CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2546 |
1.2649 |
0.0103 |
0.8% |
1.2808 |
| High |
1.2657 |
1.2650 |
-0.0007 |
-0.1% |
1.2983 |
| Low |
1.2456 |
1.2472 |
0.0016 |
0.1% |
1.2609 |
| Close |
1.2642 |
1.2544 |
-0.0098 |
-0.8% |
1.2695 |
| Range |
0.0201 |
0.0178 |
-0.0023 |
-11.4% |
0.0374 |
| ATR |
0.0198 |
0.0197 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
4,099 |
4,784 |
685 |
16.7% |
12,009 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3089 |
1.2995 |
1.2642 |
|
| R3 |
1.2911 |
1.2817 |
1.2593 |
|
| R2 |
1.2733 |
1.2733 |
1.2577 |
|
| R1 |
1.2639 |
1.2639 |
1.2560 |
1.2597 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2535 |
| S1 |
1.2461 |
1.2461 |
1.2528 |
1.2419 |
| S2 |
1.2377 |
1.2377 |
1.2511 |
|
| S3 |
1.2199 |
1.2283 |
1.2495 |
|
| S4 |
1.2021 |
1.2105 |
1.2446 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2733 |
1.2456 |
0.0277 |
2.2% |
0.0148 |
1.2% |
32% |
False |
False |
4,276 |
| 10 |
1.2983 |
1.2456 |
0.0527 |
4.2% |
0.0182 |
1.4% |
17% |
False |
False |
3,300 |
| 20 |
1.3072 |
1.2456 |
0.0616 |
4.9% |
0.0181 |
1.4% |
14% |
False |
False |
1,907 |
| 40 |
1.3726 |
1.2456 |
0.1270 |
10.1% |
0.0205 |
1.6% |
7% |
False |
False |
1,091 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
17.0% |
0.0210 |
1.7% |
4% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3407 |
|
2.618 |
1.3116 |
|
1.618 |
1.2938 |
|
1.000 |
1.2828 |
|
0.618 |
1.2760 |
|
HIGH |
1.2650 |
|
0.618 |
1.2582 |
|
0.500 |
1.2561 |
|
0.382 |
1.2540 |
|
LOW |
1.2472 |
|
0.618 |
1.2362 |
|
1.000 |
1.2294 |
|
1.618 |
1.2184 |
|
2.618 |
1.2006 |
|
4.250 |
1.1716 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2561 |
1.2566 |
| PP |
1.2555 |
1.2559 |
| S1 |
1.2550 |
1.2551 |
|