CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3507 |
1.3667 |
0.0160 |
1.2% |
1.2898 |
| High |
1.3740 |
1.3725 |
-0.0015 |
-0.1% |
1.3740 |
| Low |
1.3415 |
1.3515 |
0.0100 |
0.7% |
1.2836 |
| Close |
1.3660 |
1.3552 |
-0.0108 |
-0.8% |
1.3552 |
| Range |
0.0325 |
0.0210 |
-0.0115 |
-35.4% |
0.0904 |
| ATR |
0.0224 |
0.0223 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
233,081 |
228,523 |
-4,558 |
-2.0% |
950,315 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4227 |
1.4100 |
1.3668 |
|
| R3 |
1.4017 |
1.3890 |
1.3610 |
|
| R2 |
1.3807 |
1.3807 |
1.3591 |
|
| R1 |
1.3680 |
1.3680 |
1.3571 |
1.3639 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3577 |
| S1 |
1.3470 |
1.3470 |
1.3533 |
1.3429 |
| S2 |
1.3387 |
1.3387 |
1.3514 |
|
| S3 |
1.3177 |
1.3260 |
1.3494 |
|
| S4 |
1.2967 |
1.3050 |
1.3437 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6088 |
1.5724 |
1.4049 |
|
| R3 |
1.5184 |
1.4820 |
1.3801 |
|
| R2 |
1.4280 |
1.4280 |
1.3718 |
|
| R1 |
1.3916 |
1.3916 |
1.3635 |
1.4098 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3467 |
| S1 |
1.3012 |
1.3012 |
1.3469 |
1.3194 |
| S2 |
1.2472 |
1.2472 |
1.3386 |
|
| S3 |
1.1568 |
1.2108 |
1.3303 |
|
| S4 |
1.0664 |
1.1204 |
1.3055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.2836 |
0.0904 |
6.7% |
0.0277 |
2.0% |
79% |
False |
False |
190,063 |
| 10 |
1.3740 |
1.2560 |
0.1180 |
8.7% |
0.0236 |
1.7% |
84% |
False |
False |
131,738 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0205 |
1.5% |
85% |
False |
False |
67,859 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0205 |
1.5% |
85% |
False |
False |
34,110 |
| 60 |
1.4291 |
1.2456 |
0.1835 |
13.5% |
0.0207 |
1.5% |
60% |
False |
False |
22,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4618 |
|
2.618 |
1.4275 |
|
1.618 |
1.4065 |
|
1.000 |
1.3935 |
|
0.618 |
1.3855 |
|
HIGH |
1.3725 |
|
0.618 |
1.3645 |
|
0.500 |
1.3620 |
|
0.382 |
1.3595 |
|
LOW |
1.3515 |
|
0.618 |
1.3385 |
|
1.000 |
1.3305 |
|
1.618 |
1.3175 |
|
2.618 |
1.2965 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3620 |
1.3489 |
| PP |
1.3597 |
1.3427 |
| S1 |
1.3575 |
1.3364 |
|