CME Euro FX (E) Future June 2009
Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.2717 |
1.2620 |
-0.0097 |
-0.8% |
1.2808 |
High |
1.2733 |
1.2629 |
-0.0104 |
-0.8% |
1.2983 |
Low |
1.2609 |
1.2549 |
-0.0060 |
-0.5% |
1.2609 |
Close |
1.2695 |
1.2570 |
-0.0125 |
-1.0% |
1.2695 |
Range |
0.0124 |
0.0080 |
-0.0044 |
-35.5% |
0.0374 |
ATR |
0.0206 |
0.0201 |
-0.0004 |
-2.1% |
0.0000 |
Volume |
730 |
6,046 |
5,316 |
728.2% |
12,009 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2823 |
1.2776 |
1.2614 |
|
R3 |
1.2743 |
1.2696 |
1.2592 |
|
R2 |
1.2663 |
1.2663 |
1.2585 |
|
R1 |
1.2616 |
1.2616 |
1.2577 |
1.2600 |
PP |
1.2583 |
1.2583 |
1.2583 |
1.2574 |
S1 |
1.2536 |
1.2536 |
1.2563 |
1.2520 |
S2 |
1.2503 |
1.2503 |
1.2555 |
|
S3 |
1.2423 |
1.2456 |
1.2548 |
|
S4 |
1.2343 |
1.2376 |
1.2526 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3884 |
1.3664 |
1.2901 |
|
R3 |
1.3510 |
1.3290 |
1.2798 |
|
R2 |
1.3136 |
1.3136 |
1.2764 |
|
R1 |
1.2916 |
1.2916 |
1.2729 |
1.2839 |
PP |
1.2762 |
1.2762 |
1.2762 |
1.2724 |
S1 |
1.2542 |
1.2542 |
1.2661 |
1.2465 |
S2 |
1.2388 |
1.2388 |
1.2626 |
|
S3 |
1.2014 |
1.2168 |
1.2592 |
|
S4 |
1.1640 |
1.1794 |
1.2489 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2969 |
2.618 |
1.2838 |
1.618 |
1.2758 |
1.000 |
1.2709 |
0.618 |
1.2678 |
HIGH |
1.2629 |
0.618 |
1.2598 |
0.500 |
1.2589 |
0.382 |
1.2580 |
LOW |
1.2549 |
0.618 |
1.2500 |
1.000 |
1.2469 |
1.618 |
1.2420 |
2.618 |
1.2340 |
4.250 |
1.2209 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2589 |
1.2675 |
PP |
1.2583 |
1.2640 |
S1 |
1.2576 |
1.2605 |
|