CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3605 |
1.3310 |
-0.0295 |
-2.2% |
1.3555 |
| High |
1.3630 |
1.3315 |
-0.0315 |
-2.3% |
1.3650 |
| Low |
1.3510 |
1.3270 |
-0.0240 |
-1.8% |
1.3270 |
| Close |
1.3514 |
1.3305 |
-0.0209 |
-1.5% |
1.3305 |
| Range |
0.0120 |
0.0045 |
-0.0075 |
-62.5% |
0.0380 |
| ATR |
0.0146 |
0.0153 |
0.0007 |
4.8% |
0.0000 |
| Volume |
246,557 |
169,577 |
-76,980 |
-31.2% |
977,694 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3413 |
1.3330 |
|
| R3 |
1.3387 |
1.3368 |
1.3317 |
|
| R2 |
1.3342 |
1.3342 |
1.3313 |
|
| R1 |
1.3323 |
1.3323 |
1.3309 |
1.3310 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3290 |
| S1 |
1.3278 |
1.3278 |
1.3301 |
1.3265 |
| S2 |
1.3252 |
1.3252 |
1.3297 |
|
| S3 |
1.3207 |
1.3233 |
1.3293 |
|
| S4 |
1.3162 |
1.3188 |
1.3280 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4548 |
1.4307 |
1.3514 |
|
| R3 |
1.4168 |
1.3927 |
1.3410 |
|
| R2 |
1.3788 |
1.3788 |
1.3375 |
|
| R1 |
1.3547 |
1.3547 |
1.3340 |
1.3478 |
| PP |
1.3408 |
1.3408 |
1.3408 |
1.3374 |
| S1 |
1.3167 |
1.3167 |
1.3270 |
1.3098 |
| S2 |
1.3028 |
1.3028 |
1.3235 |
|
| S3 |
1.2648 |
1.2787 |
1.3201 |
|
| S4 |
1.2268 |
1.2407 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3650 |
1.3270 |
0.0380 |
2.9% |
0.0115 |
0.9% |
9% |
False |
True |
195,538 |
| 10 |
1.3740 |
1.2945 |
0.0795 |
6.0% |
0.0130 |
1.0% |
45% |
False |
False |
194,066 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
9.0% |
0.0092 |
0.7% |
64% |
False |
False |
117,194 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0048 |
0.4% |
64% |
False |
False |
59,053 |
| 60 |
1.3900 |
1.2530 |
0.1370 |
10.3% |
0.0040 |
0.3% |
57% |
False |
False |
39,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3506 |
|
2.618 |
1.3433 |
|
1.618 |
1.3388 |
|
1.000 |
1.3360 |
|
0.618 |
1.3343 |
|
HIGH |
1.3315 |
|
0.618 |
1.3298 |
|
0.500 |
1.3293 |
|
0.382 |
1.3287 |
|
LOW |
1.3270 |
|
0.618 |
1.3242 |
|
1.000 |
1.3225 |
|
1.618 |
1.3197 |
|
2.618 |
1.3152 |
|
4.250 |
1.3079 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3301 |
1.3450 |
| PP |
1.3297 |
1.3402 |
| S1 |
1.3293 |
1.3353 |
|