CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3550 |
1.3513 |
-0.0037 |
-0.3% |
1.2984 |
| High |
1.3575 |
1.3630 |
0.0055 |
0.4% |
1.3740 |
| Low |
1.3490 |
1.3465 |
-0.0025 |
-0.2% |
1.2945 |
| Close |
1.3519 |
1.3566 |
0.0047 |
0.3% |
1.3552 |
| Range |
0.0085 |
0.0165 |
0.0080 |
94.1% |
0.0795 |
| ATR |
0.0147 |
0.0148 |
0.0001 |
0.9% |
0.0000 |
| Volume |
163,781 |
211,635 |
47,854 |
29.2% |
962,973 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4049 |
1.3972 |
1.3657 |
|
| R3 |
1.3884 |
1.3807 |
1.3611 |
|
| R2 |
1.3719 |
1.3719 |
1.3596 |
|
| R1 |
1.3642 |
1.3642 |
1.3581 |
1.3681 |
| PP |
1.3554 |
1.3554 |
1.3554 |
1.3573 |
| S1 |
1.3477 |
1.3477 |
1.3551 |
1.3516 |
| S2 |
1.3389 |
1.3389 |
1.3536 |
|
| S3 |
1.3224 |
1.3312 |
1.3521 |
|
| S4 |
1.3059 |
1.3147 |
1.3475 |
|
|
| 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 |
1.3465 |
0.0275 |
2.0% |
0.0131 |
1.0% |
37% |
False |
True |
206,351 |
| 10 |
1.3740 |
1.2750 |
0.0990 |
7.3% |
0.0132 |
1.0% |
82% |
False |
False |
180,036 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0084 |
0.6% |
85% |
False |
False |
96,475 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0044 |
0.3% |
86% |
False |
False |
48,657 |
| 60 |
1.4034 |
1.2530 |
0.1504 |
11.1% |
0.0037 |
0.3% |
69% |
False |
False |
32,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.4062 |
|
1.618 |
1.3897 |
|
1.000 |
1.3795 |
|
0.618 |
1.3732 |
|
HIGH |
1.3630 |
|
0.618 |
1.3567 |
|
0.500 |
1.3548 |
|
0.382 |
1.3528 |
|
LOW |
1.3465 |
|
0.618 |
1.3363 |
|
1.000 |
1.3300 |
|
1.618 |
1.3198 |
|
2.618 |
1.3033 |
|
4.250 |
1.2764 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3560 |
1.3563 |
| PP |
1.3554 |
1.3560 |
| S1 |
1.3548 |
1.3558 |
|