CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2649 |
1.2519 |
-0.0130 |
-1.0% |
1.2620 |
| High |
1.2650 |
1.2755 |
0.0105 |
0.8% |
1.2755 |
| Low |
1.2472 |
1.2519 |
0.0047 |
0.4% |
1.2456 |
| Close |
1.2544 |
1.2662 |
0.0118 |
0.9% |
1.2662 |
| Range |
0.0178 |
0.0236 |
0.0058 |
32.6% |
0.0299 |
| ATR |
0.0197 |
0.0200 |
0.0003 |
1.4% |
0.0000 |
| Volume |
4,784 |
7,130 |
2,346 |
49.0% |
27,784 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3244 |
1.2792 |
|
| R3 |
1.3117 |
1.3008 |
1.2727 |
|
| R2 |
1.2881 |
1.2881 |
1.2705 |
|
| R1 |
1.2772 |
1.2772 |
1.2684 |
1.2827 |
| PP |
1.2645 |
1.2645 |
1.2645 |
1.2673 |
| S1 |
1.2536 |
1.2536 |
1.2640 |
1.2591 |
| S2 |
1.2409 |
1.2409 |
1.2619 |
|
| S3 |
1.2173 |
1.2300 |
1.2597 |
|
| S4 |
1.1937 |
1.2064 |
1.2532 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3521 |
1.3391 |
1.2826 |
|
| R3 |
1.3222 |
1.3092 |
1.2744 |
|
| R2 |
1.2923 |
1.2923 |
1.2717 |
|
| R1 |
1.2793 |
1.2793 |
1.2689 |
1.2858 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2657 |
| S1 |
1.2494 |
1.2494 |
1.2635 |
1.2559 |
| S2 |
1.2325 |
1.2325 |
1.2607 |
|
| S3 |
1.2026 |
1.2195 |
1.2580 |
|
| S4 |
1.1727 |
1.1896 |
1.2498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2755 |
1.2456 |
0.0299 |
2.4% |
0.0170 |
1.3% |
69% |
True |
False |
5,556 |
| 10 |
1.2983 |
1.2456 |
0.0527 |
4.2% |
0.0173 |
1.4% |
39% |
False |
False |
3,979 |
| 20 |
1.3072 |
1.2456 |
0.0616 |
4.9% |
0.0187 |
1.5% |
33% |
False |
False |
2,251 |
| 40 |
1.3654 |
1.2456 |
0.1198 |
9.5% |
0.0204 |
1.6% |
17% |
False |
False |
1,266 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.9% |
0.0211 |
1.7% |
10% |
False |
False |
879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3758 |
|
2.618 |
1.3373 |
|
1.618 |
1.3137 |
|
1.000 |
1.2991 |
|
0.618 |
1.2901 |
|
HIGH |
1.2755 |
|
0.618 |
1.2665 |
|
0.500 |
1.2637 |
|
0.382 |
1.2609 |
|
LOW |
1.2519 |
|
0.618 |
1.2373 |
|
1.000 |
1.2283 |
|
1.618 |
1.2137 |
|
2.618 |
1.1901 |
|
4.250 |
1.1516 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2654 |
1.2643 |
| PP |
1.2645 |
1.2624 |
| S1 |
1.2637 |
1.2606 |
|