CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2647 |
1.2542 |
-0.0105 |
-0.8% |
1.2615 |
| High |
1.2655 |
1.2755 |
0.0100 |
0.8% |
1.2755 |
| Low |
1.2460 |
1.2536 |
0.0076 |
0.6% |
1.2456 |
| Close |
1.2543 |
1.2661 |
0.0118 |
0.9% |
1.2661 |
| Range |
0.0195 |
0.0219 |
0.0024 |
12.3% |
0.0299 |
| ATR |
0.0215 |
0.0215 |
0.0000 |
0.1% |
0.0000 |
| Volume |
181,795 |
197,584 |
15,789 |
8.7% |
938,778 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3308 |
1.3203 |
1.2781 |
|
| R3 |
1.3089 |
1.2984 |
1.2721 |
|
| R2 |
1.2870 |
1.2870 |
1.2701 |
|
| R1 |
1.2765 |
1.2765 |
1.2681 |
1.2818 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2677 |
| S1 |
1.2546 |
1.2546 |
1.2641 |
1.2599 |
| S2 |
1.2432 |
1.2432 |
1.2621 |
|
| S3 |
1.2213 |
1.2327 |
1.2601 |
|
| S4 |
1.1994 |
1.2108 |
1.2541 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3521 |
1.3390 |
1.2825 |
|
| R3 |
1.3222 |
1.3091 |
1.2743 |
|
| R2 |
1.2923 |
1.2923 |
1.2716 |
|
| R1 |
1.2792 |
1.2792 |
1.2688 |
1.2858 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2657 |
| S1 |
1.2493 |
1.2493 |
1.2634 |
1.2559 |
| S2 |
1.2325 |
1.2325 |
1.2606 |
|
| S3 |
1.2026 |
1.2194 |
1.2579 |
|
| S4 |
1.1727 |
1.1895 |
1.2497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2755 |
1.2456 |
0.0299 |
2.4% |
0.0174 |
1.4% |
69% |
True |
False |
187,755 |
| 10 |
1.2989 |
1.2456 |
0.0533 |
4.2% |
0.0186 |
1.5% |
38% |
False |
False |
192,344 |
| 20 |
1.3087 |
1.2456 |
0.0631 |
5.0% |
0.0203 |
1.6% |
32% |
False |
False |
192,059 |
| 40 |
1.3770 |
1.2456 |
0.1314 |
10.4% |
0.0227 |
1.8% |
16% |
False |
False |
188,034 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.6% |
0.0253 |
2.0% |
9% |
False |
False |
161,754 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.4% |
0.0246 |
1.9% |
13% |
False |
False |
121,905 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.5% |
0.0246 |
1.9% |
13% |
False |
False |
97,663 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0244 |
1.9% |
13% |
False |
False |
81,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3686 |
|
2.618 |
1.3328 |
|
1.618 |
1.3109 |
|
1.000 |
1.2974 |
|
0.618 |
1.2890 |
|
HIGH |
1.2755 |
|
0.618 |
1.2671 |
|
0.500 |
1.2646 |
|
0.382 |
1.2620 |
|
LOW |
1.2536 |
|
0.618 |
1.2401 |
|
1.000 |
1.2317 |
|
1.618 |
1.2182 |
|
2.618 |
1.1963 |
|
4.250 |
1.1605 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2656 |
1.2643 |
| PP |
1.2651 |
1.2624 |
| S1 |
1.2646 |
1.2606 |
|