CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2814 |
0.0134 |
1.1% |
1.2789 |
| High |
1.2881 |
1.2989 |
0.0108 |
0.8% |
1.2881 |
| Low |
1.2552 |
1.2686 |
0.0134 |
1.1% |
1.2508 |
| Close |
1.2836 |
1.2711 |
-0.0125 |
-1.0% |
1.2836 |
| Range |
0.0329 |
0.0303 |
-0.0026 |
-7.9% |
0.0373 |
| ATR |
0.0243 |
0.0247 |
0.0004 |
1.8% |
0.0000 |
| Volume |
190,106 |
254,613 |
64,507 |
33.9% |
630,150 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3511 |
1.2878 |
|
| R3 |
1.3401 |
1.3208 |
1.2794 |
|
| R2 |
1.3098 |
1.3098 |
1.2767 |
|
| R1 |
1.2905 |
1.2905 |
1.2739 |
1.2850 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2768 |
| S1 |
1.2602 |
1.2602 |
1.2683 |
1.2547 |
| S2 |
1.2492 |
1.2492 |
1.2655 |
|
| S3 |
1.2189 |
1.2299 |
1.2628 |
|
| S4 |
1.1886 |
1.1996 |
1.2544 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3861 |
1.3721 |
1.3041 |
|
| R3 |
1.3488 |
1.3348 |
1.2939 |
|
| R2 |
1.3115 |
1.3115 |
1.2904 |
|
| R1 |
1.2975 |
1.2975 |
1.2870 |
1.3045 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2777 |
| S1 |
1.2602 |
1.2602 |
1.2802 |
1.2672 |
| S2 |
1.2369 |
1.2369 |
1.2768 |
|
| S3 |
1.1996 |
1.2229 |
1.2733 |
|
| S4 |
1.1623 |
1.1856 |
1.2631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2989 |
1.2508 |
0.0481 |
3.8% |
0.0250 |
2.0% |
42% |
True |
False |
176,952 |
| 10 |
1.3087 |
1.2508 |
0.0579 |
4.6% |
0.0225 |
1.8% |
35% |
False |
False |
197,354 |
| 20 |
1.3321 |
1.2508 |
0.0813 |
6.4% |
0.0229 |
1.8% |
25% |
False |
False |
192,236 |
| 40 |
1.4334 |
1.2508 |
0.1826 |
14.4% |
0.0250 |
2.0% |
11% |
False |
False |
164,037 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.1% |
0.0257 |
2.0% |
9% |
False |
False |
134,529 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.3% |
0.0259 |
2.0% |
15% |
False |
False |
101,102 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.4% |
0.0252 |
2.0% |
15% |
False |
False |
81,062 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0241 |
1.9% |
15% |
False |
False |
67,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4277 |
|
2.618 |
1.3782 |
|
1.618 |
1.3479 |
|
1.000 |
1.3292 |
|
0.618 |
1.3176 |
|
HIGH |
1.2989 |
|
0.618 |
1.2873 |
|
0.500 |
1.2838 |
|
0.382 |
1.2802 |
|
LOW |
1.2686 |
|
0.618 |
1.2499 |
|
1.000 |
1.2383 |
|
1.618 |
1.2196 |
|
2.618 |
1.1893 |
|
4.250 |
1.1398 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2838 |
1.2762 |
| PP |
1.2795 |
1.2745 |
| S1 |
1.2753 |
1.2728 |
|