CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2615 |
1.2560 |
-0.0055 |
-0.4% |
1.2814 |
| High |
1.2631 |
1.2678 |
0.0047 |
0.4% |
1.2989 |
| Low |
1.2543 |
1.2520 |
-0.0023 |
-0.2% |
1.2601 |
| Close |
1.2570 |
1.2589 |
0.0019 |
0.2% |
1.2696 |
| Range |
0.0088 |
0.0158 |
0.0070 |
79.5% |
0.0388 |
| ATR |
0.0222 |
0.0217 |
-0.0005 |
-2.1% |
0.0000 |
| Volume |
229,339 |
148,934 |
-80,405 |
-35.1% |
984,670 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3070 |
1.2987 |
1.2676 |
|
| R3 |
1.2912 |
1.2829 |
1.2632 |
|
| R2 |
1.2754 |
1.2754 |
1.2618 |
|
| R1 |
1.2671 |
1.2671 |
1.2603 |
1.2713 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2616 |
| S1 |
1.2513 |
1.2513 |
1.2575 |
1.2555 |
| S2 |
1.2438 |
1.2438 |
1.2560 |
|
| S3 |
1.2280 |
1.2355 |
1.2546 |
|
| S4 |
1.2122 |
1.2197 |
1.2502 |
|
|
| 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 |
1.2520 |
0.0360 |
2.9% |
0.0144 |
1.1% |
19% |
False |
True |
179,715 |
| 10 |
1.2989 |
1.2508 |
0.0481 |
3.8% |
0.0192 |
1.5% |
17% |
False |
False |
199,309 |
| 20 |
1.3087 |
1.2508 |
0.0579 |
4.6% |
0.0205 |
1.6% |
14% |
False |
False |
190,910 |
| 40 |
1.3932 |
1.2508 |
0.1424 |
11.3% |
0.0239 |
1.9% |
6% |
False |
False |
183,432 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.3% |
0.0254 |
2.0% |
4% |
False |
False |
152,762 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.5% |
0.0246 |
2.0% |
10% |
False |
False |
114,909 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.6% |
0.0247 |
2.0% |
10% |
False |
False |
92,065 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0244 |
1.9% |
10% |
False |
False |
77,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3350 |
|
2.618 |
1.3092 |
|
1.618 |
1.2934 |
|
1.000 |
1.2836 |
|
0.618 |
1.2776 |
|
HIGH |
1.2678 |
|
0.618 |
1.2618 |
|
0.500 |
1.2599 |
|
0.382 |
1.2580 |
|
LOW |
1.2520 |
|
0.618 |
1.2422 |
|
1.000 |
1.2362 |
|
1.618 |
1.2264 |
|
2.618 |
1.2106 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2599 |
1.2634 |
| PP |
1.2596 |
1.2619 |
| S1 |
1.2592 |
1.2604 |
|