CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2662 |
1.2588 |
-0.0074 |
-0.6% |
1.2590 |
| High |
1.2662 |
1.2665 |
0.0003 |
0.0% |
1.2662 |
| Low |
1.2662 |
1.2565 |
-0.0097 |
-0.8% |
1.2544 |
| Close |
1.2662 |
1.2634 |
-0.0028 |
-0.2% |
1.2662 |
| Range |
0.0000 |
0.0100 |
0.0100 |
|
0.0118 |
| ATR |
0.0107 |
0.0107 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
7,130 |
13,820 |
6,690 |
93.8% |
27,784 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2921 |
1.2878 |
1.2689 |
|
| R3 |
1.2821 |
1.2778 |
1.2662 |
|
| R2 |
1.2721 |
1.2721 |
1.2652 |
|
| R1 |
1.2678 |
1.2678 |
1.2643 |
1.2700 |
| PP |
1.2621 |
1.2621 |
1.2621 |
1.2632 |
| S1 |
1.2578 |
1.2578 |
1.2625 |
1.2600 |
| S2 |
1.2521 |
1.2521 |
1.2616 |
|
| S3 |
1.2421 |
1.2478 |
1.2607 |
|
| S4 |
1.2321 |
1.2378 |
1.2579 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2977 |
1.2937 |
1.2727 |
|
| R3 |
1.2859 |
1.2819 |
1.2694 |
|
| R2 |
1.2741 |
1.2741 |
1.2684 |
|
| R1 |
1.2701 |
1.2701 |
1.2673 |
1.2721 |
| PP |
1.2623 |
1.2623 |
1.2623 |
1.2633 |
| S1 |
1.2583 |
1.2583 |
1.2651 |
1.2603 |
| S2 |
1.2505 |
1.2505 |
1.2640 |
|
| S3 |
1.2387 |
1.2465 |
1.2630 |
|
| S4 |
1.2269 |
1.2347 |
1.2597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3090 |
|
2.618 |
1.2927 |
|
1.618 |
1.2827 |
|
1.000 |
1.2765 |
|
0.618 |
1.2727 |
|
HIGH |
1.2665 |
|
0.618 |
1.2627 |
|
0.500 |
1.2615 |
|
0.382 |
1.2603 |
|
LOW |
1.2565 |
|
0.618 |
1.2503 |
|
1.000 |
1.2465 |
|
1.618 |
1.2403 |
|
2.618 |
1.2303 |
|
4.250 |
1.2140 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2624 |
| PP |
1.2621 |
1.2614 |
| S1 |
1.2615 |
1.2605 |
|