CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2790 |
1.2760 |
-0.0030 |
-0.2% |
1.2586 |
| High |
1.2825 |
1.2812 |
-0.0013 |
-0.1% |
1.2750 |
| Low |
1.2615 |
1.2760 |
0.0145 |
1.1% |
1.2487 |
| Close |
1.2637 |
1.2803 |
0.0166 |
1.3% |
1.2661 |
| Range |
0.0210 |
0.0052 |
-0.0158 |
-75.2% |
0.0263 |
| ATR |
0.0161 |
0.0162 |
0.0001 |
0.6% |
0.0000 |
| Volume |
185,974 |
246,176 |
60,202 |
32.4% |
944,895 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2927 |
1.2832 |
|
| R3 |
1.2896 |
1.2875 |
1.2817 |
|
| R2 |
1.2844 |
1.2844 |
1.2813 |
|
| R1 |
1.2823 |
1.2823 |
1.2808 |
1.2834 |
| PP |
1.2792 |
1.2792 |
1.2792 |
1.2797 |
| S1 |
1.2771 |
1.2771 |
1.2798 |
1.2782 |
| S2 |
1.2740 |
1.2740 |
1.2793 |
|
| S3 |
1.2688 |
1.2719 |
1.2789 |
|
| S4 |
1.2636 |
1.2667 |
1.2774 |
|
|
| 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 |
2.6% |
0.0116 |
0.9% |
93% |
False |
False |
208,438 |
| 10 |
1.2825 |
1.2487 |
0.0338 |
2.6% |
0.0101 |
0.8% |
93% |
False |
False |
195,440 |
| 20 |
1.2958 |
1.2487 |
0.0471 |
3.7% |
0.0110 |
0.9% |
67% |
False |
False |
206,524 |
| 40 |
1.3310 |
1.2487 |
0.0823 |
6.4% |
0.0125 |
1.0% |
38% |
False |
False |
197,492 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
16.6% |
0.0135 |
1.1% |
15% |
False |
False |
175,530 |
| 80 |
1.4615 |
1.2460 |
0.2155 |
16.8% |
0.0120 |
0.9% |
16% |
False |
False |
133,685 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
17.0% |
0.0099 |
0.8% |
17% |
False |
False |
107,089 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
17.9% |
0.0089 |
0.7% |
16% |
False |
False |
89,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3033 |
|
2.618 |
1.2948 |
|
1.618 |
1.2896 |
|
1.000 |
1.2864 |
|
0.618 |
1.2844 |
|
HIGH |
1.2812 |
|
0.618 |
1.2792 |
|
0.500 |
1.2786 |
|
0.382 |
1.2780 |
|
LOW |
1.2760 |
|
0.618 |
1.2728 |
|
1.000 |
1.2708 |
|
1.618 |
1.2676 |
|
2.618 |
1.2624 |
|
4.250 |
1.2539 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2797 |
1.2767 |
| PP |
1.2792 |
1.2731 |
| S1 |
1.2786 |
1.2695 |
|