CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2560 |
1.2546 |
-0.0014 |
-0.1% |
1.2808 |
| High |
1.2676 |
1.2657 |
-0.0019 |
-0.1% |
1.2983 |
| Low |
1.2520 |
1.2456 |
-0.0064 |
-0.5% |
1.2609 |
| Close |
1.2589 |
1.2642 |
0.0053 |
0.4% |
1.2695 |
| Range |
0.0156 |
0.0201 |
0.0045 |
28.8% |
0.0374 |
| ATR |
0.0198 |
0.0198 |
0.0000 |
0.1% |
0.0000 |
| Volume |
5,725 |
4,099 |
-1,626 |
-28.4% |
12,009 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3116 |
1.2753 |
|
| R3 |
1.2987 |
1.2915 |
1.2697 |
|
| R2 |
1.2786 |
1.2786 |
1.2679 |
|
| R1 |
1.2714 |
1.2714 |
1.2660 |
1.2750 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2603 |
| S1 |
1.2513 |
1.2513 |
1.2624 |
1.2549 |
| S2 |
1.2384 |
1.2384 |
1.2605 |
|
| S3 |
1.2183 |
1.2312 |
1.2587 |
|
| S4 |
1.1982 |
1.2111 |
1.2531 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3664 |
1.2901 |
|
| R3 |
1.3510 |
1.3290 |
1.2798 |
|
| R2 |
1.3136 |
1.3136 |
1.2764 |
|
| R1 |
1.2916 |
1.2916 |
1.2729 |
1.2839 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2724 |
| S1 |
1.2542 |
1.2542 |
1.2661 |
1.2465 |
| S2 |
1.2388 |
1.2388 |
1.2626 |
|
| S3 |
1.2014 |
1.2168 |
1.2592 |
|
| S4 |
1.1640 |
1.1794 |
1.2489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2800 |
1.2456 |
0.0344 |
2.7% |
0.0134 |
1.1% |
54% |
False |
True |
3,524 |
| 10 |
1.2983 |
1.2456 |
0.0527 |
4.2% |
0.0183 |
1.4% |
35% |
False |
True |
2,871 |
| 20 |
1.3072 |
1.2456 |
0.0616 |
4.9% |
0.0185 |
1.5% |
30% |
False |
True |
1,680 |
| 40 |
1.3726 |
1.2456 |
0.1270 |
10.0% |
0.0203 |
1.6% |
15% |
False |
True |
973 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.9% |
0.0208 |
1.6% |
9% |
False |
True |
681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3511 |
|
2.618 |
1.3183 |
|
1.618 |
1.2982 |
|
1.000 |
1.2858 |
|
0.618 |
1.2781 |
|
HIGH |
1.2657 |
|
0.618 |
1.2580 |
|
0.500 |
1.2557 |
|
0.382 |
1.2533 |
|
LOW |
1.2456 |
|
0.618 |
1.2332 |
|
1.000 |
1.2255 |
|
1.618 |
1.2131 |
|
2.618 |
1.1930 |
|
4.250 |
1.1602 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2614 |
1.2617 |
| PP |
1.2585 |
1.2591 |
| S1 |
1.2557 |
1.2566 |
|