CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2760 |
1.2706 |
-0.0054 |
-0.4% |
1.2712 |
| High |
1.2790 |
1.2720 |
-0.0070 |
-0.5% |
1.2856 |
| Low |
1.2725 |
1.2625 |
-0.0100 |
-0.8% |
1.2625 |
| Close |
1.2747 |
1.2696 |
-0.0051 |
-0.4% |
1.2696 |
| Range |
0.0065 |
0.0095 |
0.0030 |
46.2% |
0.0231 |
| ATR |
0.0173 |
0.0169 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
195,418 |
154,665 |
-40,753 |
-20.9% |
1,015,101 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2965 |
1.2926 |
1.2748 |
|
| R3 |
1.2870 |
1.2831 |
1.2722 |
|
| R2 |
1.2775 |
1.2775 |
1.2713 |
|
| R1 |
1.2736 |
1.2736 |
1.2705 |
1.2708 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2667 |
| S1 |
1.2641 |
1.2641 |
1.2687 |
1.2613 |
| S2 |
1.2585 |
1.2585 |
1.2679 |
|
| S3 |
1.2490 |
1.2546 |
1.2670 |
|
| S4 |
1.2395 |
1.2451 |
1.2644 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3419 |
1.3288 |
1.2823 |
|
| R3 |
1.3188 |
1.3057 |
1.2760 |
|
| R2 |
1.2957 |
1.2957 |
1.2738 |
|
| R1 |
1.2826 |
1.2826 |
1.2717 |
1.2776 |
| PP |
1.2726 |
1.2726 |
1.2726 |
1.2701 |
| S1 |
1.2595 |
1.2595 |
1.2675 |
1.2545 |
| S2 |
1.2495 |
1.2495 |
1.2654 |
|
| S3 |
1.2264 |
1.2364 |
1.2632 |
|
| S4 |
1.2033 |
1.2133 |
1.2569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2856 |
1.2625 |
0.0231 |
1.8% |
0.0103 |
0.8% |
31% |
False |
True |
203,020 |
| 10 |
1.2910 |
1.2513 |
0.0397 |
3.1% |
0.0107 |
0.8% |
46% |
False |
False |
205,545 |
| 20 |
1.3070 |
1.2513 |
0.0557 |
4.4% |
0.0121 |
1.0% |
33% |
False |
False |
201,779 |
| 40 |
1.3960 |
1.2513 |
0.1447 |
11.4% |
0.0134 |
1.1% |
13% |
False |
False |
184,017 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.6% |
0.0135 |
1.1% |
9% |
False |
False |
151,183 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0112 |
0.9% |
12% |
False |
False |
113,675 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.2% |
0.0094 |
0.7% |
12% |
False |
False |
91,078 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.0% |
0.0083 |
0.7% |
11% |
False |
False |
76,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3124 |
|
2.618 |
1.2969 |
|
1.618 |
1.2874 |
|
1.000 |
1.2815 |
|
0.618 |
1.2779 |
|
HIGH |
1.2720 |
|
0.618 |
1.2684 |
|
0.500 |
1.2673 |
|
0.382 |
1.2661 |
|
LOW |
1.2625 |
|
0.618 |
1.2566 |
|
1.000 |
1.2530 |
|
1.618 |
1.2471 |
|
2.618 |
1.2376 |
|
4.250 |
1.2221 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2720 |
| PP |
1.2680 |
1.2712 |
| S1 |
1.2673 |
1.2704 |
|