CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2893 |
1.2984 |
0.0091 |
0.7% |
1.2588 |
| High |
1.2930 |
1.3040 |
0.0110 |
0.9% |
1.2930 |
| Low |
1.2875 |
1.2984 |
0.0109 |
0.8% |
1.2565 |
| Close |
1.2901 |
1.2984 |
0.0083 |
0.6% |
1.2901 |
| Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0365 |
| ATR |
0.0115 |
0.0116 |
0.0002 |
1.5% |
0.0000 |
| Volume |
186,996 |
151,727 |
-35,269 |
-18.9% |
375,447 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3171 |
1.3133 |
1.3015 |
|
| R3 |
1.3115 |
1.3077 |
1.2999 |
|
| R2 |
1.3059 |
1.3059 |
1.2994 |
|
| R1 |
1.3021 |
1.3021 |
1.2989 |
1.3012 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.2998 |
| S1 |
1.2965 |
1.2965 |
1.2979 |
1.2956 |
| S2 |
1.2947 |
1.2947 |
1.2974 |
|
| S3 |
1.2891 |
1.2909 |
1.2969 |
|
| S4 |
1.2835 |
1.2853 |
1.2953 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3040 |
1.2620 |
0.0420 |
3.2% |
0.0090 |
0.7% |
87% |
True |
False |
102,670 |
| 10 |
1.3040 |
1.2544 |
0.0496 |
3.8% |
0.0055 |
0.4% |
89% |
True |
False |
54,891 |
| 20 |
1.3040 |
1.2530 |
0.0510 |
3.9% |
0.0034 |
0.3% |
89% |
True |
False |
28,468 |
| 40 |
1.3192 |
1.2530 |
0.0662 |
5.1% |
0.0017 |
0.1% |
69% |
False |
False |
14,393 |
| 60 |
1.4287 |
1.2530 |
0.1757 |
13.5% |
0.0021 |
0.2% |
26% |
False |
False |
9,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3278 |
|
2.618 |
1.3187 |
|
1.618 |
1.3131 |
|
1.000 |
1.3096 |
|
0.618 |
1.3075 |
|
HIGH |
1.3040 |
|
0.618 |
1.3019 |
|
0.500 |
1.3012 |
|
0.382 |
1.3005 |
|
LOW |
1.2984 |
|
0.618 |
1.2949 |
|
1.000 |
1.2928 |
|
1.618 |
1.2893 |
|
2.618 |
1.2837 |
|
4.250 |
1.2746 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3012 |
1.2954 |
| PP |
1.3003 |
1.2925 |
| S1 |
1.2993 |
1.2895 |
|