CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2706 |
1.2586 |
-0.0120 |
-0.9% |
1.2712 |
| High |
1.2720 |
1.2620 |
-0.0100 |
-0.8% |
1.2856 |
| Low |
1.2625 |
1.2556 |
-0.0069 |
-0.5% |
1.2625 |
| Close |
1.2696 |
1.2570 |
-0.0126 |
-1.0% |
1.2696 |
| Range |
0.0095 |
0.0064 |
-0.0031 |
-32.6% |
0.0231 |
| ATR |
0.0169 |
0.0167 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
154,665 |
230,229 |
75,564 |
48.9% |
1,015,101 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2774 |
1.2736 |
1.2605 |
|
| R3 |
1.2710 |
1.2672 |
1.2588 |
|
| R2 |
1.2646 |
1.2646 |
1.2582 |
|
| R1 |
1.2608 |
1.2608 |
1.2576 |
1.2595 |
| PP |
1.2582 |
1.2582 |
1.2582 |
1.2576 |
| S1 |
1.2544 |
1.2544 |
1.2564 |
1.2531 |
| S2 |
1.2518 |
1.2518 |
1.2558 |
|
| S3 |
1.2454 |
1.2480 |
1.2552 |
|
| S4 |
1.2390 |
1.2416 |
1.2535 |
|
|
| 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 |
1.2556 |
0.0300 |
2.4% |
0.0098 |
0.8% |
5% |
False |
True |
197,366 |
| 10 |
1.2860 |
1.2513 |
0.0347 |
2.8% |
0.0105 |
0.8% |
16% |
False |
False |
204,106 |
| 20 |
1.3070 |
1.2513 |
0.0557 |
4.4% |
0.0120 |
1.0% |
10% |
False |
False |
203,853 |
| 40 |
1.3950 |
1.2513 |
0.1437 |
11.4% |
0.0132 |
1.1% |
4% |
False |
False |
187,936 |
| 60 |
1.4615 |
1.2513 |
0.2102 |
16.7% |
0.0136 |
1.1% |
3% |
False |
False |
154,995 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0113 |
0.9% |
6% |
False |
False |
116,547 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0094 |
0.7% |
6% |
False |
False |
93,367 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.2% |
0.0084 |
0.7% |
6% |
False |
False |
78,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2892 |
|
2.618 |
1.2788 |
|
1.618 |
1.2724 |
|
1.000 |
1.2684 |
|
0.618 |
1.2660 |
|
HIGH |
1.2620 |
|
0.618 |
1.2596 |
|
0.500 |
1.2588 |
|
0.382 |
1.2580 |
|
LOW |
1.2556 |
|
0.618 |
1.2516 |
|
1.000 |
1.2492 |
|
1.618 |
1.2452 |
|
2.618 |
1.2388 |
|
4.250 |
1.2284 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2588 |
1.2673 |
| PP |
1.2582 |
1.2639 |
| S1 |
1.2576 |
1.2604 |
|