CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2760 |
1.2820 |
0.0060 |
0.5% |
1.2586 |
| High |
1.2812 |
1.2880 |
0.0068 |
0.5% |
1.2750 |
| Low |
1.2760 |
1.2750 |
-0.0010 |
-0.1% |
1.2487 |
| Close |
1.2803 |
1.2862 |
0.0059 |
0.5% |
1.2661 |
| Range |
0.0052 |
0.0130 |
0.0078 |
150.0% |
0.0263 |
| ATR |
0.0162 |
0.0159 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
246,176 |
169,049 |
-77,127 |
-31.3% |
944,895 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3221 |
1.3171 |
1.2934 |
|
| R3 |
1.3091 |
1.3041 |
1.2898 |
|
| R2 |
1.2961 |
1.2961 |
1.2886 |
|
| R1 |
1.2911 |
1.2911 |
1.2874 |
1.2936 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2843 |
| S1 |
1.2781 |
1.2781 |
1.2850 |
1.2806 |
| S2 |
1.2701 |
1.2701 |
1.2838 |
|
| S3 |
1.2571 |
1.2651 |
1.2826 |
|
| S4 |
1.2441 |
1.2521 |
1.2791 |
|
|
| 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 |
1.2880 |
1.2565 |
0.0315 |
2.4% |
0.0122 |
1.0% |
94% |
True |
False |
205,367 |
| 10 |
1.2880 |
1.2487 |
0.0393 |
3.1% |
0.0107 |
0.8% |
95% |
True |
False |
192,803 |
| 20 |
1.2910 |
1.2487 |
0.0423 |
3.3% |
0.0110 |
0.9% |
89% |
False |
False |
201,521 |
| 40 |
1.3310 |
1.2487 |
0.0823 |
6.4% |
0.0125 |
1.0% |
46% |
False |
False |
198,223 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
16.5% |
0.0135 |
1.1% |
18% |
False |
False |
176,361 |
| 80 |
1.4615 |
1.2475 |
0.2140 |
16.6% |
0.0119 |
0.9% |
18% |
False |
False |
135,794 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
16.9% |
0.0101 |
0.8% |
20% |
False |
False |
108,748 |
| 120 |
1.4721 |
1.2435 |
0.2286 |
17.8% |
0.0090 |
0.7% |
19% |
False |
False |
90,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3433 |
|
2.618 |
1.3220 |
|
1.618 |
1.3090 |
|
1.000 |
1.3010 |
|
0.618 |
1.2960 |
|
HIGH |
1.2880 |
|
0.618 |
1.2830 |
|
0.500 |
1.2815 |
|
0.382 |
1.2800 |
|
LOW |
1.2750 |
|
0.618 |
1.2670 |
|
1.000 |
1.2620 |
|
1.618 |
1.2540 |
|
2.618 |
1.2410 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2846 |
1.2824 |
| PP |
1.2831 |
1.2786 |
| S1 |
1.2815 |
1.2748 |
|