CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2947 |
1.3058 |
0.0111 |
0.9% |
1.2588 |
| High |
1.3010 |
1.3419 |
0.0409 |
3.1% |
1.2930 |
| Low |
1.2945 |
1.3058 |
0.0113 |
0.9% |
1.2565 |
| Close |
1.3007 |
1.3419 |
0.0412 |
3.2% |
1.2901 |
| Range |
0.0065 |
0.0361 |
0.0296 |
455.4% |
0.0365 |
| ATR |
0.0113 |
0.0134 |
0.0021 |
19.0% |
0.0000 |
| Volume |
189,692 |
151,357 |
-38,335 |
-20.2% |
375,447 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4382 |
1.4261 |
1.3618 |
|
| R3 |
1.4021 |
1.3900 |
1.3518 |
|
| R2 |
1.3660 |
1.3660 |
1.3485 |
|
| R1 |
1.3539 |
1.3539 |
1.3452 |
1.3600 |
| PP |
1.3299 |
1.3299 |
1.3299 |
1.3329 |
| S1 |
1.3178 |
1.3178 |
1.3386 |
1.3239 |
| S2 |
1.2938 |
1.2938 |
1.3353 |
|
| S3 |
1.2577 |
1.2817 |
1.3320 |
|
| S4 |
1.2216 |
1.2456 |
1.3220 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3894 |
1.3762 |
1.3102 |
|
| R3 |
1.3529 |
1.3397 |
1.3001 |
|
| R2 |
1.3164 |
1.3164 |
1.2968 |
|
| R1 |
1.3032 |
1.3032 |
1.2934 |
1.3098 |
| PP |
1.2799 |
1.2799 |
1.2799 |
1.2832 |
| S1 |
1.2667 |
1.2667 |
1.2868 |
1.2733 |
| S2 |
1.2434 |
1.2434 |
1.2834 |
|
| S3 |
1.2069 |
1.2302 |
1.2801 |
|
| S4 |
1.1704 |
1.1937 |
1.2700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3419 |
1.2750 |
0.0669 |
5.0% |
0.0133 |
1.0% |
100% |
True |
False |
153,722 |
| 10 |
1.3419 |
1.2544 |
0.0875 |
6.5% |
0.0098 |
0.7% |
100% |
True |
False |
88,013 |
| 20 |
1.3419 |
1.2544 |
0.0875 |
6.5% |
0.0054 |
0.4% |
100% |
True |
False |
45,442 |
| 40 |
1.3419 |
1.2530 |
0.0889 |
6.6% |
0.0028 |
0.2% |
100% |
True |
False |
22,909 |
| 60 |
1.4034 |
1.2530 |
0.1504 |
11.2% |
0.0028 |
0.2% |
59% |
False |
False |
15,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4953 |
|
2.618 |
1.4364 |
|
1.618 |
1.4003 |
|
1.000 |
1.3780 |
|
0.618 |
1.3642 |
|
HIGH |
1.3419 |
|
0.618 |
1.3281 |
|
0.500 |
1.3239 |
|
0.382 |
1.3196 |
|
LOW |
1.3058 |
|
0.618 |
1.2835 |
|
1.000 |
1.2697 |
|
1.618 |
1.2474 |
|
2.618 |
1.2113 |
|
4.250 |
1.1524 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3340 |
| PP |
1.3299 |
1.3261 |
| S1 |
1.3239 |
1.3182 |
|