CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2930 |
1.3035 |
0.0105 |
0.8% |
1.2592 |
| High |
1.2930 |
1.3035 |
0.0105 |
0.8% |
1.2930 |
| Low |
1.2875 |
1.3005 |
0.0130 |
1.0% |
1.2565 |
| Close |
1.2899 |
1.3005 |
0.0106 |
0.8% |
1.2899 |
| Range |
0.0055 |
0.0030 |
-0.0025 |
-45.5% |
0.0365 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
131,130 |
38,109 |
-93,021 |
-70.9% |
959,607 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3085 |
1.3022 |
|
| R3 |
1.3075 |
1.3055 |
1.3013 |
|
| R2 |
1.3045 |
1.3045 |
1.3011 |
|
| R1 |
1.3025 |
1.3025 |
1.3008 |
1.3020 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3013 |
| S1 |
1.2995 |
1.2995 |
1.3002 |
1.2990 |
| S2 |
1.2985 |
1.2985 |
1.3000 |
|
| S3 |
1.2955 |
1.2965 |
1.2997 |
|
| S4 |
1.2925 |
1.2935 |
1.2989 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3893 |
1.3761 |
1.3100 |
|
| R3 |
1.3528 |
1.3396 |
1.2999 |
|
| R2 |
1.3163 |
1.3163 |
1.2966 |
|
| R1 |
1.3031 |
1.3031 |
1.2932 |
1.3097 |
| PP |
1.2798 |
1.2798 |
1.2798 |
1.2831 |
| S1 |
1.2666 |
1.2666 |
1.2866 |
1.2732 |
| S2 |
1.2433 |
1.2433 |
1.2832 |
|
| S3 |
1.2068 |
1.2301 |
1.2799 |
|
| S4 |
1.1703 |
1.1936 |
1.2698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3035 |
1.2615 |
0.0420 |
3.2% |
0.0095 |
0.7% |
93% |
True |
False |
154,087 |
| 10 |
1.3035 |
1.2487 |
0.0548 |
4.2% |
0.0100 |
0.8% |
95% |
True |
False |
171,238 |
| 20 |
1.3035 |
1.2487 |
0.0548 |
4.2% |
0.0103 |
0.8% |
95% |
True |
False |
187,672 |
| 40 |
1.3310 |
1.2487 |
0.0823 |
6.3% |
0.0120 |
0.9% |
63% |
False |
False |
193,767 |
| 60 |
1.4615 |
1.2487 |
0.2128 |
16.4% |
0.0130 |
1.0% |
24% |
False |
False |
174,307 |
| 80 |
1.4615 |
1.2475 |
0.2140 |
16.5% |
0.0120 |
0.9% |
25% |
False |
False |
137,884 |
| 100 |
1.4615 |
1.2435 |
0.2180 |
16.8% |
0.0101 |
0.8% |
26% |
False |
False |
110,424 |
| 120 |
1.4685 |
1.2435 |
0.2250 |
17.3% |
0.0091 |
0.7% |
25% |
False |
False |
92,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3163 |
|
2.618 |
1.3114 |
|
1.618 |
1.3084 |
|
1.000 |
1.3065 |
|
0.618 |
1.3054 |
|
HIGH |
1.3035 |
|
0.618 |
1.3024 |
|
0.500 |
1.3020 |
|
0.382 |
1.3016 |
|
LOW |
1.3005 |
|
0.618 |
1.2986 |
|
1.000 |
1.2975 |
|
1.618 |
1.2956 |
|
2.618 |
1.2926 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.2968 |
| PP |
1.3015 |
1.2930 |
| S1 |
1.3010 |
1.2893 |
|