CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2592 |
-0.0148 |
-1.2% |
1.2586 |
| High |
1.2750 |
1.2660 |
-0.0090 |
-0.7% |
1.2750 |
| Low |
1.2625 |
1.2565 |
-0.0060 |
-0.5% |
1.2487 |
| Close |
1.2661 |
1.2629 |
-0.0032 |
-0.3% |
1.2661 |
| Range |
0.0125 |
0.0095 |
-0.0030 |
-24.0% |
0.0263 |
| ATR |
0.0161 |
0.0157 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
198,361 |
227,278 |
28,917 |
14.6% |
944,895 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2861 |
1.2681 |
|
| R3 |
1.2808 |
1.2766 |
1.2655 |
|
| R2 |
1.2713 |
1.2713 |
1.2646 |
|
| R1 |
1.2671 |
1.2671 |
1.2638 |
1.2692 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2629 |
| S1 |
1.2576 |
1.2576 |
1.2620 |
1.2597 |
| S2 |
1.2523 |
1.2523 |
1.2612 |
|
| S3 |
1.2428 |
1.2481 |
1.2603 |
|
| S4 |
1.2333 |
1.2386 |
1.2577 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3304 |
1.2806 |
|
| R3 |
1.3159 |
1.3041 |
1.2733 |
|
| R2 |
1.2896 |
1.2896 |
1.2709 |
|
| R1 |
1.2778 |
1.2778 |
1.2685 |
1.2837 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2662 |
| S1 |
1.2515 |
1.2515 |
1.2637 |
1.2574 |
| S2 |
1.2370 |
1.2370 |
1.2613 |
|
| S3 |
1.2107 |
1.2252 |
1.2589 |
|
| S4 |
1.1844 |
1.1989 |
1.2516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2750 |
1.2487 |
0.0263 |
2.1% |
0.0105 |
0.8% |
54% |
False |
False |
188,388 |
| 10 |
1.2856 |
1.2487 |
0.0369 |
2.9% |
0.0101 |
0.8% |
38% |
False |
False |
192,877 |
| 20 |
1.3070 |
1.2487 |
0.0583 |
4.6% |
0.0111 |
0.9% |
24% |
False |
False |
204,097 |
| 40 |
1.3700 |
1.2487 |
0.1213 |
9.6% |
0.0129 |
1.0% |
12% |
False |
False |
195,678 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
16.9% |
0.0135 |
1.1% |
7% |
False |
False |
170,018 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0118 |
0.9% |
9% |
False |
False |
128,290 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0097 |
0.8% |
9% |
False |
False |
102,772 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.1% |
0.0088 |
0.7% |
8% |
False |
False |
85,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3064 |
|
2.618 |
1.2909 |
|
1.618 |
1.2814 |
|
1.000 |
1.2755 |
|
0.618 |
1.2719 |
|
HIGH |
1.2660 |
|
0.618 |
1.2624 |
|
0.500 |
1.2613 |
|
0.382 |
1.2601 |
|
LOW |
1.2565 |
|
0.618 |
1.2506 |
|
1.000 |
1.2470 |
|
1.618 |
1.2411 |
|
2.618 |
1.2316 |
|
4.250 |
1.2161 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2624 |
1.2626 |
| PP |
1.2618 |
1.2622 |
| S1 |
1.2613 |
1.2619 |
|