CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.2902 |
-0.0093 |
-0.7% |
1.2768 |
| High |
1.3069 |
1.2992 |
-0.0077 |
-0.6% |
1.3063 |
| Low |
1.2802 |
1.2826 |
0.0024 |
0.2% |
1.2698 |
| Close |
1.2859 |
1.2899 |
0.0040 |
0.3% |
1.2935 |
| Range |
0.0267 |
0.0166 |
-0.0101 |
-37.8% |
0.0365 |
| ATR |
0.0253 |
0.0246 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
167,445 |
266,680 |
99,235 |
59.3% |
934,305 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3404 |
1.3317 |
1.2990 |
|
| R3 |
1.3238 |
1.3151 |
1.2945 |
|
| R2 |
1.3072 |
1.3072 |
1.2929 |
|
| R1 |
1.2985 |
1.2985 |
1.2914 |
1.2946 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2886 |
| S1 |
1.2819 |
1.2819 |
1.2884 |
1.2780 |
| S2 |
1.2740 |
1.2740 |
1.2869 |
|
| S3 |
1.2574 |
1.2653 |
1.2853 |
|
| S4 |
1.2408 |
1.2487 |
1.2808 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3994 |
1.3829 |
1.3136 |
|
| R3 |
1.3629 |
1.3464 |
1.3035 |
|
| R2 |
1.3264 |
1.3264 |
1.3002 |
|
| R1 |
1.3099 |
1.3099 |
1.2968 |
1.3182 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2940 |
| S1 |
1.2734 |
1.2734 |
1.2902 |
1.2817 |
| S2 |
1.2534 |
1.2534 |
1.2868 |
|
| S3 |
1.2169 |
1.2369 |
1.2835 |
|
| S4 |
1.1804 |
1.2004 |
1.2734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3087 |
1.2738 |
0.0349 |
2.7% |
0.0210 |
1.6% |
46% |
False |
False |
208,214 |
| 10 |
1.3170 |
1.2698 |
0.0472 |
3.7% |
0.0218 |
1.7% |
43% |
False |
False |
196,241 |
| 20 |
1.3364 |
1.2698 |
0.0666 |
5.2% |
0.0245 |
1.9% |
30% |
False |
False |
192,598 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.4% |
0.0277 |
2.1% |
10% |
False |
False |
161,733 |
| 60 |
1.4687 |
1.2400 |
0.2287 |
17.7% |
0.0258 |
2.0% |
22% |
False |
False |
112,537 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0262 |
2.0% |
23% |
False |
False |
84,553 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0251 |
1.9% |
23% |
False |
False |
68,037 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0228 |
1.8% |
23% |
False |
False |
56,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3698 |
|
2.618 |
1.3427 |
|
1.618 |
1.3261 |
|
1.000 |
1.3158 |
|
0.618 |
1.3095 |
|
HIGH |
1.2992 |
|
0.618 |
1.2929 |
|
0.500 |
1.2909 |
|
0.382 |
1.2889 |
|
LOW |
1.2826 |
|
0.618 |
1.2723 |
|
1.000 |
1.2660 |
|
1.618 |
1.2557 |
|
2.618 |
1.2391 |
|
4.250 |
1.2121 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2909 |
1.2945 |
| PP |
1.2906 |
1.2929 |
| S1 |
1.2902 |
1.2914 |
|