CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3472 |
1.3582 |
0.0110 |
0.8% |
1.2898 |
| High |
1.3655 |
1.3642 |
-0.0013 |
-0.1% |
1.3740 |
| Low |
1.3418 |
1.3493 |
0.0075 |
0.6% |
1.2836 |
| Close |
1.3566 |
1.3514 |
-0.0052 |
-0.4% |
1.3552 |
| Range |
0.0237 |
0.0149 |
-0.0088 |
-37.1% |
0.0904 |
| ATR |
0.0227 |
0.0222 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
211,087 |
245,630 |
34,543 |
16.4% |
950,315 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3997 |
1.3904 |
1.3596 |
|
| R3 |
1.3848 |
1.3755 |
1.3555 |
|
| R2 |
1.3699 |
1.3699 |
1.3541 |
|
| R1 |
1.3606 |
1.3606 |
1.3528 |
1.3578 |
| PP |
1.3550 |
1.3550 |
1.3550 |
1.3536 |
| S1 |
1.3457 |
1.3457 |
1.3500 |
1.3429 |
| S2 |
1.3401 |
1.3401 |
1.3487 |
|
| S3 |
1.3252 |
1.3308 |
1.3473 |
|
| S4 |
1.3103 |
1.3159 |
1.3432 |
|
|
| 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 |
1.3736 |
1.3418 |
0.0318 |
2.4% |
0.0219 |
1.6% |
30% |
False |
False |
206,752 |
| 10 |
1.3740 |
1.2836 |
0.0904 |
6.7% |
0.0237 |
1.8% |
75% |
False |
False |
193,967 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0211 |
1.6% |
82% |
False |
False |
107,556 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0202 |
1.5% |
82% |
False |
False |
54,220 |
| 60 |
1.4000 |
1.2456 |
0.1544 |
11.4% |
0.0212 |
1.6% |
69% |
False |
False |
36,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4275 |
|
2.618 |
1.4032 |
|
1.618 |
1.3883 |
|
1.000 |
1.3791 |
|
0.618 |
1.3734 |
|
HIGH |
1.3642 |
|
0.618 |
1.3585 |
|
0.500 |
1.3568 |
|
0.382 |
1.3550 |
|
LOW |
1.3493 |
|
0.618 |
1.3401 |
|
1.000 |
1.3344 |
|
1.618 |
1.3252 |
|
2.618 |
1.3103 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3568 |
1.3548 |
| PP |
1.3550 |
1.3537 |
| S1 |
1.3532 |
1.3525 |
|