CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3472 |
-0.0150 |
-1.1% |
1.2898 |
| High |
1.3678 |
1.3655 |
-0.0023 |
-0.2% |
1.3740 |
| Low |
1.3431 |
1.3418 |
-0.0013 |
-0.1% |
1.2836 |
| Close |
1.3519 |
1.3566 |
0.0047 |
0.3% |
1.3552 |
| Range |
0.0247 |
0.0237 |
-0.0010 |
-4.0% |
0.0904 |
| ATR |
0.0226 |
0.0227 |
0.0001 |
0.3% |
0.0000 |
| Volume |
162,992 |
211,087 |
48,095 |
29.5% |
950,315 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4257 |
1.4149 |
1.3696 |
|
| R3 |
1.4020 |
1.3912 |
1.3631 |
|
| R2 |
1.3783 |
1.3783 |
1.3609 |
|
| R1 |
1.3675 |
1.3675 |
1.3588 |
1.3729 |
| PP |
1.3546 |
1.3546 |
1.3546 |
1.3574 |
| S1 |
1.3438 |
1.3438 |
1.3544 |
1.3492 |
| S2 |
1.3309 |
1.3309 |
1.3523 |
|
| S3 |
1.3072 |
1.3201 |
1.3501 |
|
| S4 |
1.2835 |
1.2964 |
1.3436 |
|
|
| 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 |
1.3415 |
0.0325 |
2.4% |
0.0254 |
1.9% |
46% |
False |
False |
204,242 |
| 10 |
1.3740 |
1.2732 |
0.1008 |
7.4% |
0.0244 |
1.8% |
83% |
False |
False |
178,036 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0209 |
1.5% |
86% |
False |
False |
95,326 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0204 |
1.5% |
86% |
False |
False |
48,082 |
| 60 |
1.4119 |
1.2456 |
0.1663 |
12.3% |
0.0211 |
1.6% |
67% |
False |
False |
32,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4662 |
|
2.618 |
1.4275 |
|
1.618 |
1.4038 |
|
1.000 |
1.3892 |
|
0.618 |
1.3801 |
|
HIGH |
1.3655 |
|
0.618 |
1.3564 |
|
0.500 |
1.3537 |
|
0.382 |
1.3509 |
|
LOW |
1.3418 |
|
0.618 |
1.3272 |
|
1.000 |
1.3181 |
|
1.618 |
1.3035 |
|
2.618 |
1.2798 |
|
4.250 |
1.2411 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3556 |
1.3577 |
| PP |
1.3546 |
1.3573 |
| S1 |
1.3537 |
1.3570 |
|