CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2519 |
1.2663 |
0.0144 |
1.2% |
1.2620 |
| High |
1.2755 |
1.2726 |
-0.0029 |
-0.2% |
1.2755 |
| Low |
1.2519 |
1.2560 |
0.0041 |
0.3% |
1.2456 |
| Close |
1.2662 |
1.2634 |
-0.0028 |
-0.2% |
1.2662 |
| Range |
0.0236 |
0.0166 |
-0.0070 |
-29.7% |
0.0299 |
| ATR |
0.0200 |
0.0197 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
7,130 |
13,552 |
6,422 |
90.1% |
27,784 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3052 |
1.2725 |
|
| R3 |
1.2972 |
1.2886 |
1.2680 |
|
| R2 |
1.2806 |
1.2806 |
1.2664 |
|
| R1 |
1.2720 |
1.2720 |
1.2649 |
1.2680 |
| PP |
1.2640 |
1.2640 |
1.2640 |
1.2620 |
| S1 |
1.2554 |
1.2554 |
1.2619 |
1.2514 |
| S2 |
1.2474 |
1.2474 |
1.2604 |
|
| S3 |
1.2308 |
1.2388 |
1.2588 |
|
| S4 |
1.2142 |
1.2222 |
1.2543 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3521 |
1.3391 |
1.2826 |
|
| R3 |
1.3222 |
1.3092 |
1.2744 |
|
| R2 |
1.2923 |
1.2923 |
1.2717 |
|
| R1 |
1.2793 |
1.2793 |
1.2689 |
1.2858 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2657 |
| S1 |
1.2494 |
1.2494 |
1.2635 |
1.2559 |
| S2 |
1.2325 |
1.2325 |
1.2607 |
|
| S3 |
1.2026 |
1.2195 |
1.2580 |
|
| S4 |
1.1727 |
1.1896 |
1.2498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2755 |
1.2456 |
0.0299 |
2.4% |
0.0187 |
1.5% |
60% |
False |
False |
7,058 |
| 10 |
1.2868 |
1.2456 |
0.0412 |
3.3% |
0.0161 |
1.3% |
43% |
False |
False |
5,253 |
| 20 |
1.3072 |
1.2456 |
0.0616 |
4.9% |
0.0185 |
1.5% |
29% |
False |
False |
2,917 |
| 40 |
1.3353 |
1.2456 |
0.0897 |
7.1% |
0.0201 |
1.6% |
20% |
False |
False |
1,598 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.9% |
0.0212 |
1.7% |
8% |
False |
False |
1,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3432 |
|
2.618 |
1.3161 |
|
1.618 |
1.2995 |
|
1.000 |
1.2892 |
|
0.618 |
1.2829 |
|
HIGH |
1.2726 |
|
0.618 |
1.2663 |
|
0.500 |
1.2643 |
|
0.382 |
1.2623 |
|
LOW |
1.2560 |
|
0.618 |
1.2457 |
|
1.000 |
1.2394 |
|
1.618 |
1.2291 |
|
2.618 |
1.2125 |
|
4.250 |
1.1855 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2643 |
1.2627 |
| PP |
1.2640 |
1.2620 |
| S1 |
1.2637 |
1.2614 |
|