CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2804 |
1.2825 |
0.0021 |
0.2% |
1.2590 |
| High |
1.2804 |
1.2880 |
0.0076 |
0.6% |
1.2662 |
| Low |
1.2804 |
1.2750 |
-0.0054 |
-0.4% |
1.2544 |
| Close |
1.2804 |
1.2864 |
0.0060 |
0.5% |
1.2662 |
| Range |
0.0000 |
0.0130 |
0.0130 |
|
0.0118 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.8% |
0.0000 |
| Volume |
54,388 |
88,840 |
34,452 |
63.3% |
27,784 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3221 |
1.3173 |
1.2936 |
|
| R3 |
1.3091 |
1.3043 |
1.2900 |
|
| R2 |
1.2961 |
1.2961 |
1.2888 |
|
| R1 |
1.2913 |
1.2913 |
1.2876 |
1.2937 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2844 |
| S1 |
1.2783 |
1.2783 |
1.2852 |
1.2807 |
| S2 |
1.2701 |
1.2701 |
1.2840 |
|
| S3 |
1.2571 |
1.2653 |
1.2828 |
|
| S4 |
1.2441 |
1.2523 |
1.2793 |
|
|
| 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 |
1.3433 |
|
2.618 |
1.3220 |
|
1.618 |
1.3090 |
|
1.000 |
1.3010 |
|
0.618 |
1.2960 |
|
HIGH |
1.2880 |
|
0.618 |
1.2830 |
|
0.500 |
1.2815 |
|
0.382 |
1.2800 |
|
LOW |
1.2750 |
|
0.618 |
1.2670 |
|
1.000 |
1.2620 |
|
1.618 |
1.2540 |
|
2.618 |
1.2410 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2848 |
1.2826 |
| PP |
1.2831 |
1.2788 |
| S1 |
1.2815 |
1.2750 |
|