CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2681 |
1.2846 |
0.0165 |
1.3% |
1.2620 |
| High |
1.2866 |
1.2947 |
0.0081 |
0.6% |
1.2755 |
| Low |
1.2621 |
1.2732 |
0.0111 |
0.9% |
1.2456 |
| Close |
1.2804 |
1.2864 |
0.0060 |
0.5% |
1.2662 |
| Range |
0.0245 |
0.0215 |
-0.0030 |
-12.2% |
0.0299 |
| ATR |
0.0204 |
0.0205 |
0.0001 |
0.4% |
0.0000 |
| Volume |
53,339 |
86,321 |
32,982 |
61.8% |
27,784 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3393 |
1.2982 |
|
| R3 |
1.3278 |
1.3178 |
1.2923 |
|
| R2 |
1.3063 |
1.3063 |
1.2903 |
|
| R1 |
1.2963 |
1.2963 |
1.2884 |
1.3013 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2873 |
| S1 |
1.2748 |
1.2748 |
1.2844 |
1.2798 |
| S2 |
1.2633 |
1.2633 |
1.2825 |
|
| S3 |
1.2418 |
1.2533 |
1.2805 |
|
| S4 |
1.2203 |
1.2318 |
1.2746 |
|
|
| 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 |
1.2947 |
1.2519 |
0.0428 |
3.3% |
0.0221 |
1.7% |
81% |
True |
False |
38,016 |
| 10 |
1.2947 |
1.2456 |
0.0491 |
3.8% |
0.0185 |
1.4% |
83% |
True |
False |
21,146 |
| 20 |
1.2983 |
1.2456 |
0.0527 |
4.1% |
0.0191 |
1.5% |
77% |
False |
False |
11,344 |
| 40 |
1.3350 |
1.2456 |
0.0894 |
6.9% |
0.0206 |
1.6% |
46% |
False |
False |
5,819 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.6% |
0.0214 |
1.7% |
19% |
False |
False |
3,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3861 |
|
2.618 |
1.3510 |
|
1.618 |
1.3295 |
|
1.000 |
1.3162 |
|
0.618 |
1.3080 |
|
HIGH |
1.2947 |
|
0.618 |
1.2865 |
|
0.500 |
1.2840 |
|
0.382 |
1.2814 |
|
LOW |
1.2732 |
|
0.618 |
1.2599 |
|
1.000 |
1.2517 |
|
1.618 |
1.2384 |
|
2.618 |
1.2169 |
|
4.250 |
1.1818 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2856 |
1.2832 |
| PP |
1.2848 |
1.2799 |
| S1 |
1.2840 |
1.2767 |
|