CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2888 |
1.2789 |
-0.0099 |
-0.8% |
1.2958 |
| High |
1.2938 |
1.2821 |
-0.0117 |
-0.9% |
1.3087 |
| Low |
1.2816 |
1.2555 |
-0.0261 |
-2.0% |
1.2714 |
| Close |
1.2874 |
1.2614 |
-0.0260 |
-2.0% |
1.2874 |
| Range |
0.0122 |
0.0266 |
0.0144 |
118.0% |
0.0373 |
| ATR |
0.0239 |
0.0245 |
0.0006 |
2.4% |
0.0000 |
| Volume |
243,157 |
0 |
-243,157 |
-100.0% |
1,088,784 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3461 |
1.3304 |
1.2760 |
|
| R3 |
1.3195 |
1.3038 |
1.2687 |
|
| R2 |
1.2929 |
1.2929 |
1.2663 |
|
| R1 |
1.2772 |
1.2772 |
1.2638 |
1.2718 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2636 |
| S1 |
1.2506 |
1.2506 |
1.2590 |
1.2452 |
| S2 |
1.2397 |
1.2397 |
1.2565 |
|
| S3 |
1.2131 |
1.2240 |
1.2541 |
|
| S4 |
1.1865 |
1.1974 |
1.2468 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4011 |
1.3815 |
1.3079 |
|
| R3 |
1.3638 |
1.3442 |
1.2977 |
|
| R2 |
1.3265 |
1.3265 |
1.2942 |
|
| R1 |
1.3069 |
1.3069 |
1.2908 |
1.2981 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2847 |
| S1 |
1.2696 |
1.2696 |
1.2840 |
1.2608 |
| S2 |
1.2519 |
1.2519 |
1.2806 |
|
| S3 |
1.2146 |
1.2323 |
1.2771 |
|
| S4 |
1.1773 |
1.1950 |
1.2669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3069 |
1.2555 |
0.0514 |
4.1% |
0.0209 |
1.7% |
11% |
False |
True |
175,652 |
| 10 |
1.3087 |
1.2555 |
0.0532 |
4.2% |
0.0218 |
1.7% |
11% |
False |
True |
182,512 |
| 20 |
1.3364 |
1.2555 |
0.0809 |
6.4% |
0.0242 |
1.9% |
7% |
False |
True |
186,140 |
| 40 |
1.4687 |
1.2555 |
0.2132 |
16.9% |
0.0260 |
2.1% |
3% |
False |
True |
161,309 |
| 60 |
1.4687 |
1.2400 |
0.2287 |
18.1% |
0.0258 |
2.0% |
9% |
False |
False |
119,911 |
| 80 |
1.4687 |
1.2351 |
0.2336 |
18.5% |
0.0260 |
2.1% |
11% |
False |
False |
90,070 |
| 100 |
1.4722 |
1.2351 |
0.2371 |
18.8% |
0.0250 |
2.0% |
11% |
False |
False |
72,440 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0233 |
1.8% |
11% |
False |
False |
60,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3952 |
|
2.618 |
1.3517 |
|
1.618 |
1.3251 |
|
1.000 |
1.3087 |
|
0.618 |
1.2985 |
|
HIGH |
1.2821 |
|
0.618 |
1.2719 |
|
0.500 |
1.2688 |
|
0.382 |
1.2657 |
|
LOW |
1.2555 |
|
0.618 |
1.2391 |
|
1.000 |
1.2289 |
|
1.618 |
1.2125 |
|
2.618 |
1.1859 |
|
4.250 |
1.1425 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2747 |
| PP |
1.2663 |
1.2703 |
| S1 |
1.2639 |
1.2658 |
|