CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2487 |
1.2740 |
0.0253 |
2.0% |
1.2586 |
| High |
1.2585 |
1.2750 |
0.0165 |
1.3% |
1.2750 |
| Low |
1.2487 |
1.2625 |
0.0138 |
1.1% |
1.2487 |
| Close |
1.2543 |
1.2661 |
0.0118 |
0.9% |
1.2661 |
| Range |
0.0098 |
0.0125 |
0.0027 |
27.6% |
0.0263 |
| ATR |
0.0158 |
0.0161 |
0.0004 |
2.2% |
0.0000 |
| Volume |
184,404 |
198,361 |
13,957 |
7.6% |
944,895 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2982 |
1.2730 |
|
| R3 |
1.2929 |
1.2857 |
1.2695 |
|
| R2 |
1.2804 |
1.2804 |
1.2684 |
|
| R1 |
1.2732 |
1.2732 |
1.2672 |
1.2706 |
| PP |
1.2679 |
1.2679 |
1.2679 |
1.2665 |
| S1 |
1.2607 |
1.2607 |
1.2650 |
1.2581 |
| S2 |
1.2554 |
1.2554 |
1.2638 |
|
| S3 |
1.2429 |
1.2482 |
1.2627 |
|
| S4 |
1.2304 |
1.2357 |
1.2592 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3304 |
1.2806 |
|
| R3 |
1.3159 |
1.3041 |
1.2733 |
|
| R2 |
1.2896 |
1.2896 |
1.2709 |
|
| R1 |
1.2778 |
1.2778 |
1.2685 |
1.2837 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2662 |
| S1 |
1.2515 |
1.2515 |
1.2637 |
1.2574 |
| S2 |
1.2370 |
1.2370 |
1.2613 |
|
| S3 |
1.2107 |
1.2252 |
1.2589 |
|
| S4 |
1.1844 |
1.1989 |
1.2516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2750 |
1.2487 |
0.0263 |
2.1% |
0.0098 |
0.8% |
66% |
True |
False |
188,979 |
| 10 |
1.2856 |
1.2487 |
0.0369 |
2.9% |
0.0101 |
0.8% |
47% |
False |
False |
195,999 |
| 20 |
1.3070 |
1.2487 |
0.0583 |
4.6% |
0.0117 |
0.9% |
30% |
False |
False |
202,702 |
| 40 |
1.3760 |
1.2487 |
0.1273 |
10.1% |
0.0130 |
1.0% |
14% |
False |
False |
194,544 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
16.8% |
0.0137 |
1.1% |
8% |
False |
False |
166,522 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0117 |
0.9% |
10% |
False |
False |
125,451 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0096 |
0.8% |
10% |
False |
False |
100,501 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.1% |
0.0087 |
0.7% |
10% |
False |
False |
84,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3281 |
|
2.618 |
1.3077 |
|
1.618 |
1.2952 |
|
1.000 |
1.2875 |
|
0.618 |
1.2827 |
|
HIGH |
1.2750 |
|
0.618 |
1.2702 |
|
0.500 |
1.2688 |
|
0.382 |
1.2673 |
|
LOW |
1.2625 |
|
0.618 |
1.2548 |
|
1.000 |
1.2500 |
|
1.618 |
1.2423 |
|
2.618 |
1.2298 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2647 |
| PP |
1.2679 |
1.2633 |
| S1 |
1.2670 |
1.2619 |
|