CME Euro FX Future June 2009
Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.2590 |
1.2589 |
-0.0001 |
0.0% |
1.2709 |
High |
1.2620 |
1.2589 |
-0.0031 |
-0.2% |
1.2847 |
Low |
1.2570 |
1.2589 |
0.0019 |
0.2% |
1.2695 |
Close |
1.2570 |
1.2589 |
0.0019 |
0.2% |
1.2695 |
Range |
0.0050 |
0.0000 |
-0.0050 |
-100.0% |
0.0152 |
ATR |
0.0118 |
0.0111 |
-0.0007 |
-6.0% |
0.0000 |
Volume |
6,046 |
5,725 |
-321 |
-5.3% |
12,009 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2589 |
1.2589 |
1.2589 |
|
R3 |
1.2589 |
1.2589 |
1.2589 |
|
R2 |
1.2589 |
1.2589 |
1.2589 |
|
R1 |
1.2589 |
1.2589 |
1.2589 |
1.2589 |
PP |
1.2589 |
1.2589 |
1.2589 |
1.2589 |
S1 |
1.2589 |
1.2589 |
1.2589 |
1.2589 |
S2 |
1.2589 |
1.2589 |
1.2589 |
|
S3 |
1.2589 |
1.2589 |
1.2589 |
|
S4 |
1.2589 |
1.2589 |
1.2589 |
|
|
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 |
1.2589 |
2.618 |
1.2589 |
1.618 |
1.2589 |
1.000 |
1.2589 |
0.618 |
1.2589 |
HIGH |
1.2589 |
0.618 |
1.2589 |
0.500 |
1.2589 |
0.382 |
1.2589 |
LOW |
1.2589 |
0.618 |
1.2589 |
1.000 |
1.2589 |
1.618 |
1.2589 |
2.618 |
1.2589 |
4.250 |
1.2589 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2589 |
1.2633 |
PP |
1.2589 |
1.2618 |
S1 |
1.2589 |
1.2604 |
|