CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2592 |
1.2790 |
0.0198 |
1.6% |
1.2586 |
| High |
1.2660 |
1.2825 |
0.0165 |
1.3% |
1.2750 |
| Low |
1.2565 |
1.2615 |
0.0050 |
0.4% |
1.2487 |
| Close |
1.2629 |
1.2637 |
0.0008 |
0.1% |
1.2661 |
| Range |
0.0095 |
0.0210 |
0.0115 |
121.1% |
0.0263 |
| ATR |
0.0157 |
0.0161 |
0.0004 |
2.4% |
0.0000 |
| Volume |
227,278 |
185,974 |
-41,304 |
-18.2% |
944,895 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3322 |
1.3190 |
1.2753 |
|
| R3 |
1.3112 |
1.2980 |
1.2695 |
|
| R2 |
1.2902 |
1.2902 |
1.2676 |
|
| R1 |
1.2770 |
1.2770 |
1.2656 |
1.2731 |
| PP |
1.2692 |
1.2692 |
1.2692 |
1.2673 |
| S1 |
1.2560 |
1.2560 |
1.2618 |
1.2521 |
| S2 |
1.2482 |
1.2482 |
1.2599 |
|
| S3 |
1.2272 |
1.2350 |
1.2579 |
|
| S4 |
1.2062 |
1.2140 |
1.2522 |
|
|
| 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 |
1.2825 |
1.2487 |
0.0338 |
2.7% |
0.0123 |
1.0% |
44% |
True |
False |
195,666 |
| 10 |
1.2825 |
1.2487 |
0.0338 |
2.7% |
0.0108 |
0.9% |
44% |
True |
False |
190,389 |
| 20 |
1.3050 |
1.2487 |
0.0563 |
4.5% |
0.0118 |
0.9% |
27% |
False |
False |
202,831 |
| 40 |
1.3390 |
1.2487 |
0.0903 |
7.1% |
0.0127 |
1.0% |
17% |
False |
False |
195,785 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
16.8% |
0.0137 |
1.1% |
7% |
False |
False |
172,456 |
| 80 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0121 |
1.0% |
9% |
False |
False |
130,611 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.3% |
0.0099 |
0.8% |
9% |
False |
False |
104,631 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
18.1% |
0.0089 |
0.7% |
9% |
False |
False |
87,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3718 |
|
2.618 |
1.3375 |
|
1.618 |
1.3165 |
|
1.000 |
1.3035 |
|
0.618 |
1.2955 |
|
HIGH |
1.2825 |
|
0.618 |
1.2745 |
|
0.500 |
1.2720 |
|
0.382 |
1.2695 |
|
LOW |
1.2615 |
|
0.618 |
1.2485 |
|
1.000 |
1.2405 |
|
1.618 |
1.2275 |
|
2.618 |
1.2065 |
|
4.250 |
1.1723 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2720 |
1.2695 |
| PP |
1.2692 |
1.2676 |
| S1 |
1.2665 |
1.2656 |
|