CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2898 |
1.2976 |
0.0078 |
0.6% |
1.2663 |
| High |
1.3075 |
1.3037 |
-0.0038 |
-0.3% |
1.2961 |
| Low |
1.2836 |
1.2933 |
0.0097 |
0.8% |
1.2560 |
| Close |
1.2984 |
1.3007 |
0.0023 |
0.2% |
1.2901 |
| Range |
0.0239 |
0.0104 |
-0.0135 |
-56.5% |
0.0401 |
| ATR |
0.0200 |
0.0193 |
-0.0007 |
-3.4% |
0.0000 |
| Volume |
149,548 |
188,864 |
39,316 |
26.3% |
367,073 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3304 |
1.3260 |
1.3064 |
|
| R3 |
1.3200 |
1.3156 |
1.3036 |
|
| R2 |
1.3096 |
1.3096 |
1.3026 |
|
| R1 |
1.3052 |
1.3052 |
1.3017 |
1.3074 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.3004 |
| S1 |
1.2948 |
1.2948 |
1.2997 |
1.2970 |
| S2 |
1.2888 |
1.2888 |
1.2988 |
|
| S3 |
1.2784 |
1.2844 |
1.2978 |
|
| S4 |
1.2680 |
1.2740 |
1.2950 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3857 |
1.3122 |
|
| R3 |
1.3609 |
1.3456 |
1.3011 |
|
| R2 |
1.3208 |
1.3208 |
1.2975 |
|
| R1 |
1.3055 |
1.3055 |
1.2938 |
1.3132 |
| PP |
1.2807 |
1.2807 |
1.2807 |
1.2846 |
| S1 |
1.2654 |
1.2654 |
1.2864 |
1.2731 |
| S2 |
1.2406 |
1.2406 |
1.2827 |
|
| S3 |
1.2005 |
1.2253 |
1.2791 |
|
| S4 |
1.1604 |
1.1852 |
1.2680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3075 |
1.2621 |
0.0454 |
3.5% |
0.0181 |
1.4% |
85% |
False |
False |
132,439 |
| 10 |
1.3075 |
1.2456 |
0.0619 |
4.8% |
0.0193 |
1.5% |
89% |
False |
False |
72,149 |
| 20 |
1.3075 |
1.2456 |
0.0619 |
4.8% |
0.0184 |
1.4% |
89% |
False |
False |
37,370 |
| 40 |
1.3350 |
1.2456 |
0.0894 |
6.9% |
0.0202 |
1.6% |
62% |
False |
False |
18,843 |
| 60 |
1.4291 |
1.2456 |
0.1835 |
14.1% |
0.0200 |
1.5% |
30% |
False |
False |
12,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3479 |
|
2.618 |
1.3309 |
|
1.618 |
1.3205 |
|
1.000 |
1.3141 |
|
0.618 |
1.3101 |
|
HIGH |
1.3037 |
|
0.618 |
1.2997 |
|
0.500 |
1.2985 |
|
0.382 |
1.2973 |
|
LOW |
1.2933 |
|
0.618 |
1.2869 |
|
1.000 |
1.2829 |
|
1.618 |
1.2765 |
|
2.618 |
1.2661 |
|
4.250 |
1.2491 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.2990 |
| PP |
1.2992 |
1.2973 |
| S1 |
1.2985 |
1.2956 |
|