CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3636 |
1.3622 |
-0.0014 |
-0.1% |
1.2898 |
| High |
1.3736 |
1.3678 |
-0.0058 |
-0.4% |
1.3740 |
| Low |
1.3485 |
1.3431 |
-0.0054 |
-0.4% |
1.2836 |
| Close |
1.3630 |
1.3519 |
-0.0111 |
-0.8% |
1.3552 |
| Range |
0.0251 |
0.0247 |
-0.0004 |
-1.6% |
0.0904 |
| ATR |
0.0225 |
0.0226 |
0.0002 |
0.7% |
0.0000 |
| Volume |
185,528 |
162,992 |
-22,536 |
-12.1% |
950,315 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4284 |
1.4148 |
1.3655 |
|
| R3 |
1.4037 |
1.3901 |
1.3587 |
|
| R2 |
1.3790 |
1.3790 |
1.3564 |
|
| R1 |
1.3654 |
1.3654 |
1.3542 |
1.3599 |
| PP |
1.3543 |
1.3543 |
1.3543 |
1.3515 |
| S1 |
1.3407 |
1.3407 |
1.3496 |
1.3352 |
| S2 |
1.3296 |
1.3296 |
1.3474 |
|
| S3 |
1.3049 |
1.3160 |
1.3451 |
|
| S4 |
1.2802 |
1.2913 |
1.3383 |
|
|
| 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 |
1.2988 |
0.0752 |
5.6% |
0.0308 |
2.3% |
71% |
False |
False |
192,084 |
| 10 |
1.3740 |
1.2621 |
0.1119 |
8.3% |
0.0245 |
1.8% |
80% |
False |
False |
162,261 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0206 |
1.5% |
83% |
False |
False |
85,215 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0203 |
1.5% |
83% |
False |
False |
42,814 |
| 60 |
1.4291 |
1.2456 |
0.1835 |
13.6% |
0.0214 |
1.6% |
58% |
False |
False |
28,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4728 |
|
2.618 |
1.4325 |
|
1.618 |
1.4078 |
|
1.000 |
1.3925 |
|
0.618 |
1.3831 |
|
HIGH |
1.3678 |
|
0.618 |
1.3584 |
|
0.500 |
1.3555 |
|
0.382 |
1.3525 |
|
LOW |
1.3431 |
|
0.618 |
1.3278 |
|
1.000 |
1.3184 |
|
1.618 |
1.3031 |
|
2.618 |
1.2784 |
|
4.250 |
1.2381 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3555 |
1.3584 |
| PP |
1.3543 |
1.3562 |
| S1 |
1.3531 |
1.3541 |
|