CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3016 |
1.3507 |
0.0491 |
3.8% |
1.2663 |
| High |
1.3497 |
1.3740 |
0.0243 |
1.8% |
1.2961 |
| Low |
1.2988 |
1.3415 |
0.0427 |
3.3% |
1.2560 |
| Close |
1.3419 |
1.3660 |
0.0241 |
1.8% |
1.2901 |
| Range |
0.0509 |
0.0325 |
-0.0184 |
-36.1% |
0.0401 |
| ATR |
0.0216 |
0.0224 |
0.0008 |
3.6% |
0.0000 |
| Volume |
150,299 |
233,081 |
82,782 |
55.1% |
367,073 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4580 |
1.4445 |
1.3839 |
|
| R3 |
1.4255 |
1.4120 |
1.3749 |
|
| R2 |
1.3930 |
1.3930 |
1.3720 |
|
| R1 |
1.3795 |
1.3795 |
1.3690 |
1.3863 |
| PP |
1.3605 |
1.3605 |
1.3605 |
1.3639 |
| S1 |
1.3470 |
1.3470 |
1.3630 |
1.3538 |
| S2 |
1.3280 |
1.3280 |
1.3600 |
|
| S3 |
1.2955 |
1.3145 |
1.3571 |
|
| S4 |
1.2630 |
1.2820 |
1.3481 |
|
|
| 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 |
1.3740 |
1.2836 |
0.0904 |
6.6% |
0.0256 |
1.9% |
91% |
True |
False |
181,183 |
| 10 |
1.3740 |
1.2519 |
0.1221 |
8.9% |
0.0238 |
1.7% |
93% |
True |
False |
109,599 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0210 |
1.5% |
94% |
True |
False |
56,449 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0204 |
1.5% |
94% |
True |
False |
28,417 |
| 60 |
1.4291 |
1.2456 |
0.1835 |
13.4% |
0.0204 |
1.5% |
66% |
False |
False |
19,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5121 |
|
2.618 |
1.4591 |
|
1.618 |
1.4266 |
|
1.000 |
1.4065 |
|
0.618 |
1.3941 |
|
HIGH |
1.3740 |
|
0.618 |
1.3616 |
|
0.500 |
1.3578 |
|
0.382 |
1.3539 |
|
LOW |
1.3415 |
|
0.618 |
1.3214 |
|
1.000 |
1.3090 |
|
1.618 |
1.2889 |
|
2.618 |
1.2564 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3633 |
1.3552 |
| PP |
1.3605 |
1.3444 |
| S1 |
1.3578 |
1.3337 |
|