CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2902 |
1.2883 |
-0.0019 |
-0.1% |
1.2768 |
| High |
1.2992 |
1.2939 |
-0.0053 |
-0.4% |
1.3063 |
| Low |
1.2826 |
1.2714 |
-0.0112 |
-0.9% |
1.2698 |
| Close |
1.2899 |
1.2770 |
-0.0129 |
-1.0% |
1.2935 |
| Range |
0.0166 |
0.0225 |
0.0059 |
35.5% |
0.0365 |
| ATR |
0.0246 |
0.0245 |
-0.0002 |
-0.6% |
0.0000 |
| Volume |
266,680 |
200,982 |
-65,698 |
-24.6% |
934,305 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3483 |
1.3351 |
1.2894 |
|
| R3 |
1.3258 |
1.3126 |
1.2832 |
|
| R2 |
1.3033 |
1.3033 |
1.2811 |
|
| R1 |
1.2901 |
1.2901 |
1.2791 |
1.2855 |
| PP |
1.2808 |
1.2808 |
1.2808 |
1.2784 |
| S1 |
1.2676 |
1.2676 |
1.2749 |
1.2630 |
| S2 |
1.2583 |
1.2583 |
1.2729 |
|
| S3 |
1.2358 |
1.2451 |
1.2708 |
|
| S4 |
1.2133 |
1.2226 |
1.2646 |
|
|
| 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 |
1.2714 |
0.0373 |
2.9% |
0.0226 |
1.8% |
15% |
False |
True |
208,885 |
| 10 |
1.3087 |
1.2698 |
0.0389 |
3.0% |
0.0216 |
1.7% |
19% |
False |
False |
196,820 |
| 20 |
1.3364 |
1.2698 |
0.0666 |
5.2% |
0.0244 |
1.9% |
11% |
False |
False |
194,257 |
| 40 |
1.4687 |
1.2698 |
0.1989 |
15.6% |
0.0273 |
2.1% |
4% |
False |
False |
163,124 |
| 60 |
1.4687 |
1.2400 |
0.2287 |
17.9% |
0.0258 |
2.0% |
16% |
False |
False |
115,879 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.3% |
0.0262 |
2.1% |
18% |
False |
False |
87,055 |
| 100 |
1.4731 |
1.2351 |
0.2380 |
18.6% |
0.0249 |
2.0% |
18% |
False |
False |
70,037 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.1% |
0.0230 |
1.8% |
17% |
False |
False |
58,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3895 |
|
2.618 |
1.3528 |
|
1.618 |
1.3303 |
|
1.000 |
1.3164 |
|
0.618 |
1.3078 |
|
HIGH |
1.2939 |
|
0.618 |
1.2853 |
|
0.500 |
1.2827 |
|
0.382 |
1.2800 |
|
LOW |
1.2714 |
|
0.618 |
1.2575 |
|
1.000 |
1.2489 |
|
1.618 |
1.2350 |
|
2.618 |
1.2125 |
|
4.250 |
1.1758 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2827 |
1.2892 |
| PP |
1.2808 |
1.2851 |
| S1 |
1.2789 |
1.2811 |
|