CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2588 |
1.2784 |
0.0196 |
1.6% |
1.2590 |
| High |
1.2665 |
1.2830 |
0.0165 |
1.3% |
1.2662 |
| Low |
1.2565 |
1.2620 |
0.0055 |
0.4% |
1.2544 |
| Close |
1.2634 |
1.2642 |
0.0008 |
0.1% |
1.2662 |
| Range |
0.0100 |
0.0210 |
0.0110 |
110.0% |
0.0118 |
| ATR |
0.0107 |
0.0114 |
0.0007 |
6.9% |
0.0000 |
| Volume |
13,820 |
31,403 |
17,583 |
127.2% |
27,784 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3195 |
1.2758 |
|
| R3 |
1.3117 |
1.2985 |
1.2700 |
|
| R2 |
1.2907 |
1.2907 |
1.2681 |
|
| R1 |
1.2775 |
1.2775 |
1.2661 |
1.2736 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2678 |
| S1 |
1.2565 |
1.2565 |
1.2623 |
1.2526 |
| S2 |
1.2487 |
1.2487 |
1.2604 |
|
| S3 |
1.2277 |
1.2355 |
1.2584 |
|
| S4 |
1.2067 |
1.2145 |
1.2527 |
|
|
| 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 |
1.3723 |
|
2.618 |
1.3380 |
|
1.618 |
1.3170 |
|
1.000 |
1.3040 |
|
0.618 |
1.2960 |
|
HIGH |
1.2830 |
|
0.618 |
1.2750 |
|
0.500 |
1.2725 |
|
0.382 |
1.2700 |
|
LOW |
1.2620 |
|
0.618 |
1.2490 |
|
1.000 |
1.2410 |
|
1.618 |
1.2280 |
|
2.618 |
1.2070 |
|
4.250 |
1.1728 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2725 |
1.2698 |
| PP |
1.2697 |
1.2679 |
| S1 |
1.2670 |
1.2661 |
|