CME Euro FX (E) Future June 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 |
1.2906 |
1.2898 |
-0.0008 |
-0.1% |
1.2663 |
| High |
1.2961 |
1.3075 |
0.0114 |
0.9% |
1.2961 |
| Low |
1.2860 |
1.2836 |
-0.0024 |
-0.2% |
1.2560 |
| Close |
1.2901 |
1.2984 |
0.0083 |
0.6% |
1.2901 |
| Range |
0.0101 |
0.0239 |
0.0138 |
136.6% |
0.0401 |
| ATR |
0.0197 |
0.0200 |
0.0003 |
1.5% |
0.0000 |
| Volume |
184,123 |
149,548 |
-34,575 |
-18.8% |
367,073 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3682 |
1.3572 |
1.3115 |
|
| R3 |
1.3443 |
1.3333 |
1.3050 |
|
| R2 |
1.3204 |
1.3204 |
1.3028 |
|
| R1 |
1.3094 |
1.3094 |
1.3006 |
1.3149 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.2993 |
| S1 |
1.2855 |
1.2855 |
1.2962 |
1.2910 |
| S2 |
1.2726 |
1.2726 |
1.2940 |
|
| S3 |
1.2487 |
1.2616 |
1.2918 |
|
| S4 |
1.2248 |
1.2377 |
1.2853 |
|
|
| 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 |
1.3075 |
1.2586 |
0.0489 |
3.8% |
0.0209 |
1.6% |
81% |
True |
False |
100,613 |
| 10 |
1.3075 |
1.2456 |
0.0619 |
4.8% |
0.0198 |
1.5% |
85% |
True |
False |
53,835 |
| 20 |
1.3075 |
1.2456 |
0.0619 |
4.8% |
0.0193 |
1.5% |
85% |
True |
False |
27,940 |
| 40 |
1.3350 |
1.2456 |
0.0894 |
6.9% |
0.0206 |
1.6% |
59% |
False |
False |
14,129 |
| 60 |
1.4590 |
1.2456 |
0.2134 |
16.4% |
0.0205 |
1.6% |
25% |
False |
False |
9,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4091 |
|
2.618 |
1.3701 |
|
1.618 |
1.3462 |
|
1.000 |
1.3314 |
|
0.618 |
1.3223 |
|
HIGH |
1.3075 |
|
0.618 |
1.2984 |
|
0.500 |
1.2956 |
|
0.382 |
1.2927 |
|
LOW |
1.2836 |
|
0.618 |
1.2688 |
|
1.000 |
1.2597 |
|
1.618 |
1.2449 |
|
2.618 |
1.2210 |
|
4.250 |
1.1820 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2975 |
1.2957 |
| PP |
1.2965 |
1.2930 |
| S1 |
1.2956 |
1.2904 |
|