CME Euro FX Future June 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.2784 |
1.2804 |
0.0020 |
0.2% |
1.2590 |
High |
1.2830 |
1.2804 |
-0.0026 |
-0.2% |
1.2662 |
Low |
1.2620 |
1.2804 |
0.0184 |
1.5% |
1.2544 |
Close |
1.2642 |
1.2804 |
0.0162 |
1.3% |
1.2662 |
Range |
0.0210 |
0.0000 |
-0.0210 |
-100.0% |
0.0118 |
ATR |
0.0114 |
0.0117 |
0.0003 |
3.0% |
0.0000 |
Volume |
31,403 |
54,388 |
22,985 |
73.2% |
27,784 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2804 |
1.2804 |
1.2804 |
|
R3 |
1.2804 |
1.2804 |
1.2804 |
|
R2 |
1.2804 |
1.2804 |
1.2804 |
|
R1 |
1.2804 |
1.2804 |
1.2804 |
1.2804 |
PP |
1.2804 |
1.2804 |
1.2804 |
1.2804 |
S1 |
1.2804 |
1.2804 |
1.2804 |
1.2804 |
S2 |
1.2804 |
1.2804 |
1.2804 |
|
S3 |
1.2804 |
1.2804 |
1.2804 |
|
S4 |
1.2804 |
1.2804 |
1.2804 |
|
|
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 |
1.2804 |
2.618 |
1.2804 |
1.618 |
1.2804 |
1.000 |
1.2804 |
0.618 |
1.2804 |
HIGH |
1.2804 |
0.618 |
1.2804 |
0.500 |
1.2804 |
0.382 |
1.2804 |
LOW |
1.2804 |
0.618 |
1.2804 |
1.000 |
1.2804 |
1.618 |
1.2804 |
2.618 |
1.2804 |
4.250 |
1.2804 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2804 |
1.2769 |
PP |
1.2804 |
1.2733 |
S1 |
1.2804 |
1.2698 |
|