CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2845 |
0.0165 |
1.3% |
1.2615 |
| High |
1.2865 |
1.2944 |
0.0079 |
0.6% |
1.2755 |
| Low |
1.2615 |
1.2731 |
0.0116 |
0.9% |
1.2456 |
| Close |
1.2803 |
1.2862 |
0.0059 |
0.5% |
1.2661 |
| Range |
0.0250 |
0.0213 |
-0.0037 |
-14.8% |
0.0299 |
| ATR |
0.0217 |
0.0217 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
242,873 |
166,059 |
-76,814 |
-31.6% |
938,778 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3485 |
1.3386 |
1.2979 |
|
| R3 |
1.3272 |
1.3173 |
1.2921 |
|
| R2 |
1.3059 |
1.3059 |
1.2901 |
|
| R1 |
1.2960 |
1.2960 |
1.2882 |
1.3010 |
| PP |
1.2846 |
1.2846 |
1.2846 |
1.2870 |
| S1 |
1.2747 |
1.2747 |
1.2842 |
1.2797 |
| S2 |
1.2633 |
1.2633 |
1.2823 |
|
| S3 |
1.2420 |
1.2534 |
1.2803 |
|
| S4 |
1.2207 |
1.2321 |
1.2745 |
|
|
| 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 |
1.2944 |
1.2536 |
0.0408 |
3.2% |
0.0221 |
1.7% |
80% |
True |
False |
202,687 |
| 10 |
1.2944 |
1.2456 |
0.0488 |
3.8% |
0.0190 |
1.5% |
83% |
True |
False |
190,814 |
| 20 |
1.2989 |
1.2456 |
0.0533 |
4.1% |
0.0202 |
1.6% |
76% |
False |
False |
190,679 |
| 40 |
1.3364 |
1.2456 |
0.0908 |
7.1% |
0.0223 |
1.7% |
45% |
False |
False |
191,638 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.3% |
0.0252 |
2.0% |
18% |
False |
False |
171,382 |
| 80 |
1.4687 |
1.2400 |
0.2287 |
17.8% |
0.0244 |
1.9% |
20% |
False |
False |
132,073 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.2% |
0.0250 |
1.9% |
22% |
False |
False |
105,778 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0243 |
1.9% |
21% |
False |
False |
88,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3849 |
|
2.618 |
1.3502 |
|
1.618 |
1.3289 |
|
1.000 |
1.3157 |
|
0.618 |
1.3076 |
|
HIGH |
1.2944 |
|
0.618 |
1.2863 |
|
0.500 |
1.2838 |
|
0.382 |
1.2812 |
|
LOW |
1.2731 |
|
0.618 |
1.2599 |
|
1.000 |
1.2518 |
|
1.618 |
1.2386 |
|
2.618 |
1.2173 |
|
4.250 |
1.1826 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2854 |
1.2828 |
| PP |
1.2846 |
1.2794 |
| S1 |
1.2838 |
1.2760 |
|