CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2612 |
1.2681 |
0.0069 |
0.5% |
1.2620 |
| High |
1.2830 |
1.2866 |
0.0036 |
0.3% |
1.2755 |
| Low |
1.2586 |
1.2621 |
0.0035 |
0.3% |
1.2456 |
| Close |
1.2642 |
1.2804 |
0.0162 |
1.3% |
1.2662 |
| Range |
0.0244 |
0.0245 |
0.0001 |
0.4% |
0.0299 |
| ATR |
0.0201 |
0.0204 |
0.0003 |
1.6% |
0.0000 |
| Volume |
29,738 |
53,339 |
23,601 |
79.4% |
27,784 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3499 |
1.3396 |
1.2939 |
|
| R3 |
1.3254 |
1.3151 |
1.2871 |
|
| R2 |
1.3009 |
1.3009 |
1.2849 |
|
| R1 |
1.2906 |
1.2906 |
1.2826 |
1.2958 |
| PP |
1.2764 |
1.2764 |
1.2764 |
1.2789 |
| S1 |
1.2661 |
1.2661 |
1.2782 |
1.2713 |
| S2 |
1.2519 |
1.2519 |
1.2759 |
|
| S3 |
1.2274 |
1.2416 |
1.2737 |
|
| S4 |
1.2029 |
1.2171 |
1.2669 |
|
|
| 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 |
1.2866 |
1.2472 |
0.0394 |
3.1% |
0.0214 |
1.7% |
84% |
True |
False |
21,708 |
| 10 |
1.2866 |
1.2456 |
0.0410 |
3.2% |
0.0174 |
1.4% |
85% |
True |
False |
12,616 |
| 20 |
1.2983 |
1.2456 |
0.0527 |
4.1% |
0.0187 |
1.5% |
66% |
False |
False |
7,041 |
| 40 |
1.3350 |
1.2456 |
0.0894 |
7.0% |
0.0206 |
1.6% |
39% |
False |
False |
3,669 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.7% |
0.0215 |
1.7% |
16% |
False |
False |
2,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3907 |
|
2.618 |
1.3507 |
|
1.618 |
1.3262 |
|
1.000 |
1.3111 |
|
0.618 |
1.3017 |
|
HIGH |
1.2866 |
|
0.618 |
1.2772 |
|
0.500 |
1.2744 |
|
0.382 |
1.2715 |
|
LOW |
1.2621 |
|
0.618 |
1.2470 |
|
1.000 |
1.2376 |
|
1.618 |
1.2225 |
|
2.618 |
1.1980 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2784 |
1.2774 |
| PP |
1.2764 |
1.2743 |
| S1 |
1.2744 |
1.2713 |
|