CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 23-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.3051 |
1.3006 |
-0.0045 |
-0.3% |
1.3320 |
High |
1.3074 |
1.3025 |
-0.0049 |
-0.4% |
1.3364 |
Low |
1.2896 |
1.2755 |
-0.0141 |
-1.1% |
1.2755 |
Close |
1.3008 |
1.2967 |
-0.0041 |
-0.3% |
1.2967 |
Range |
0.0178 |
0.0270 |
0.0092 |
51.7% |
0.0609 |
ATR |
0.0281 |
0.0280 |
-0.0001 |
-0.3% |
0.0000 |
Volume |
195,377 |
182,576 |
-12,801 |
-6.6% |
762,857 |
|
Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3726 |
1.3616 |
1.3116 |
|
R3 |
1.3456 |
1.3346 |
1.3041 |
|
R2 |
1.3186 |
1.3186 |
1.3017 |
|
R1 |
1.3076 |
1.3076 |
1.2992 |
1.2996 |
PP |
1.2916 |
1.2916 |
1.2916 |
1.2876 |
S1 |
1.2806 |
1.2806 |
1.2942 |
1.2726 |
S2 |
1.2646 |
1.2646 |
1.2918 |
|
S3 |
1.2376 |
1.2536 |
1.2893 |
|
S4 |
1.2106 |
1.2266 |
1.2819 |
|
|
Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4856 |
1.4520 |
1.3302 |
|
R3 |
1.4247 |
1.3911 |
1.3134 |
|
R2 |
1.3638 |
1.3638 |
1.3079 |
|
R1 |
1.3302 |
1.3302 |
1.3023 |
1.3166 |
PP |
1.3029 |
1.3029 |
1.3029 |
1.2960 |
S1 |
1.2693 |
1.2693 |
1.2911 |
1.2557 |
S2 |
1.2420 |
1.2420 |
1.2855 |
|
S3 |
1.1811 |
1.2084 |
1.2800 |
|
S4 |
1.1202 |
1.1475 |
1.2632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3364 |
1.2755 |
0.0609 |
4.7% |
0.0291 |
2.2% |
35% |
False |
True |
198,031 |
10 |
1.3722 |
1.2755 |
0.0967 |
7.5% |
0.0270 |
2.1% |
22% |
False |
True |
182,832 |
20 |
1.4334 |
1.2755 |
0.1579 |
12.2% |
0.0272 |
2.1% |
13% |
False |
True |
135,838 |
40 |
1.4687 |
1.2542 |
0.2145 |
16.5% |
0.0271 |
2.1% |
20% |
False |
False |
105,675 |
60 |
1.4687 |
1.2363 |
0.2324 |
17.9% |
0.0269 |
2.1% |
26% |
False |
False |
70,724 |
80 |
1.4687 |
1.2351 |
0.2336 |
18.0% |
0.0257 |
2.0% |
26% |
False |
False |
53,269 |
100 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0244 |
1.9% |
25% |
False |
False |
42,896 |
120 |
1.5297 |
1.2351 |
0.2946 |
22.7% |
0.0208 |
1.6% |
21% |
False |
False |
35,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4173 |
2.618 |
1.3732 |
1.618 |
1.3462 |
1.000 |
1.3295 |
0.618 |
1.3192 |
HIGH |
1.3025 |
0.618 |
1.2922 |
0.500 |
1.2890 |
0.382 |
1.2858 |
LOW |
1.2755 |
0.618 |
1.2588 |
1.000 |
1.2485 |
1.618 |
1.2318 |
2.618 |
1.2048 |
4.250 |
1.1608 |
|
|
Fisher Pivots for day following 23-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2941 |
1.2951 |
PP |
1.2916 |
1.2934 |
S1 |
1.2890 |
1.2918 |
|