CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2695 |
1.2590 |
-0.0105 |
-0.8% |
1.2709 |
| High |
1.2695 |
1.2620 |
-0.0075 |
-0.6% |
1.2847 |
| Low |
1.2695 |
1.2570 |
-0.0125 |
-1.0% |
1.2695 |
| Close |
1.2695 |
1.2570 |
-0.0125 |
-1.0% |
1.2695 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0152 |
| ATR |
0.0118 |
0.0118 |
0.0001 |
0.4% |
0.0000 |
| Volume |
730 |
6,046 |
5,316 |
728.2% |
12,009 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2737 |
1.2703 |
1.2598 |
|
| R3 |
1.2687 |
1.2653 |
1.2584 |
|
| R2 |
1.2637 |
1.2637 |
1.2579 |
|
| R1 |
1.2603 |
1.2603 |
1.2575 |
1.2595 |
| PP |
1.2587 |
1.2587 |
1.2587 |
1.2583 |
| S1 |
1.2553 |
1.2553 |
1.2565 |
1.2545 |
| S2 |
1.2537 |
1.2537 |
1.2561 |
|
| S3 |
1.2487 |
1.2503 |
1.2556 |
|
| S4 |
1.2437 |
1.2453 |
1.2543 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3202 |
1.3100 |
1.2779 |
|
| R3 |
1.3050 |
1.2948 |
1.2737 |
|
| R2 |
1.2898 |
1.2898 |
1.2723 |
|
| R1 |
1.2796 |
1.2796 |
1.2709 |
1.2771 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2733 |
| S1 |
1.2644 |
1.2644 |
1.2681 |
1.2619 |
| S2 |
1.2594 |
1.2594 |
1.2667 |
|
| S3 |
1.2442 |
1.2492 |
1.2653 |
|
| S4 |
1.2290 |
1.2340 |
1.2611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2833 |
|
2.618 |
1.2751 |
|
1.618 |
1.2701 |
|
1.000 |
1.2670 |
|
0.618 |
1.2651 |
|
HIGH |
1.2620 |
|
0.618 |
1.2601 |
|
0.500 |
1.2595 |
|
0.382 |
1.2589 |
|
LOW |
1.2570 |
|
0.618 |
1.2539 |
|
1.000 |
1.2520 |
|
1.618 |
1.2489 |
|
2.618 |
1.2439 |
|
4.250 |
1.2358 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2595 |
1.2658 |
| PP |
1.2587 |
1.2629 |
| S1 |
1.2578 |
1.2599 |
|