050 |
1.2513 |
0.0537 |
4.2% |
0.0129 |
1.0% |
63% |
False |
False |
215,273 |
| 20 |
1.3285 |
1.2513 |
0.0772 |
6.0% |
0.0134 |
1.0% |
44% |
False |
False |
202,444 |
| 40 |
1.4275 |
1.2513 |
0.1762 |
13.7% |
0.0138 |
1.1% |
19% |
False |
False |
173,749 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.4% |
0.0133 |
1.0% |
16% |
False |
False |
142,225 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0110 |
0.9% |
19% |
False |
False |
106,874 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0093 |
0.7% |
19% |
False |
False |
85,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3238 |
|
1.618 |
1.3092 |
|
1.000 |
1.3002 |
|
0.618 |
1.2946 |
|
HIGH |
1.2856 |
|
0.618 |
1.2800 |
|
0.500 |
1.2783 |
|
0.382 |
1.2766 |
|
LOW |
1.2710 |
|
0.618 |
1.2620 |
|
1.000 |
1.2564 |
|
1.618 |
1.2474 |
|
2.618 |
1.2328 |
|
4.250 |
1.2090 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2827 |
1.2807 |
| PP |
1.2805 |
1.2765 |
| S1 |
1.2783 |
1.2723 |
|