CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2663 |
1.2612 |
-0.0051 |
-0.4% |
1.2620 |
| High |
1.2726 |
1.2830 |
0.0104 |
0.8% |
1.2755 |
| Low |
1.2560 |
1.2586 |
0.0026 |
0.2% |
1.2456 |
| Close |
1.2634 |
1.2642 |
0.0008 |
0.1% |
1.2662 |
| Range |
0.0166 |
0.0244 |
0.0078 |
47.0% |
0.0299 |
| ATR |
0.0197 |
0.0201 |
0.0003 |
1.7% |
0.0000 |
| Volume |
13,552 |
29,738 |
16,186 |
119.4% |
27,784 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3274 |
1.2776 |
|
| R3 |
1.3174 |
1.3030 |
1.2709 |
|
| R2 |
1.2930 |
1.2930 |
1.2687 |
|
| R1 |
1.2786 |
1.2786 |
1.2664 |
1.2858 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2722 |
| S1 |
1.2542 |
1.2542 |
1.2620 |
1.2614 |
| S2 |
1.2442 |
1.2442 |
1.2597 |
|
| S3 |
1.2198 |
1.2298 |
1.2575 |
|
| S4 |
1.1954 |
1.2054 |
1.2508 |
|
|
| 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 |
1.2830 |
1.2456 |
0.0374 |
3.0% |
0.0205 |
1.6% |
50% |
True |
False |
11,860 |
| 10 |
1.2866 |
1.2456 |
0.0410 |
3.2% |
0.0167 |
1.3% |
45% |
False |
False |
8,169 |
| 20 |
1.3060 |
1.2456 |
0.0604 |
4.8% |
0.0188 |
1.5% |
31% |
False |
False |
4,382 |
| 40 |
1.3350 |
1.2456 |
0.0894 |
7.1% |
0.0204 |
1.6% |
21% |
False |
False |
2,339 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.9% |
0.0212 |
1.7% |
9% |
False |
False |
1,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3867 |
|
2.618 |
1.3469 |
|
1.618 |
1.3225 |
|
1.000 |
1.3074 |
|
0.618 |
1.2981 |
|
HIGH |
1.2830 |
|
0.618 |
1.2737 |
|
0.500 |
1.2708 |
|
0.382 |
1.2679 |
|
LOW |
1.2586 |
|
0.618 |
1.2435 |
|
1.000 |
1.2342 |
|
1.618 |
1.2191 |
|
2.618 |
1.1947 |
|
4.250 |
1.1549 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2708 |
1.2675 |
| PP |
1.2686 |
1.2664 |
| S1 |
1.2664 |
1.2653 |
|