CME Euro FX Future June 2009
Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.2825 |
1.2893 |
0.0068 |
0.5% |
1.2588 |
High |
1.2880 |
1.2930 |
0.0050 |
0.4% |
1.2930 |
Low |
1.2750 |
1.2875 |
0.0125 |
1.0% |
1.2565 |
Close |
1.2864 |
1.2901 |
0.0037 |
0.3% |
1.2901 |
Range |
0.0130 |
0.0055 |
-0.0075 |
-57.7% |
0.0365 |
ATR |
0.0118 |
0.0115 |
-0.0004 |
-3.2% |
0.0000 |
Volume |
88,840 |
186,996 |
98,156 |
110.5% |
375,447 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3067 |
1.3039 |
1.2931 |
|
R3 |
1.3012 |
1.2984 |
1.2916 |
|
R2 |
1.2957 |
1.2957 |
1.2911 |
|
R1 |
1.2929 |
1.2929 |
1.2906 |
1.2943 |
PP |
1.2902 |
1.2902 |
1.2902 |
1.2909 |
S1 |
1.2874 |
1.2874 |
1.2896 |
1.2888 |
S2 |
1.2847 |
1.2847 |
1.2891 |
|
S3 |
1.2792 |
1.2819 |
1.2886 |
|
S4 |
1.2737 |
1.2764 |
1.2871 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3894 |
1.3762 |
1.3102 |
|
R3 |
1.3529 |
1.3397 |
1.3001 |
|
R2 |
1.3164 |
1.3164 |
1.2968 |
|
R1 |
1.3032 |
1.3032 |
1.2934 |
1.3098 |
PP |
1.2799 |
1.2799 |
1.2799 |
1.2832 |
S1 |
1.2667 |
1.2667 |
1.2868 |
1.2733 |
S2 |
1.2434 |
1.2434 |
1.2834 |
|
S3 |
1.2069 |
1.2302 |
1.2801 |
|
S4 |
1.1704 |
1.1937 |
1.2700 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3164 |
2.618 |
1.3074 |
1.618 |
1.3019 |
1.000 |
1.2985 |
0.618 |
1.2964 |
HIGH |
1.2930 |
0.618 |
1.2909 |
0.500 |
1.2903 |
0.382 |
1.2896 |
LOW |
1.2875 |
0.618 |
1.2841 |
1.000 |
1.2820 |
1.618 |
1.2786 |
2.618 |
1.2731 |
4.250 |
1.2641 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.2903 |
1.2881 |
PP |
1.2902 |
1.2860 |
S1 |
1.2902 |
1.2840 |
|