CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3523 |
1.3230 |
-0.0293 |
-2.2% |
1.3636 |
| High |
1.3593 |
1.3288 |
-0.0305 |
-2.2% |
1.3736 |
| Low |
1.3257 |
1.3114 |
-0.0143 |
-1.1% |
1.3257 |
| Close |
1.3305 |
1.3164 |
-0.0141 |
-1.1% |
1.3305 |
| Range |
0.0336 |
0.0174 |
-0.0162 |
-48.2% |
0.0479 |
| ATR |
0.0230 |
0.0227 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
168,301 |
186,511 |
18,210 |
10.8% |
973,538 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3711 |
1.3611 |
1.3260 |
|
| R3 |
1.3537 |
1.3437 |
1.3212 |
|
| R2 |
1.3363 |
1.3363 |
1.3196 |
|
| R1 |
1.3263 |
1.3263 |
1.3180 |
1.3226 |
| PP |
1.3189 |
1.3189 |
1.3189 |
1.3170 |
| S1 |
1.3089 |
1.3089 |
1.3148 |
1.3052 |
| S2 |
1.3015 |
1.3015 |
1.3132 |
|
| S3 |
1.2841 |
1.2915 |
1.3116 |
|
| S4 |
1.2667 |
1.2741 |
1.3068 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4870 |
1.4566 |
1.3568 |
|
| R3 |
1.4391 |
1.4087 |
1.3437 |
|
| R2 |
1.3912 |
1.3912 |
1.3393 |
|
| R1 |
1.3608 |
1.3608 |
1.3349 |
1.3521 |
| PP |
1.3433 |
1.3433 |
1.3433 |
1.3389 |
| S1 |
1.3129 |
1.3129 |
1.3261 |
1.3042 |
| S2 |
1.2954 |
1.2954 |
1.3217 |
|
| S3 |
1.2475 |
1.2650 |
1.3173 |
|
| S4 |
1.1996 |
1.2171 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3678 |
1.3114 |
0.0564 |
4.3% |
0.0229 |
1.7% |
9% |
False |
True |
194,904 |
| 10 |
1.3740 |
1.2933 |
0.0807 |
6.1% |
0.0254 |
1.9% |
29% |
False |
False |
196,081 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0226 |
1.7% |
55% |
False |
False |
124,958 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0206 |
1.6% |
55% |
False |
False |
63,085 |
| 60 |
1.3890 |
1.2456 |
0.1434 |
10.9% |
0.0215 |
1.6% |
49% |
False |
False |
42,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4028 |
|
2.618 |
1.3744 |
|
1.618 |
1.3570 |
|
1.000 |
1.3462 |
|
0.618 |
1.3396 |
|
HIGH |
1.3288 |
|
0.618 |
1.3222 |
|
0.500 |
1.3201 |
|
0.382 |
1.3180 |
|
LOW |
1.3114 |
|
0.618 |
1.3006 |
|
1.000 |
1.2940 |
|
1.618 |
1.2832 |
|
2.618 |
1.2658 |
|
4.250 |
1.2375 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3201 |
1.3378 |
| PP |
1.3189 |
1.3307 |
| S1 |
1.3176 |
1.3235 |
|