CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2522 |
1.2578 |
0.0056 |
0.4% |
1.2712 |
| High |
1.2640 |
1.2642 |
0.0002 |
0.0% |
1.2856 |
| Low |
1.2522 |
1.2555 |
0.0033 |
0.3% |
1.2625 |
| Close |
1.2589 |
1.2642 |
0.0053 |
0.4% |
1.2696 |
| Range |
0.0118 |
0.0087 |
-0.0031 |
-26.3% |
0.0231 |
| ATR |
0.0164 |
0.0158 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
149,586 |
182,315 |
32,729 |
21.9% |
1,015,101 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2874 |
1.2845 |
1.2690 |
|
| R3 |
1.2787 |
1.2758 |
1.2666 |
|
| R2 |
1.2700 |
1.2700 |
1.2658 |
|
| R1 |
1.2671 |
1.2671 |
1.2650 |
1.2686 |
| PP |
1.2613 |
1.2613 |
1.2613 |
1.2620 |
| S1 |
1.2584 |
1.2584 |
1.2634 |
1.2599 |
| S2 |
1.2526 |
1.2526 |
1.2626 |
|
| S3 |
1.2439 |
1.2497 |
1.2618 |
|
| S4 |
1.2352 |
1.2410 |
1.2594 |
|
|
| 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 |
1.2790 |
1.2522 |
0.0268 |
2.1% |
0.0086 |
0.7% |
45% |
False |
False |
182,442 |
| 10 |
1.2860 |
1.2522 |
0.0338 |
2.7% |
0.0113 |
0.9% |
36% |
False |
False |
195,984 |
| 20 |
1.3070 |
1.2513 |
0.0557 |
4.4% |
0.0117 |
0.9% |
23% |
False |
False |
203,353 |
| 40 |
1.3760 |
1.2513 |
0.1247 |
9.9% |
0.0132 |
1.0% |
10% |
False |
False |
193,016 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.6% |
0.0135 |
1.1% |
6% |
False |
False |
160,399 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0116 |
0.9% |
9% |
False |
False |
120,675 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0094 |
0.7% |
9% |
False |
False |
96,678 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.1% |
0.0086 |
0.7% |
9% |
False |
False |
80,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3012 |
|
2.618 |
1.2870 |
|
1.618 |
1.2783 |
|
1.000 |
1.2729 |
|
0.618 |
1.2696 |
|
HIGH |
1.2642 |
|
0.618 |
1.2609 |
|
0.500 |
1.2599 |
|
0.382 |
1.2588 |
|
LOW |
1.2555 |
|
0.618 |
1.2501 |
|
1.000 |
1.2468 |
|
1.618 |
1.2414 |
|
2.618 |
1.2327 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2622 |
| PP |
1.2613 |
1.2602 |
| S1 |
1.2599 |
1.2582 |
|