CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3550 |
-0.0005 |
0.0% |
1.2984 |
| High |
1.3650 |
1.3575 |
-0.0075 |
-0.5% |
1.3740 |
| Low |
1.3490 |
1.3490 |
0.0000 |
0.0% |
1.2945 |
| Close |
1.3630 |
1.3519 |
-0.0111 |
-0.8% |
1.3552 |
| Range |
0.0160 |
0.0085 |
-0.0075 |
-46.9% |
0.0795 |
| ATR |
0.0147 |
0.0147 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
186,144 |
163,781 |
-22,363 |
-12.0% |
962,973 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3783 |
1.3736 |
1.3566 |
|
| R3 |
1.3698 |
1.3651 |
1.3542 |
|
| R2 |
1.3613 |
1.3613 |
1.3535 |
|
| R1 |
1.3566 |
1.3566 |
1.3527 |
1.3547 |
| PP |
1.3528 |
1.3528 |
1.3528 |
1.3519 |
| S1 |
1.3481 |
1.3481 |
1.3511 |
1.3462 |
| S2 |
1.3443 |
1.3443 |
1.3503 |
|
| S3 |
1.3358 |
1.3396 |
1.3496 |
|
| S4 |
1.3273 |
1.3311 |
1.3472 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5797 |
1.5470 |
1.3989 |
|
| R3 |
1.5002 |
1.4675 |
1.3771 |
|
| R2 |
1.4207 |
1.4207 |
1.3698 |
|
| R1 |
1.3880 |
1.3880 |
1.3625 |
1.4044 |
| PP |
1.3412 |
1.3412 |
1.3412 |
1.3494 |
| S1 |
1.3085 |
1.3085 |
1.3479 |
1.3249 |
| S2 |
1.2617 |
1.2617 |
1.3406 |
|
| S3 |
1.1822 |
1.2290 |
1.3333 |
|
| S4 |
1.1027 |
1.1495 |
1.3115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.3058 |
0.0682 |
5.0% |
0.0170 |
1.3% |
68% |
False |
False |
194,295 |
| 10 |
1.3740 |
1.2750 |
0.0990 |
7.3% |
0.0116 |
0.9% |
78% |
False |
False |
164,312 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0076 |
0.6% |
82% |
False |
False |
86,337 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0040 |
0.3% |
82% |
False |
False |
43,375 |
| 60 |
1.4034 |
1.2530 |
0.1504 |
11.1% |
0.0034 |
0.3% |
66% |
False |
False |
28,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3936 |
|
2.618 |
1.3798 |
|
1.618 |
1.3713 |
|
1.000 |
1.3660 |
|
0.618 |
1.3628 |
|
HIGH |
1.3575 |
|
0.618 |
1.3543 |
|
0.500 |
1.3533 |
|
0.382 |
1.3522 |
|
LOW |
1.3490 |
|
0.618 |
1.3437 |
|
1.000 |
1.3405 |
|
1.618 |
1.3352 |
|
2.618 |
1.3267 |
|
4.250 |
1.3129 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3533 |
1.3570 |
| PP |
1.3528 |
1.3553 |
| S1 |
1.3524 |
1.3536 |
|