CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2586 |
1.2522 |
-0.0064 |
-0.5% |
1.2712 |
| High |
1.2620 |
1.2640 |
0.0020 |
0.2% |
1.2856 |
| Low |
1.2556 |
1.2522 |
-0.0034 |
-0.3% |
1.2625 |
| Close |
1.2570 |
1.2589 |
0.0019 |
0.2% |
1.2696 |
| Range |
0.0064 |
0.0118 |
0.0054 |
84.4% |
0.0231 |
| ATR |
0.0167 |
0.0164 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
230,229 |
149,586 |
-80,643 |
-35.0% |
1,015,101 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2938 |
1.2881 |
1.2654 |
|
| R3 |
1.2820 |
1.2763 |
1.2621 |
|
| R2 |
1.2702 |
1.2702 |
1.2611 |
|
| R1 |
1.2645 |
1.2645 |
1.2600 |
1.2674 |
| PP |
1.2584 |
1.2584 |
1.2584 |
1.2598 |
| S1 |
1.2527 |
1.2527 |
1.2578 |
1.2556 |
| S2 |
1.2466 |
1.2466 |
1.2567 |
|
| S3 |
1.2348 |
1.2409 |
1.2557 |
|
| S4 |
1.2230 |
1.2291 |
1.2524 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3419 |
1.3288 |
1.2823 |
|
| R3 |
1.3188 |
1.3057 |
1.2760 |
|
| R2 |
1.2957 |
1.2957 |
1.2738 |
|
| R1 |
1.2826 |
1.2826 |
1.2717 |
1.2776 |
| PP |
1.2726 |
1.2726 |
1.2726 |
1.2701 |
| S1 |
1.2595 |
1.2595 |
1.2675 |
1.2545 |
| S2 |
1.2495 |
1.2495 |
1.2654 |
|
| S3 |
1.2264 |
1.2364 |
1.2632 |
|
| S4 |
1.2033 |
1.2133 |
1.2569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2815 |
1.2522 |
0.0293 |
2.3% |
0.0092 |
0.7% |
23% |
False |
True |
185,112 |
| 10 |
1.2860 |
1.2513 |
0.0347 |
2.8% |
0.0109 |
0.9% |
22% |
False |
False |
203,508 |
| 20 |
1.3070 |
1.2513 |
0.0557 |
4.4% |
0.0118 |
0.9% |
14% |
False |
False |
201,406 |
| 40 |
1.3760 |
1.2513 |
0.1247 |
9.9% |
0.0132 |
1.0% |
6% |
False |
False |
189,917 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.7% |
0.0137 |
1.1% |
4% |
False |
False |
157,454 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0115 |
0.9% |
7% |
False |
False |
118,408 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0093 |
0.7% |
7% |
False |
False |
94,860 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.2% |
0.0085 |
0.7% |
7% |
False |
False |
79,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3142 |
|
2.618 |
1.2949 |
|
1.618 |
1.2831 |
|
1.000 |
1.2758 |
|
0.618 |
1.2713 |
|
HIGH |
1.2640 |
|
0.618 |
1.2595 |
|
0.500 |
1.2581 |
|
0.382 |
1.2567 |
|
LOW |
1.2522 |
|
0.618 |
1.2449 |
|
1.000 |
1.2404 |
|
1.618 |
1.2331 |
|
2.618 |
1.2213 |
|
4.250 |
1.2021 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2586 |
1.2621 |
| PP |
1.2584 |
1.2610 |
| S1 |
1.2581 |
1.2600 |
|