CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2930 |
0.0110 |
0.9% |
1.2592 |
| High |
1.2880 |
1.2930 |
0.0050 |
0.4% |
1.2930 |
| Low |
1.2750 |
1.2875 |
0.0125 |
1.0% |
1.2565 |
| Close |
1.2862 |
1.2899 |
0.0037 |
0.3% |
1.2899 |
| Range |
0.0130 |
0.0055 |
-0.0075 |
-57.7% |
0.0365 |
| ATR |
0.0159 |
0.0153 |
-0.0007 |
-4.1% |
0.0000 |
| Volume |
169,049 |
131,130 |
-37,919 |
-22.4% |
959,607 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3066 |
1.3038 |
1.2929 |
|
| R3 |
1.3011 |
1.2983 |
1.2914 |
|
| R2 |
1.2956 |
1.2956 |
1.2909 |
|
| R1 |
1.2928 |
1.2928 |
1.2904 |
1.2915 |
| PP |
1.2901 |
1.2901 |
1.2901 |
1.2895 |
| S1 |
1.2873 |
1.2873 |
1.2894 |
1.2860 |
| S2 |
1.2846 |
1.2846 |
1.2889 |
|
| S3 |
1.2791 |
1.2818 |
1.2884 |
|
| S4 |
1.2736 |
1.2763 |
1.2869 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3893 |
1.3761 |
1.3100 |
|
| R3 |
1.3528 |
1.3396 |
1.2999 |
|
| R2 |
1.3163 |
1.3163 |
1.2966 |
|
| R1 |
1.3031 |
1.3031 |
1.2932 |
1.3097 |
| PP |
1.2798 |
1.2798 |
1.2798 |
1.2831 |
| S1 |
1.2666 |
1.2666 |
1.2866 |
1.2732 |
| S2 |
1.2433 |
1.2433 |
1.2832 |
|
| S3 |
1.2068 |
1.2301 |
1.2799 |
|
| S4 |
1.1703 |
1.1936 |
1.2698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2930 |
1.2565 |
0.0365 |
2.8% |
0.0108 |
0.8% |
92% |
True |
False |
191,921 |
| 10 |
1.2930 |
1.2487 |
0.0443 |
3.4% |
0.0103 |
0.8% |
93% |
True |
False |
190,450 |
| 20 |
1.2930 |
1.2487 |
0.0443 |
3.4% |
0.0105 |
0.8% |
93% |
True |
False |
197,997 |
| 40 |
1.3310 |
1.2487 |
0.0823 |
6.4% |
0.0124 |
1.0% |
50% |
False |
False |
197,286 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
16.5% |
0.0134 |
1.0% |
19% |
False |
False |
176,124 |
| 80 |
1.4615 |
1.2475 |
0.2140 |
16.6% |
0.0120 |
0.9% |
20% |
False |
False |
137,414 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0101 |
0.8% |
21% |
False |
False |
110,051 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
17.7% |
0.0091 |
0.7% |
20% |
False |
False |
92,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3164 |
|
2.618 |
1.3074 |
|
1.618 |
1.3019 |
|
1.000 |
1.2985 |
|
0.618 |
1.2964 |
|
HIGH |
1.2930 |
|
0.618 |
1.2909 |
|
0.500 |
1.2903 |
|
0.382 |
1.2896 |
|
LOW |
1.2875 |
|
0.618 |
1.2841 |
|
1.000 |
1.2820 |
|
1.618 |
1.2786 |
|
2.618 |
1.2731 |
|
4.250 |
1.2641 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2903 |
1.2879 |
| PP |
1.2901 |
1.2860 |
| S1 |
1.2900 |
1.2840 |
|