CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3194 |
1.3169 |
-0.0025 |
-0.2% |
1.3320 |
| High |
1.3319 |
1.3321 |
0.0002 |
0.0% |
1.3364 |
| Low |
1.3105 |
1.3089 |
-0.0016 |
-0.1% |
1.2755 |
| Close |
1.3167 |
1.3126 |
-0.0041 |
-0.3% |
1.2967 |
| Range |
0.0214 |
0.0232 |
0.0018 |
8.4% |
0.0609 |
| ATR |
0.0280 |
0.0276 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
178,461 |
179,580 |
1,119 |
0.6% |
762,857 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3732 |
1.3254 |
|
| R3 |
1.3643 |
1.3500 |
1.3190 |
|
| R2 |
1.3411 |
1.3411 |
1.3169 |
|
| R1 |
1.3268 |
1.3268 |
1.3147 |
1.3224 |
| PP |
1.3179 |
1.3179 |
1.3179 |
1.3156 |
| S1 |
1.3036 |
1.3036 |
1.3105 |
1.2992 |
| S2 |
1.2947 |
1.2947 |
1.3083 |
|
| S3 |
1.2715 |
1.2804 |
1.3062 |
|
| S4 |
1.2483 |
1.2572 |
1.2998 |
|
|
| 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 |
1.3321 |
1.2755 |
0.0566 |
4.3% |
0.0248 |
1.9% |
66% |
True |
False |
186,270 |
| 10 |
1.3364 |
1.2755 |
0.0609 |
4.6% |
0.0272 |
2.1% |
61% |
False |
False |
188,954 |
| 20 |
1.4191 |
1.2755 |
0.1436 |
10.9% |
0.0278 |
2.1% |
26% |
False |
False |
159,038 |
| 40 |
1.4687 |
1.2542 |
0.2145 |
16.3% |
0.0275 |
2.1% |
27% |
False |
False |
119,343 |
| 60 |
1.4687 |
1.2363 |
0.2324 |
17.7% |
0.0267 |
2.0% |
33% |
False |
False |
79,919 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
17.8% |
0.0259 |
2.0% |
33% |
False |
False |
60,113 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.6% |
0.0248 |
1.9% |
32% |
False |
False |
48,429 |
| 120 |
1.5121 |
1.2351 |
0.2770 |
21.1% |
0.0214 |
1.6% |
28% |
False |
False |
40,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4307 |
|
2.618 |
1.3928 |
|
1.618 |
1.3696 |
|
1.000 |
1.3553 |
|
0.618 |
1.3464 |
|
HIGH |
1.3321 |
|
0.618 |
1.3232 |
|
0.500 |
1.3205 |
|
0.382 |
1.3178 |
|
LOW |
1.3089 |
|
0.618 |
1.2946 |
|
1.000 |
1.2857 |
|
1.618 |
1.2714 |
|
2.618 |
1.2482 |
|
4.250 |
1.2103 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3205 |
1.3113 |
| PP |
1.3179 |
1.3100 |
| S1 |
1.3152 |
1.3087 |
|