CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2846 |
1.2906 |
0.0060 |
0.5% |
1.2663 |
| High |
1.2947 |
1.2961 |
0.0014 |
0.1% |
1.2961 |
| Low |
1.2732 |
1.2860 |
0.0128 |
1.0% |
1.2560 |
| Close |
1.2864 |
1.2901 |
0.0037 |
0.3% |
1.2901 |
| Range |
0.0215 |
0.0101 |
-0.0114 |
-53.0% |
0.0401 |
| ATR |
0.0205 |
0.0197 |
-0.0007 |
-3.6% |
0.0000 |
| Volume |
86,321 |
184,123 |
97,802 |
113.3% |
367,073 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3210 |
1.3157 |
1.2957 |
|
| R3 |
1.3109 |
1.3056 |
1.2929 |
|
| R2 |
1.3008 |
1.3008 |
1.2920 |
|
| R1 |
1.2955 |
1.2955 |
1.2910 |
1.2931 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2896 |
| S1 |
1.2854 |
1.2854 |
1.2892 |
1.2830 |
| S2 |
1.2806 |
1.2806 |
1.2882 |
|
| S3 |
1.2705 |
1.2753 |
1.2873 |
|
| S4 |
1.2604 |
1.2652 |
1.2845 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3857 |
1.3122 |
|
| R3 |
1.3609 |
1.3456 |
1.3011 |
|
| R2 |
1.3208 |
1.3208 |
1.2975 |
|
| R1 |
1.3055 |
1.3055 |
1.2938 |
1.3132 |
| PP |
1.2807 |
1.2807 |
1.2807 |
1.2846 |
| S1 |
1.2654 |
1.2654 |
1.2864 |
1.2731 |
| S2 |
1.2406 |
1.2406 |
1.2827 |
|
| S3 |
1.2005 |
1.2253 |
1.2791 |
|
| S4 |
1.1604 |
1.1852 |
1.2680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2961 |
1.2560 |
0.0401 |
3.1% |
0.0194 |
1.5% |
85% |
True |
False |
73,414 |
| 10 |
1.2961 |
1.2456 |
0.0505 |
3.9% |
0.0182 |
1.4% |
88% |
True |
False |
39,485 |
| 20 |
1.2983 |
1.2456 |
0.0527 |
4.1% |
0.0187 |
1.4% |
84% |
False |
False |
20,539 |
| 40 |
1.3350 |
1.2456 |
0.0894 |
6.9% |
0.0204 |
1.6% |
50% |
False |
False |
10,399 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.5% |
0.0207 |
1.6% |
21% |
False |
False |
6,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3225 |
|
1.618 |
1.3124 |
|
1.000 |
1.3062 |
|
0.618 |
1.3023 |
|
HIGH |
1.2961 |
|
0.618 |
1.2922 |
|
0.500 |
1.2911 |
|
0.382 |
1.2899 |
|
LOW |
1.2860 |
|
0.618 |
1.2798 |
|
1.000 |
1.2759 |
|
1.618 |
1.2697 |
|
2.618 |
1.2596 |
|
4.250 |
1.2431 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2864 |
| PP |
1.2907 |
1.2828 |
| S1 |
1.2904 |
1.2791 |
|