CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3607 |
1.3555 |
-0.0052 |
-0.4% |
1.2984 |
| High |
1.3650 |
1.3650 |
0.0000 |
0.0% |
1.3740 |
| Low |
1.3525 |
1.3490 |
-0.0035 |
-0.3% |
1.2945 |
| Close |
1.3552 |
1.3630 |
0.0078 |
0.6% |
1.3552 |
| Range |
0.0125 |
0.0160 |
0.0035 |
28.0% |
0.0795 |
| ATR |
0.0147 |
0.0147 |
0.0001 |
0.7% |
0.0000 |
| Volume |
234,357 |
186,144 |
-48,213 |
-20.6% |
962,973 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4070 |
1.4010 |
1.3718 |
|
| R3 |
1.3910 |
1.3850 |
1.3674 |
|
| R2 |
1.3750 |
1.3750 |
1.3659 |
|
| R1 |
1.3690 |
1.3690 |
1.3645 |
1.3720 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3605 |
| S1 |
1.3530 |
1.3530 |
1.3615 |
1.3560 |
| S2 |
1.3430 |
1.3430 |
1.3601 |
|
| S3 |
1.3270 |
1.3370 |
1.3586 |
|
| S4 |
1.3110 |
1.3210 |
1.3542 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5797 |
1.5470 |
1.3989 |
|
| R3 |
1.5002 |
1.4675 |
1.3771 |
|
| R2 |
1.4207 |
1.4207 |
1.3698 |
|
| R1 |
1.3880 |
1.3880 |
1.3625 |
1.4044 |
| PP |
1.3412 |
1.3412 |
1.3412 |
1.3494 |
| S1 |
1.3085 |
1.3085 |
1.3479 |
1.3249 |
| S2 |
1.2617 |
1.2617 |
1.3406 |
|
| S3 |
1.1822 |
1.2290 |
1.3333 |
|
| S4 |
1.1027 |
1.1495 |
1.3115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.2945 |
0.0795 |
5.8% |
0.0166 |
1.2% |
86% |
False |
False |
199,478 |
| 10 |
1.3740 |
1.2620 |
0.1120 |
8.2% |
0.0128 |
0.9% |
90% |
False |
False |
151,074 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0072 |
0.5% |
91% |
False |
False |
78,177 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0038 |
0.3% |
91% |
False |
False |
39,287 |
| 60 |
1.4034 |
1.2530 |
0.1504 |
11.0% |
0.0033 |
0.2% |
73% |
False |
False |
26,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4330 |
|
2.618 |
1.4069 |
|
1.618 |
1.3909 |
|
1.000 |
1.3810 |
|
0.618 |
1.3749 |
|
HIGH |
1.3650 |
|
0.618 |
1.3589 |
|
0.500 |
1.3570 |
|
0.382 |
1.3551 |
|
LOW |
1.3490 |
|
0.618 |
1.3391 |
|
1.000 |
1.3330 |
|
1.618 |
1.3231 |
|
2.618 |
1.3071 |
|
4.250 |
1.2810 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3610 |
1.3625 |
| PP |
1.3590 |
1.3620 |
| S1 |
1.3570 |
1.3615 |
|