CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2664 |
1.2605 |
-0.0059 |
-0.5% |
1.2615 |
| High |
1.2727 |
1.2825 |
0.0098 |
0.8% |
1.2755 |
| Low |
1.2555 |
1.2576 |
0.0021 |
0.2% |
1.2456 |
| Close |
1.2629 |
1.2637 |
0.0008 |
0.1% |
1.2661 |
| Range |
0.0172 |
0.0249 |
0.0077 |
44.8% |
0.0299 |
| ATR |
0.0212 |
0.0215 |
0.0003 |
1.2% |
0.0000 |
| Volume |
222,352 |
184,570 |
-37,782 |
-17.0% |
938,778 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3281 |
1.2774 |
|
| R3 |
1.3177 |
1.3032 |
1.2705 |
|
| R2 |
1.2928 |
1.2928 |
1.2683 |
|
| R1 |
1.2783 |
1.2783 |
1.2660 |
1.2856 |
| PP |
1.2679 |
1.2679 |
1.2679 |
1.2716 |
| S1 |
1.2534 |
1.2534 |
1.2614 |
1.2607 |
| S2 |
1.2430 |
1.2430 |
1.2591 |
|
| S3 |
1.2181 |
1.2285 |
1.2569 |
|
| S4 |
1.1932 |
1.2036 |
1.2500 |
|
|
| 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 |
1.2825 |
1.2456 |
0.0369 |
2.9% |
0.0209 |
1.7% |
49% |
True |
False |
193,485 |
| 10 |
1.2880 |
1.2456 |
0.0424 |
3.4% |
0.0176 |
1.4% |
43% |
False |
False |
186,600 |
| 20 |
1.3069 |
1.2456 |
0.0613 |
4.9% |
0.0201 |
1.6% |
30% |
False |
False |
191,939 |
| 40 |
1.3450 |
1.2456 |
0.0994 |
7.9% |
0.0223 |
1.8% |
18% |
False |
False |
189,282 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.7% |
0.0254 |
2.0% |
8% |
False |
False |
167,582 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.4% |
0.0246 |
1.9% |
12% |
False |
False |
126,984 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.5% |
0.0247 |
2.0% |
12% |
False |
False |
101,728 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0244 |
1.9% |
12% |
False |
False |
85,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3883 |
|
2.618 |
1.3477 |
|
1.618 |
1.3228 |
|
1.000 |
1.3074 |
|
0.618 |
1.2979 |
|
HIGH |
1.2825 |
|
0.618 |
1.2730 |
|
0.500 |
1.2701 |
|
0.382 |
1.2671 |
|
LOW |
1.2576 |
|
0.618 |
1.2422 |
|
1.000 |
1.2327 |
|
1.618 |
1.2173 |
|
2.618 |
1.1924 |
|
4.250 |
1.1518 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2701 |
1.2681 |
| PP |
1.2679 |
1.2666 |
| S1 |
1.2658 |
1.2652 |
|