CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2541 |
1.2647 |
0.0106 |
0.8% |
1.2814 |
| High |
1.2666 |
1.2655 |
-0.0011 |
-0.1% |
1.2989 |
| Low |
1.2456 |
1.2460 |
0.0004 |
0.0% |
1.2601 |
| Close |
1.2642 |
1.2543 |
-0.0099 |
-0.8% |
1.2696 |
| Range |
0.0210 |
0.0195 |
-0.0015 |
-7.1% |
0.0388 |
| ATR |
0.0217 |
0.0215 |
-0.0002 |
-0.7% |
0.0000 |
| Volume |
181,126 |
181,795 |
669 |
0.4% |
984,670 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3035 |
1.2650 |
|
| R3 |
1.2943 |
1.2840 |
1.2597 |
|
| R2 |
1.2748 |
1.2748 |
1.2579 |
|
| R1 |
1.2645 |
1.2645 |
1.2561 |
1.2599 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2530 |
| S1 |
1.2450 |
1.2450 |
1.2525 |
1.2404 |
| S2 |
1.2358 |
1.2358 |
1.2507 |
|
| S3 |
1.2163 |
1.2255 |
1.2489 |
|
| S4 |
1.1968 |
1.2060 |
1.2436 |
|
|
| 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 |
1.2748 |
1.2456 |
0.0292 |
2.3% |
0.0160 |
1.3% |
30% |
False |
False |
178,941 |
| 10 |
1.2989 |
1.2456 |
0.0533 |
4.2% |
0.0197 |
1.6% |
16% |
False |
False |
191,597 |
| 20 |
1.3087 |
1.2456 |
0.0631 |
5.0% |
0.0199 |
1.6% |
14% |
False |
False |
192,061 |
| 40 |
1.3770 |
1.2456 |
0.1314 |
10.5% |
0.0230 |
1.8% |
7% |
False |
False |
187,454 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.8% |
0.0253 |
2.0% |
4% |
False |
False |
158,566 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.5% |
0.0246 |
2.0% |
8% |
False |
False |
119,436 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.6% |
0.0246 |
2.0% |
8% |
False |
False |
95,689 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.4% |
0.0245 |
2.0% |
8% |
False |
False |
80,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3484 |
|
2.618 |
1.3166 |
|
1.618 |
1.2971 |
|
1.000 |
1.2850 |
|
0.618 |
1.2776 |
|
HIGH |
1.2655 |
|
0.618 |
1.2581 |
|
0.500 |
1.2558 |
|
0.382 |
1.2534 |
|
LOW |
1.2460 |
|
0.618 |
1.2339 |
|
1.000 |
1.2265 |
|
1.618 |
1.2144 |
|
2.618 |
1.1949 |
|
4.250 |
1.1631 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2558 |
1.2567 |
| PP |
1.2553 |
1.2559 |
| S1 |
1.2548 |
1.2551 |
|