CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3230 |
1.3204 |
-0.0026 |
-0.2% |
1.3636 |
| High |
1.3288 |
1.3345 |
0.0057 |
0.4% |
1.3736 |
| Low |
1.3114 |
1.3175 |
0.0061 |
0.5% |
1.3257 |
| Close |
1.3164 |
1.3283 |
0.0119 |
0.9% |
1.3305 |
| Range |
0.0174 |
0.0170 |
-0.0004 |
-2.3% |
0.0479 |
| ATR |
0.0227 |
0.0224 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
186,511 |
163,052 |
-23,459 |
-12.6% |
973,538 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3778 |
1.3700 |
1.3377 |
|
| R3 |
1.3608 |
1.3530 |
1.3330 |
|
| R2 |
1.3438 |
1.3438 |
1.3314 |
|
| R1 |
1.3360 |
1.3360 |
1.3299 |
1.3399 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3287 |
| S1 |
1.3190 |
1.3190 |
1.3267 |
1.3229 |
| S2 |
1.3098 |
1.3098 |
1.3252 |
|
| S3 |
1.2928 |
1.3020 |
1.3236 |
|
| S4 |
1.2758 |
1.2850 |
1.3190 |
|
|
| 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 |
1.3655 |
1.3114 |
0.0541 |
4.1% |
0.0213 |
1.6% |
31% |
False |
False |
194,916 |
| 10 |
1.3740 |
1.2988 |
0.0752 |
5.7% |
0.0261 |
2.0% |
39% |
False |
False |
193,500 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0227 |
1.7% |
64% |
False |
False |
132,825 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0206 |
1.6% |
64% |
False |
False |
67,155 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0211 |
1.6% |
64% |
False |
False |
44,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4068 |
|
2.618 |
1.3790 |
|
1.618 |
1.3620 |
|
1.000 |
1.3515 |
|
0.618 |
1.3450 |
|
HIGH |
1.3345 |
|
0.618 |
1.3280 |
|
0.500 |
1.3260 |
|
0.382 |
1.3240 |
|
LOW |
1.3175 |
|
0.618 |
1.3070 |
|
1.000 |
1.3005 |
|
1.618 |
1.2900 |
|
2.618 |
1.2730 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3275 |
1.3354 |
| PP |
1.3268 |
1.3330 |
| S1 |
1.3260 |
1.3307 |
|