CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2578 |
1.2487 |
-0.0091 |
-0.7% |
1.2712 |
| High |
1.2642 |
1.2585 |
-0.0057 |
-0.5% |
1.2856 |
| Low |
1.2555 |
1.2487 |
-0.0068 |
-0.5% |
1.2625 |
| Close |
1.2642 |
1.2543 |
-0.0099 |
-0.8% |
1.2696 |
| Range |
0.0087 |
0.0098 |
0.0011 |
12.6% |
0.0231 |
| ATR |
0.0158 |
0.0158 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
182,315 |
184,404 |
2,089 |
1.1% |
1,015,101 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2832 |
1.2786 |
1.2597 |
|
| R3 |
1.2734 |
1.2688 |
1.2570 |
|
| R2 |
1.2636 |
1.2636 |
1.2561 |
|
| R1 |
1.2590 |
1.2590 |
1.2552 |
1.2613 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2550 |
| S1 |
1.2492 |
1.2492 |
1.2534 |
1.2515 |
| S2 |
1.2440 |
1.2440 |
1.2525 |
|
| S3 |
1.2342 |
1.2394 |
1.2516 |
|
| S4 |
1.2244 |
1.2296 |
1.2489 |
|
|
| 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 |
1.2720 |
1.2487 |
0.0233 |
1.9% |
0.0092 |
0.7% |
24% |
False |
True |
180,239 |
| 10 |
1.2860 |
1.2487 |
0.0373 |
3.0% |
0.0116 |
0.9% |
15% |
False |
True |
195,526 |
| 20 |
1.3070 |
1.2487 |
0.0583 |
4.6% |
0.0117 |
0.9% |
10% |
False |
True |
202,693 |
| 40 |
1.3760 |
1.2487 |
0.1273 |
10.1% |
0.0130 |
1.0% |
4% |
False |
True |
193,988 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
17.0% |
0.0136 |
1.1% |
3% |
False |
True |
163,321 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.4% |
0.0115 |
0.9% |
5% |
False |
False |
122,976 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.4% |
0.0094 |
0.8% |
5% |
False |
False |
98,518 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.2% |
0.0086 |
0.7% |
5% |
False |
False |
82,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3002 |
|
2.618 |
1.2842 |
|
1.618 |
1.2744 |
|
1.000 |
1.2683 |
|
0.618 |
1.2646 |
|
HIGH |
1.2585 |
|
0.618 |
1.2548 |
|
0.500 |
1.2536 |
|
0.382 |
1.2524 |
|
LOW |
1.2487 |
|
0.618 |
1.2426 |
|
1.000 |
1.2389 |
|
1.618 |
1.2328 |
|
2.618 |
1.2230 |
|
4.250 |
1.2071 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2541 |
1.2565 |
| PP |
1.2538 |
1.2557 |
| S1 |
1.2536 |
1.2550 |
|