CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2984 |
1.2947 |
-0.0037 |
-0.3% |
1.2588 |
| High |
1.3040 |
1.3010 |
-0.0030 |
-0.2% |
1.2930 |
| Low |
1.2984 |
1.2945 |
-0.0039 |
-0.3% |
1.2565 |
| Close |
1.2984 |
1.3007 |
0.0023 |
0.2% |
1.2901 |
| Range |
0.0056 |
0.0065 |
0.0009 |
16.1% |
0.0365 |
| ATR |
0.0116 |
0.0113 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
151,727 |
189,692 |
37,965 |
25.0% |
375,447 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3182 |
1.3160 |
1.3043 |
|
| R3 |
1.3117 |
1.3095 |
1.3025 |
|
| R2 |
1.3052 |
1.3052 |
1.3019 |
|
| R1 |
1.3030 |
1.3030 |
1.3013 |
1.3041 |
| PP |
1.2987 |
1.2987 |
1.2987 |
1.2993 |
| S1 |
1.2965 |
1.2965 |
1.3001 |
1.2976 |
| S2 |
1.2922 |
1.2922 |
1.2995 |
|
| S3 |
1.2857 |
1.2900 |
1.2989 |
|
| S4 |
1.2792 |
1.2835 |
1.2971 |
|
|
| 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 |
1.2750 |
0.0290 |
2.2% |
0.0061 |
0.5% |
89% |
False |
False |
134,328 |
| 10 |
1.3040 |
1.2544 |
0.0496 |
3.8% |
0.0062 |
0.5% |
93% |
False |
False |
73,287 |
| 20 |
1.3040 |
1.2530 |
0.0510 |
3.9% |
0.0037 |
0.3% |
94% |
False |
False |
37,940 |
| 40 |
1.3152 |
1.2530 |
0.0622 |
4.8% |
0.0019 |
0.1% |
77% |
False |
False |
19,127 |
| 60 |
1.4259 |
1.2530 |
0.1729 |
13.3% |
0.0022 |
0.2% |
28% |
False |
False |
12,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3286 |
|
2.618 |
1.3180 |
|
1.618 |
1.3115 |
|
1.000 |
1.3075 |
|
0.618 |
1.3050 |
|
HIGH |
1.3010 |
|
0.618 |
1.2985 |
|
0.500 |
1.2978 |
|
0.382 |
1.2970 |
|
LOW |
1.2945 |
|
0.618 |
1.2905 |
|
1.000 |
1.2880 |
|
1.618 |
1.2840 |
|
2.618 |
1.2775 |
|
4.250 |
1.2669 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2997 |
1.2991 |
| PP |
1.2987 |
1.2974 |
| S1 |
1.2978 |
1.2958 |
|