CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3582 |
1.3523 |
-0.0059 |
-0.4% |
1.3636 |
| High |
1.3642 |
1.3593 |
-0.0049 |
-0.4% |
1.3736 |
| Low |
1.3493 |
1.3257 |
-0.0236 |
-1.7% |
1.3257 |
| Close |
1.3514 |
1.3305 |
-0.0209 |
-1.5% |
1.3305 |
| Range |
0.0149 |
0.0336 |
0.0187 |
125.5% |
0.0479 |
| ATR |
0.0222 |
0.0230 |
0.0008 |
3.7% |
0.0000 |
| Volume |
245,630 |
168,301 |
-77,329 |
-31.5% |
973,538 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4393 |
1.4185 |
1.3490 |
|
| R3 |
1.4057 |
1.3849 |
1.3397 |
|
| R2 |
1.3721 |
1.3721 |
1.3367 |
|
| R1 |
1.3513 |
1.3513 |
1.3336 |
1.3449 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3353 |
| S1 |
1.3177 |
1.3177 |
1.3274 |
1.3113 |
| S2 |
1.3049 |
1.3049 |
1.3243 |
|
| S3 |
1.2713 |
1.2841 |
1.3213 |
|
| S4 |
1.2377 |
1.2505 |
1.3120 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4870 |
1.4566 |
1.3568 |
|
| R3 |
1.4391 |
1.4087 |
1.3437 |
|
| R2 |
1.3912 |
1.3912 |
1.3393 |
|
| R1 |
1.3608 |
1.3608 |
1.3349 |
1.3521 |
| PP |
1.3433 |
1.3433 |
1.3433 |
1.3389 |
| S1 |
1.3129 |
1.3129 |
1.3261 |
1.3042 |
| S2 |
1.2954 |
1.2954 |
1.3217 |
|
| S3 |
1.2475 |
1.2650 |
1.3173 |
|
| S4 |
1.1996 |
1.2171 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3736 |
1.3257 |
0.0479 |
3.6% |
0.0244 |
1.8% |
10% |
False |
True |
194,707 |
| 10 |
1.3740 |
1.2836 |
0.0904 |
6.8% |
0.0261 |
2.0% |
52% |
False |
False |
192,385 |
| 20 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0221 |
1.7% |
66% |
False |
False |
115,935 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0205 |
1.5% |
66% |
False |
False |
58,424 |
| 60 |
1.3893 |
1.2456 |
0.1437 |
10.8% |
0.0214 |
1.6% |
59% |
False |
False |
39,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5021 |
|
2.618 |
1.4473 |
|
1.618 |
1.4137 |
|
1.000 |
1.3929 |
|
0.618 |
1.3801 |
|
HIGH |
1.3593 |
|
0.618 |
1.3465 |
|
0.500 |
1.3425 |
|
0.382 |
1.3385 |
|
LOW |
1.3257 |
|
0.618 |
1.3049 |
|
1.000 |
1.2921 |
|
1.618 |
1.2713 |
|
2.618 |
1.2377 |
|
4.250 |
1.1829 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3425 |
1.3456 |
| PP |
1.3385 |
1.3406 |
| S1 |
1.3345 |
1.3355 |
|