CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2905 |
1.2896 |
-0.0009 |
-0.1% |
1.2664 |
| High |
1.2958 |
1.3071 |
0.0113 |
0.9% |
1.2958 |
| Low |
1.2861 |
1.2835 |
-0.0026 |
-0.2% |
1.2555 |
| Close |
1.2899 |
1.3005 |
0.0106 |
0.8% |
1.2899 |
| Range |
0.0097 |
0.0236 |
0.0139 |
143.3% |
0.0403 |
| ATR |
0.0209 |
0.0210 |
0.0002 |
0.9% |
0.0000 |
| Volume |
128,868 |
36,662 |
-92,206 |
-71.6% |
944,722 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3678 |
1.3578 |
1.3135 |
|
| R3 |
1.3442 |
1.3342 |
1.3070 |
|
| R2 |
1.3206 |
1.3206 |
1.3048 |
|
| R1 |
1.3106 |
1.3106 |
1.3027 |
1.3156 |
| PP |
1.2970 |
1.2970 |
1.2970 |
1.2996 |
| S1 |
1.2870 |
1.2870 |
1.2983 |
1.2920 |
| S2 |
1.2734 |
1.2734 |
1.2962 |
|
| S3 |
1.2498 |
1.2634 |
1.2940 |
|
| S4 |
1.2262 |
1.2398 |
1.2875 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4013 |
1.3859 |
1.3121 |
|
| R3 |
1.3610 |
1.3456 |
1.3010 |
|
| R2 |
1.3207 |
1.3207 |
1.2973 |
|
| R1 |
1.3053 |
1.3053 |
1.2936 |
1.3130 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2843 |
| S1 |
1.2650 |
1.2650 |
1.2862 |
1.2727 |
| S2 |
1.2401 |
1.2401 |
1.2825 |
|
| S3 |
1.1998 |
1.2247 |
1.2788 |
|
| S4 |
1.1595 |
1.1844 |
1.2677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3071 |
1.2576 |
0.0495 |
3.8% |
0.0209 |
1.6% |
87% |
True |
False |
151,806 |
| 10 |
1.3071 |
1.2456 |
0.0615 |
4.7% |
0.0200 |
1.5% |
89% |
True |
False |
169,082 |
| 20 |
1.3071 |
1.2456 |
0.0615 |
4.7% |
0.0201 |
1.5% |
89% |
True |
False |
176,749 |
| 40 |
1.3364 |
1.2456 |
0.0908 |
7.0% |
0.0220 |
1.7% |
60% |
False |
False |
187,127 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.2% |
0.0243 |
1.9% |
25% |
False |
False |
169,313 |
| 80 |
1.4687 |
1.2400 |
0.2287 |
17.6% |
0.0244 |
1.9% |
26% |
False |
False |
134,128 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.0% |
0.0248 |
1.9% |
28% |
False |
False |
107,407 |
| 120 |
1.4722 |
1.2351 |
0.2371 |
18.2% |
0.0241 |
1.9% |
28% |
False |
False |
89,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4074 |
|
2.618 |
1.3689 |
|
1.618 |
1.3453 |
|
1.000 |
1.3307 |
|
0.618 |
1.3217 |
|
HIGH |
1.3071 |
|
0.618 |
1.2981 |
|
0.500 |
1.2953 |
|
0.382 |
1.2925 |
|
LOW |
1.2835 |
|
0.618 |
1.2689 |
|
1.000 |
1.2599 |
|
1.618 |
1.2453 |
|
2.618 |
1.2217 |
|
4.250 |
1.1832 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2988 |
1.2970 |
| PP |
1.2970 |
1.2936 |
| S1 |
1.2953 |
1.2901 |
|