CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3134 |
1.3312 |
0.0178 |
1.4% |
1.3555 |
| High |
1.3180 |
1.3340 |
0.0160 |
1.2% |
1.3650 |
| Low |
1.3120 |
1.3225 |
0.0105 |
0.8% |
1.3270 |
| Close |
1.3164 |
1.3283 |
0.0119 |
0.9% |
1.3305 |
| Range |
0.0060 |
0.0115 |
0.0055 |
91.7% |
0.0380 |
| ATR |
0.0155 |
0.0157 |
0.0001 |
0.9% |
0.0000 |
| Volume |
187,552 |
165,389 |
-22,163 |
-11.8% |
977,694 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3570 |
1.3346 |
|
| R3 |
1.3513 |
1.3455 |
1.3315 |
|
| R2 |
1.3398 |
1.3398 |
1.3304 |
|
| R1 |
1.3340 |
1.3340 |
1.3294 |
1.3312 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3268 |
| S1 |
1.3225 |
1.3225 |
1.3272 |
1.3197 |
| S2 |
1.3168 |
1.3168 |
1.3262 |
|
| S3 |
1.3053 |
1.3110 |
1.3251 |
|
| S4 |
1.2938 |
1.2995 |
1.3220 |
|
|
| 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 |
3.8% |
0.0101 |
0.8% |
32% |
False |
False |
196,142 |
| 10 |
1.3740 |
1.3058 |
0.0682 |
5.1% |
0.0136 |
1.0% |
33% |
False |
False |
195,218 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
9.0% |
0.0099 |
0.7% |
62% |
False |
False |
134,253 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0052 |
0.4% |
62% |
False |
False |
67,869 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0041 |
0.3% |
62% |
False |
False |
45,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3641 |
|
1.618 |
1.3526 |
|
1.000 |
1.3455 |
|
0.618 |
1.3411 |
|
HIGH |
1.3340 |
|
0.618 |
1.3296 |
|
0.500 |
1.3283 |
|
0.382 |
1.3269 |
|
LOW |
1.3225 |
|
0.618 |
1.3154 |
|
1.000 |
1.3110 |
|
1.618 |
1.3039 |
|
2.618 |
1.2924 |
|
4.250 |
1.2736 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3265 |
| PP |
1.3283 |
1.3248 |
| S1 |
1.3283 |
1.3230 |
|