CME Euro FX (E) 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 |
1.2560 |
1.2541 |
-0.0019 |
-0.2% |
1.2814 |
| High |
1.2678 |
1.2666 |
-0.0012 |
-0.1% |
1.2989 |
| Low |
1.2520 |
1.2456 |
-0.0064 |
-0.5% |
1.2601 |
| Close |
1.2589 |
1.2642 |
0.0053 |
0.4% |
1.2696 |
| Range |
0.0158 |
0.0210 |
0.0052 |
32.9% |
0.0388 |
| ATR |
0.0217 |
0.0217 |
-0.0001 |
-0.2% |
0.0000 |
| Volume |
148,934 |
181,126 |
32,192 |
21.6% |
984,670 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3140 |
1.2758 |
|
| R3 |
1.3008 |
1.2930 |
1.2700 |
|
| R2 |
1.2798 |
1.2798 |
1.2681 |
|
| R1 |
1.2720 |
1.2720 |
1.2661 |
1.2759 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2608 |
| S1 |
1.2510 |
1.2510 |
1.2623 |
1.2549 |
| S2 |
1.2378 |
1.2378 |
1.2604 |
|
| S3 |
1.2168 |
1.2300 |
1.2584 |
|
| S4 |
1.1958 |
1.2090 |
1.2527 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3699 |
1.2909 |
|
| R3 |
1.3538 |
1.3311 |
1.2803 |
|
| R2 |
1.3150 |
1.3150 |
1.2767 |
|
| R1 |
1.2923 |
1.2923 |
1.2732 |
1.2843 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2722 |
| S1 |
1.2535 |
1.2535 |
1.2660 |
1.2455 |
| S2 |
1.2374 |
1.2374 |
1.2625 |
|
| S3 |
1.1986 |
1.2147 |
1.2589 |
|
| S4 |
1.1598 |
1.1759 |
1.2483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2810 |
1.2456 |
0.0354 |
2.8% |
0.0147 |
1.2% |
53% |
False |
True |
177,726 |
| 10 |
1.2989 |
1.2456 |
0.0533 |
4.2% |
0.0200 |
1.6% |
35% |
False |
True |
192,160 |
| 20 |
1.3087 |
1.2456 |
0.0631 |
5.0% |
0.0202 |
1.6% |
29% |
False |
True |
192,810 |
| 40 |
1.3770 |
1.2456 |
0.1314 |
10.4% |
0.0234 |
1.8% |
14% |
False |
True |
186,513 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.6% |
0.0253 |
2.0% |
8% |
False |
True |
155,687 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.4% |
0.0246 |
1.9% |
12% |
False |
False |
117,169 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.5% |
0.0248 |
2.0% |
12% |
False |
False |
93,872 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0244 |
1.9% |
12% |
False |
False |
78,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3559 |
|
2.618 |
1.3216 |
|
1.618 |
1.3006 |
|
1.000 |
1.2876 |
|
0.618 |
1.2796 |
|
HIGH |
1.2666 |
|
0.618 |
1.2586 |
|
0.500 |
1.2561 |
|
0.382 |
1.2536 |
|
LOW |
1.2456 |
|
0.618 |
1.2326 |
|
1.000 |
1.2246 |
|
1.618 |
1.2116 |
|
2.618 |
1.1906 |
|
4.250 |
1.1564 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2615 |
1.2617 |
| PP |
1.2588 |
1.2592 |
| S1 |
1.2561 |
1.2567 |
|