CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2732 |
1.2615 |
-0.0117 |
-0.9% |
1.2814 |
| High |
1.2748 |
1.2631 |
-0.0117 |
-0.9% |
1.2989 |
| Low |
1.2601 |
1.2543 |
-0.0058 |
-0.5% |
1.2601 |
| Close |
1.2696 |
1.2570 |
-0.0126 |
-1.0% |
1.2696 |
| Range |
0.0147 |
0.0088 |
-0.0059 |
-40.1% |
0.0388 |
| ATR |
0.0227 |
0.0222 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
153,515 |
229,339 |
75,824 |
49.4% |
984,670 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2845 |
1.2796 |
1.2618 |
|
| R3 |
1.2757 |
1.2708 |
1.2594 |
|
| R2 |
1.2669 |
1.2669 |
1.2586 |
|
| R1 |
1.2620 |
1.2620 |
1.2578 |
1.2601 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2572 |
| S1 |
1.2532 |
1.2532 |
1.2562 |
1.2513 |
| S2 |
1.2493 |
1.2493 |
1.2554 |
|
| S3 |
1.2405 |
1.2444 |
1.2546 |
|
| S4 |
1.2317 |
1.2356 |
1.2522 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3699 |
1.2909 |
|
| R3 |
1.3538 |
1.3311 |
1.2803 |
|
| R2 |
1.3150 |
1.3150 |
1.2767 |
|
| R1 |
1.2923 |
1.2923 |
1.2732 |
1.2843 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2722 |
| S1 |
1.2535 |
1.2535 |
1.2660 |
1.2455 |
| S2 |
1.2374 |
1.2374 |
1.2625 |
|
| S3 |
1.1986 |
1.2147 |
1.2589 |
|
| S4 |
1.1598 |
1.1759 |
1.2483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2880 |
1.2543 |
0.0337 |
2.7% |
0.0155 |
1.2% |
8% |
False |
True |
191,879 |
| 10 |
1.2989 |
1.2508 |
0.0481 |
3.8% |
0.0203 |
1.6% |
13% |
False |
False |
184,415 |
| 20 |
1.3087 |
1.2508 |
0.0579 |
4.6% |
0.0207 |
1.6% |
11% |
False |
False |
193,362 |
| 40 |
1.3956 |
1.2508 |
0.1448 |
11.5% |
0.0239 |
1.9% |
4% |
False |
False |
181,440 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.3% |
0.0254 |
2.0% |
3% |
False |
False |
150,314 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.5% |
0.0248 |
2.0% |
9% |
False |
False |
113,060 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.6% |
0.0248 |
2.0% |
9% |
False |
False |
90,581 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.4% |
0.0244 |
1.9% |
9% |
False |
False |
75,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3005 |
|
2.618 |
1.2861 |
|
1.618 |
1.2773 |
|
1.000 |
1.2719 |
|
0.618 |
1.2685 |
|
HIGH |
1.2631 |
|
0.618 |
1.2597 |
|
0.500 |
1.2587 |
|
0.382 |
1.2577 |
|
LOW |
1.2543 |
|
0.618 |
1.2489 |
|
1.000 |
1.2455 |
|
1.618 |
1.2401 |
|
2.618 |
1.2313 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2587 |
1.2677 |
| PP |
1.2581 |
1.2641 |
| S1 |
1.2576 |
1.2606 |
|