CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3669 |
1.3607 |
-0.0062 |
-0.5% |
1.2984 |
| High |
1.3740 |
1.3650 |
-0.0090 |
-0.7% |
1.3740 |
| Low |
1.3620 |
1.3525 |
-0.0095 |
-0.7% |
1.2945 |
| Close |
1.3660 |
1.3552 |
-0.0108 |
-0.8% |
1.3552 |
| Range |
0.0120 |
0.0125 |
0.0005 |
4.2% |
0.0795 |
| ATR |
0.0147 |
0.0147 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
235,840 |
234,357 |
-1,483 |
-0.6% |
962,973 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3876 |
1.3621 |
|
| R3 |
1.3826 |
1.3751 |
1.3586 |
|
| R2 |
1.3701 |
1.3701 |
1.3575 |
|
| R1 |
1.3626 |
1.3626 |
1.3563 |
1.3601 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3563 |
| S1 |
1.3501 |
1.3501 |
1.3541 |
1.3476 |
| S2 |
1.3451 |
1.3451 |
1.3529 |
|
| S3 |
1.3326 |
1.3376 |
1.3518 |
|
| S4 |
1.3201 |
1.3251 |
1.3483 |
|
|
| 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 |
1.2945 |
0.0795 |
5.9% |
0.0145 |
1.1% |
76% |
False |
False |
192,594 |
| 10 |
1.3740 |
1.2565 |
0.1175 |
8.7% |
0.0122 |
0.9% |
84% |
False |
False |
133,842 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0064 |
0.5% |
84% |
False |
False |
68,910 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0034 |
0.2% |
84% |
False |
False |
34,636 |
| 60 |
1.4034 |
1.2530 |
0.1504 |
11.1% |
0.0030 |
0.2% |
68% |
False |
False |
23,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4181 |
|
2.618 |
1.3977 |
|
1.618 |
1.3852 |
|
1.000 |
1.3775 |
|
0.618 |
1.3727 |
|
HIGH |
1.3650 |
|
0.618 |
1.3602 |
|
0.500 |
1.3588 |
|
0.382 |
1.3573 |
|
LOW |
1.3525 |
|
0.618 |
1.3448 |
|
1.000 |
1.3400 |
|
1.618 |
1.3323 |
|
2.618 |
1.3198 |
|
4.250 |
1.2994 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3588 |
1.3501 |
| PP |
1.3576 |
1.3450 |
| S1 |
1.3564 |
1.3399 |
|