CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3058 |
1.3669 |
0.0611 |
4.7% |
1.2588 |
| High |
1.3419 |
1.3740 |
0.0321 |
2.4% |
1.2930 |
| Low |
1.3058 |
1.3620 |
0.0562 |
4.3% |
1.2565 |
| Close |
1.3419 |
1.3660 |
0.0241 |
1.8% |
1.2901 |
| Range |
0.0361 |
0.0120 |
-0.0241 |
-66.8% |
0.0365 |
| ATR |
0.0134 |
0.0147 |
0.0013 |
10.0% |
0.0000 |
| Volume |
151,357 |
235,840 |
84,483 |
55.8% |
375,447 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4033 |
1.3967 |
1.3726 |
|
| R3 |
1.3913 |
1.3847 |
1.3693 |
|
| R2 |
1.3793 |
1.3793 |
1.3682 |
|
| R1 |
1.3727 |
1.3727 |
1.3671 |
1.3700 |
| PP |
1.3673 |
1.3673 |
1.3673 |
1.3660 |
| S1 |
1.3607 |
1.3607 |
1.3649 |
1.3580 |
| S2 |
1.3553 |
1.3553 |
1.3638 |
|
| S3 |
1.3433 |
1.3487 |
1.3627 |
|
| S4 |
1.3313 |
1.3367 |
1.3594 |
|
|
| 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 |
1.3740 |
1.2875 |
0.0865 |
6.3% |
0.0131 |
1.0% |
91% |
True |
False |
183,122 |
| 10 |
1.3740 |
1.2565 |
0.1175 |
8.6% |
0.0110 |
0.8% |
93% |
True |
False |
111,119 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0057 |
0.4% |
93% |
True |
False |
57,209 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0031 |
0.2% |
93% |
True |
False |
28,797 |
| 60 |
1.4034 |
1.2530 |
0.1504 |
11.0% |
0.0030 |
0.2% |
75% |
False |
False |
19,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4250 |
|
2.618 |
1.4054 |
|
1.618 |
1.3934 |
|
1.000 |
1.3860 |
|
0.618 |
1.3814 |
|
HIGH |
1.3740 |
|
0.618 |
1.3694 |
|
0.500 |
1.3680 |
|
0.382 |
1.3666 |
|
LOW |
1.3620 |
|
0.618 |
1.3546 |
|
1.000 |
1.3500 |
|
1.618 |
1.3426 |
|
2.618 |
1.3306 |
|
4.250 |
1.3110 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3680 |
1.3554 |
| PP |
1.3673 |
1.3448 |
| S1 |
1.3667 |
1.3343 |
|