CME Euro FX (E) 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 |
1.2845 |
1.2905 |
0.0060 |
0.5% |
1.2664 |
| High |
1.2944 |
1.2958 |
0.0014 |
0.1% |
1.2958 |
| Low |
1.2731 |
1.2861 |
0.0130 |
1.0% |
1.2555 |
| Close |
1.2862 |
1.2899 |
0.0037 |
0.3% |
1.2899 |
| Range |
0.0213 |
0.0097 |
-0.0116 |
-54.5% |
0.0403 |
| ATR |
0.0217 |
0.0209 |
-0.0009 |
-4.0% |
0.0000 |
| Volume |
166,059 |
128,868 |
-37,191 |
-22.4% |
944,722 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3197 |
1.3145 |
1.2952 |
|
| R3 |
1.3100 |
1.3048 |
1.2926 |
|
| R2 |
1.3003 |
1.3003 |
1.2917 |
|
| R1 |
1.2951 |
1.2951 |
1.2908 |
1.2929 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2895 |
| S1 |
1.2854 |
1.2854 |
1.2890 |
1.2832 |
| S2 |
1.2809 |
1.2809 |
1.2881 |
|
| S3 |
1.2712 |
1.2757 |
1.2872 |
|
| S4 |
1.2615 |
1.2660 |
1.2846 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4013 |
1.3859 |
1.3121 |
|
| R3 |
1.3610 |
1.3456 |
1.3010 |
|
| R2 |
1.3207 |
1.3207 |
1.2973 |
|
| R1 |
1.3053 |
1.3053 |
1.2936 |
1.3130 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2843 |
| S1 |
1.2650 |
1.2650 |
1.2862 |
1.2727 |
| S2 |
1.2401 |
1.2401 |
1.2825 |
|
| S3 |
1.1998 |
1.2247 |
1.2788 |
|
| S4 |
1.1595 |
1.1844 |
1.2677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2958 |
1.2555 |
0.0403 |
3.1% |
0.0196 |
1.5% |
85% |
True |
False |
188,944 |
| 10 |
1.2958 |
1.2456 |
0.0502 |
3.9% |
0.0185 |
1.4% |
88% |
True |
False |
188,350 |
| 20 |
1.2989 |
1.2456 |
0.0533 |
4.1% |
0.0196 |
1.5% |
83% |
False |
False |
187,073 |
| 40 |
1.3364 |
1.2456 |
0.0908 |
7.0% |
0.0220 |
1.7% |
49% |
False |
False |
190,665 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.3% |
0.0247 |
1.9% |
20% |
False |
False |
171,107 |
| 80 |
1.4687 |
1.2400 |
0.2287 |
17.7% |
0.0243 |
1.9% |
22% |
False |
False |
133,677 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.1% |
0.0249 |
1.9% |
23% |
False |
False |
107,059 |
| 120 |
1.4731 |
1.2351 |
0.2380 |
18.5% |
0.0240 |
1.9% |
23% |
False |
False |
89,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3370 |
|
2.618 |
1.3212 |
|
1.618 |
1.3115 |
|
1.000 |
1.3055 |
|
0.618 |
1.3018 |
|
HIGH |
1.2958 |
|
0.618 |
1.2921 |
|
0.500 |
1.2910 |
|
0.382 |
1.2898 |
|
LOW |
1.2861 |
|
0.618 |
1.2801 |
|
1.000 |
1.2764 |
|
1.618 |
1.2704 |
|
2.618 |
1.2607 |
|
4.250 |
1.2449 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2862 |
| PP |
1.2906 |
1.2824 |
| S1 |
1.2903 |
1.2787 |
|