CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2560 |
-0.0060 |
-0.5% |
1.2808 |
| High |
1.2629 |
1.2676 |
0.0047 |
0.4% |
1.2983 |
| Low |
1.2549 |
1.2520 |
-0.0029 |
-0.2% |
1.2609 |
| Close |
1.2570 |
1.2589 |
0.0019 |
0.2% |
1.2695 |
| Range |
0.0080 |
0.0156 |
0.0076 |
95.0% |
0.0374 |
| ATR |
0.0201 |
0.0198 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
6,046 |
5,725 |
-321 |
-5.3% |
12,009 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.2982 |
1.2675 |
|
| R3 |
1.2907 |
1.2826 |
1.2632 |
|
| R2 |
1.2751 |
1.2751 |
1.2618 |
|
| R1 |
1.2670 |
1.2670 |
1.2603 |
1.2711 |
| PP |
1.2595 |
1.2595 |
1.2595 |
1.2615 |
| S1 |
1.2514 |
1.2514 |
1.2575 |
1.2555 |
| S2 |
1.2439 |
1.2439 |
1.2560 |
|
| S3 |
1.2283 |
1.2358 |
1.2546 |
|
| S4 |
1.2127 |
1.2202 |
1.2503 |
|
|
| 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 |
1.3339 |
|
2.618 |
1.3084 |
|
1.618 |
1.2928 |
|
1.000 |
1.2832 |
|
0.618 |
1.2772 |
|
HIGH |
1.2676 |
|
0.618 |
1.2616 |
|
0.500 |
1.2598 |
|
0.382 |
1.2580 |
|
LOW |
1.2520 |
|
0.618 |
1.2424 |
|
1.000 |
1.2364 |
|
1.618 |
1.2268 |
|
2.618 |
1.2112 |
|
4.250 |
1.1857 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2598 |
1.2627 |
| PP |
1.2595 |
1.2614 |
| S1 |
1.2592 |
1.2602 |
|