CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2976 |
1.3016 |
0.0040 |
0.3% |
1.2663 |
| High |
1.3037 |
1.3497 |
0.0460 |
3.5% |
1.2961 |
| Low |
1.2933 |
1.2988 |
0.0055 |
0.4% |
1.2560 |
| Close |
1.3007 |
1.3419 |
0.0412 |
3.2% |
1.2901 |
| Range |
0.0104 |
0.0509 |
0.0405 |
389.4% |
0.0401 |
| ATR |
0.0193 |
0.0216 |
0.0023 |
11.7% |
0.0000 |
| Volume |
188,864 |
150,299 |
-38,565 |
-20.4% |
367,073 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4828 |
1.4633 |
1.3699 |
|
| R3 |
1.4319 |
1.4124 |
1.3559 |
|
| R2 |
1.3810 |
1.3810 |
1.3512 |
|
| R1 |
1.3615 |
1.3615 |
1.3466 |
1.3713 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3350 |
| S1 |
1.3106 |
1.3106 |
1.3372 |
1.3204 |
| S2 |
1.2792 |
1.2792 |
1.3326 |
|
| S3 |
1.2283 |
1.2597 |
1.3279 |
|
| S4 |
1.1774 |
1.2088 |
1.3139 |
|
|
| 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 |
1.3497 |
1.2732 |
0.0765 |
5.7% |
0.0234 |
1.7% |
90% |
True |
False |
151,831 |
| 10 |
1.3497 |
1.2472 |
0.1025 |
7.6% |
0.0224 |
1.7% |
92% |
True |
False |
86,769 |
| 20 |
1.3497 |
1.2456 |
0.1041 |
7.8% |
0.0203 |
1.5% |
93% |
True |
False |
44,820 |
| 40 |
1.3497 |
1.2456 |
0.1041 |
7.8% |
0.0202 |
1.5% |
93% |
True |
False |
22,598 |
| 60 |
1.4291 |
1.2456 |
0.1835 |
13.7% |
0.0201 |
1.5% |
52% |
False |
False |
15,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5660 |
|
2.618 |
1.4830 |
|
1.618 |
1.4321 |
|
1.000 |
1.4006 |
|
0.618 |
1.3812 |
|
HIGH |
1.3497 |
|
0.618 |
1.3303 |
|
0.500 |
1.3243 |
|
0.382 |
1.3182 |
|
LOW |
1.2988 |
|
0.618 |
1.2673 |
|
1.000 |
1.2479 |
|
1.618 |
1.2164 |
|
2.618 |
1.1655 |
|
4.250 |
1.0825 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3360 |
1.3335 |
| PP |
1.3301 |
1.3251 |
| S1 |
1.3243 |
1.3167 |
|