CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2605 |
1.2680 |
0.0075 |
0.6% |
1.2615 |
| High |
1.2825 |
1.2865 |
0.0040 |
0.3% |
1.2755 |
| Low |
1.2576 |
1.2615 |
0.0039 |
0.3% |
1.2456 |
| Close |
1.2637 |
1.2803 |
0.0166 |
1.3% |
1.2661 |
| Range |
0.0249 |
0.0250 |
0.0001 |
0.4% |
0.0299 |
| ATR |
0.0215 |
0.0217 |
0.0003 |
1.2% |
0.0000 |
| Volume |
184,570 |
242,873 |
58,303 |
31.6% |
938,778 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3407 |
1.2941 |
|
| R3 |
1.3261 |
1.3157 |
1.2872 |
|
| R2 |
1.3011 |
1.3011 |
1.2849 |
|
| R1 |
1.2907 |
1.2907 |
1.2826 |
1.2959 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2787 |
| S1 |
1.2657 |
1.2657 |
1.2780 |
1.2709 |
| S2 |
1.2511 |
1.2511 |
1.2757 |
|
| S3 |
1.2261 |
1.2407 |
1.2734 |
|
| S4 |
1.2011 |
1.2157 |
1.2666 |
|
|
| 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 |
1.2865 |
1.2460 |
0.0405 |
3.2% |
0.0217 |
1.7% |
85% |
True |
False |
205,834 |
| 10 |
1.2865 |
1.2456 |
0.0409 |
3.2% |
0.0182 |
1.4% |
85% |
True |
False |
191,780 |
| 20 |
1.2992 |
1.2456 |
0.0536 |
4.2% |
0.0200 |
1.6% |
65% |
False |
False |
195,710 |
| 40 |
1.3364 |
1.2456 |
0.0908 |
7.1% |
0.0224 |
1.7% |
38% |
False |
False |
190,949 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.4% |
0.0251 |
2.0% |
16% |
False |
False |
170,602 |
| 80 |
1.4687 |
1.2400 |
0.2287 |
17.9% |
0.0244 |
1.9% |
18% |
False |
False |
130,016 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.2% |
0.0248 |
1.9% |
19% |
False |
False |
104,125 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0244 |
1.9% |
19% |
False |
False |
87,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3928 |
|
2.618 |
1.3520 |
|
1.618 |
1.3270 |
|
1.000 |
1.3115 |
|
0.618 |
1.3020 |
|
HIGH |
1.2865 |
|
0.618 |
1.2770 |
|
0.500 |
1.2740 |
|
0.382 |
1.2711 |
|
LOW |
1.2615 |
|
0.618 |
1.2461 |
|
1.000 |
1.2365 |
|
1.618 |
1.2211 |
|
2.618 |
1.1961 |
|
4.250 |
1.1553 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2782 |
1.2772 |
| PP |
1.2761 |
1.2741 |
| S1 |
1.2740 |
1.2710 |
|