CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3667 |
1.3636 |
-0.0031 |
-0.2% |
1.2898 |
| High |
1.3725 |
1.3736 |
0.0011 |
0.1% |
1.3740 |
| Low |
1.3515 |
1.3485 |
-0.0030 |
-0.2% |
1.2836 |
| Close |
1.3552 |
1.3630 |
0.0078 |
0.6% |
1.3552 |
| Range |
0.0210 |
0.0251 |
0.0041 |
19.5% |
0.0904 |
| ATR |
0.0223 |
0.0225 |
0.0002 |
0.9% |
0.0000 |
| Volume |
228,523 |
185,528 |
-42,995 |
-18.8% |
950,315 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4370 |
1.4251 |
1.3768 |
|
| R3 |
1.4119 |
1.4000 |
1.3699 |
|
| R2 |
1.3868 |
1.3868 |
1.3676 |
|
| R1 |
1.3749 |
1.3749 |
1.3653 |
1.3683 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3584 |
| S1 |
1.3498 |
1.3498 |
1.3607 |
1.3432 |
| S2 |
1.3366 |
1.3366 |
1.3584 |
|
| S3 |
1.3115 |
1.3247 |
1.3561 |
|
| S4 |
1.2864 |
1.2996 |
1.3492 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6088 |
1.5724 |
1.4049 |
|
| R3 |
1.5184 |
1.4820 |
1.3801 |
|
| R2 |
1.4280 |
1.4280 |
1.3718 |
|
| R1 |
1.3916 |
1.3916 |
1.3635 |
1.4098 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3467 |
| S1 |
1.3012 |
1.3012 |
1.3469 |
1.3194 |
| S2 |
1.2472 |
1.2472 |
1.3386 |
|
| S3 |
1.1568 |
1.2108 |
1.3303 |
|
| S4 |
1.0664 |
1.1204 |
1.3055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.2933 |
0.0807 |
5.9% |
0.0280 |
2.1% |
86% |
False |
False |
197,259 |
| 10 |
1.3740 |
1.2586 |
0.1154 |
8.5% |
0.0244 |
1.8% |
90% |
False |
False |
148,936 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0202 |
1.5% |
91% |
False |
False |
77,094 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0205 |
1.5% |
91% |
False |
False |
38,746 |
| 60 |
1.4291 |
1.2456 |
0.1835 |
13.5% |
0.0210 |
1.5% |
64% |
False |
False |
25,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4803 |
|
2.618 |
1.4393 |
|
1.618 |
1.4142 |
|
1.000 |
1.3987 |
|
0.618 |
1.3891 |
|
HIGH |
1.3736 |
|
0.618 |
1.3640 |
|
0.500 |
1.3611 |
|
0.382 |
1.3581 |
|
LOW |
1.3485 |
|
0.618 |
1.3330 |
|
1.000 |
1.3234 |
|
1.618 |
1.3079 |
|
2.618 |
1.2828 |
|
4.250 |
1.2418 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3624 |
1.3613 |
| PP |
1.3617 |
1.3595 |
| S1 |
1.3611 |
1.3578 |
|