CME Euro FX 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 |
1.3513 |
1.3605 |
0.0092 |
0.7% |
1.2984 |
| High |
1.3630 |
1.3630 |
0.0000 |
0.0% |
1.3740 |
| Low |
1.3465 |
1.3510 |
0.0045 |
0.3% |
1.2945 |
| Close |
1.3566 |
1.3514 |
-0.0052 |
-0.4% |
1.3552 |
| Range |
0.0165 |
0.0120 |
-0.0045 |
-27.3% |
0.0795 |
| ATR |
0.0148 |
0.0146 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
211,635 |
246,557 |
34,922 |
16.5% |
962,973 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3911 |
1.3833 |
1.3580 |
|
| R3 |
1.3791 |
1.3713 |
1.3547 |
|
| R2 |
1.3671 |
1.3671 |
1.3536 |
|
| R1 |
1.3593 |
1.3593 |
1.3525 |
1.3572 |
| PP |
1.3551 |
1.3551 |
1.3551 |
1.3541 |
| S1 |
1.3473 |
1.3473 |
1.3503 |
1.3452 |
| S2 |
1.3431 |
1.3431 |
1.3492 |
|
| S3 |
1.3311 |
1.3353 |
1.3481 |
|
| S4 |
1.3191 |
1.3233 |
1.3448 |
|
|
| 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 |
1.3650 |
1.3465 |
0.0185 |
1.4% |
0.0131 |
1.0% |
26% |
False |
False |
208,494 |
| 10 |
1.3740 |
1.2875 |
0.0865 |
6.4% |
0.0131 |
1.0% |
74% |
False |
False |
195,808 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
8.9% |
0.0090 |
0.7% |
81% |
False |
False |
108,752 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0047 |
0.3% |
81% |
False |
False |
54,818 |
| 60 |
1.4028 |
1.2530 |
0.1498 |
11.1% |
0.0039 |
0.3% |
66% |
False |
False |
36,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4140 |
|
2.618 |
1.3944 |
|
1.618 |
1.3824 |
|
1.000 |
1.3750 |
|
0.618 |
1.3704 |
|
HIGH |
1.3630 |
|
0.618 |
1.3584 |
|
0.500 |
1.3570 |
|
0.382 |
1.3556 |
|
LOW |
1.3510 |
|
0.618 |
1.3436 |
|
1.000 |
1.3390 |
|
1.618 |
1.3316 |
|
2.618 |
1.3196 |
|
4.250 |
1.3000 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3570 |
1.3548 |
| PP |
1.3551 |
1.3536 |
| S1 |
1.3533 |
1.3525 |
|