CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3310 |
1.3134 |
-0.0176 |
-1.3% |
1.3555 |
| High |
1.3315 |
1.3180 |
-0.0135 |
-1.0% |
1.3650 |
| Low |
1.3270 |
1.3120 |
-0.0150 |
-1.1% |
1.3270 |
| Close |
1.3305 |
1.3164 |
-0.0141 |
-1.1% |
1.3305 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0380 |
| ATR |
0.0153 |
0.0155 |
0.0002 |
1.5% |
0.0000 |
| Volume |
169,577 |
187,552 |
17,975 |
10.6% |
977,694 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3309 |
1.3197 |
|
| R3 |
1.3275 |
1.3249 |
1.3181 |
|
| R2 |
1.3215 |
1.3215 |
1.3175 |
|
| R1 |
1.3189 |
1.3189 |
1.3170 |
1.3202 |
| PP |
1.3155 |
1.3155 |
1.3155 |
1.3161 |
| S1 |
1.3129 |
1.3129 |
1.3159 |
1.3142 |
| S2 |
1.3095 |
1.3095 |
1.3153 |
|
| S3 |
1.3035 |
1.3069 |
1.3148 |
|
| S4 |
1.2975 |
1.3009 |
1.3131 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4548 |
1.4307 |
1.3514 |
|
| R3 |
1.4168 |
1.3927 |
1.3410 |
|
| R2 |
1.3788 |
1.3788 |
1.3375 |
|
| R1 |
1.3547 |
1.3547 |
1.3340 |
1.3478 |
| PP |
1.3408 |
1.3408 |
1.3408 |
1.3374 |
| S1 |
1.3167 |
1.3167 |
1.3270 |
1.3098 |
| S2 |
1.3028 |
1.3028 |
1.3235 |
|
| S3 |
1.2648 |
1.2787 |
1.3201 |
|
| S4 |
1.2268 |
1.2407 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3630 |
1.3120 |
0.0510 |
3.9% |
0.0095 |
0.7% |
9% |
False |
True |
195,820 |
| 10 |
1.3740 |
1.2945 |
0.0795 |
6.0% |
0.0131 |
1.0% |
28% |
False |
False |
197,649 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
9.1% |
0.0093 |
0.7% |
52% |
False |
False |
126,270 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0050 |
0.4% |
52% |
False |
False |
63,740 |
| 60 |
1.3900 |
1.2530 |
0.1370 |
10.4% |
0.0041 |
0.3% |
46% |
False |
False |
42,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3435 |
|
2.618 |
1.3337 |
|
1.618 |
1.3277 |
|
1.000 |
1.3240 |
|
0.618 |
1.3217 |
|
HIGH |
1.3180 |
|
0.618 |
1.3157 |
|
0.500 |
1.3150 |
|
0.382 |
1.3143 |
|
LOW |
1.3120 |
|
0.618 |
1.3083 |
|
1.000 |
1.3060 |
|
1.618 |
1.3023 |
|
2.618 |
1.2963 |
|
4.250 |
1.2865 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3159 |
1.3375 |
| PP |
1.3155 |
1.3305 |
| S1 |
1.3150 |
1.3234 |
|