CME Euro FX (E) Future September 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 |
1.3497 |
1.3555 |
0.0058 |
0.4% |
1.2925 |
| High |
1.3653 |
1.3561 |
-0.0092 |
-0.7% |
1.3735 |
| Low |
1.3477 |
1.3508 |
0.0031 |
0.2% |
1.2925 |
| Close |
1.3573 |
1.3520 |
-0.0053 |
-0.4% |
1.3558 |
| Range |
0.0176 |
0.0053 |
-0.0123 |
-69.9% |
0.0810 |
| ATR |
0.0176 |
0.0168 |
-0.0008 |
-4.5% |
0.0000 |
| Volume |
260 |
232 |
-28 |
-10.8% |
242 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3689 |
1.3657 |
1.3549 |
|
| R3 |
1.3636 |
1.3604 |
1.3535 |
|
| R2 |
1.3583 |
1.3583 |
1.3530 |
|
| R1 |
1.3551 |
1.3551 |
1.3525 |
1.3541 |
| PP |
1.3530 |
1.3530 |
1.3530 |
1.3524 |
| S1 |
1.3498 |
1.3498 |
1.3515 |
1.3488 |
| S2 |
1.3477 |
1.3477 |
1.3510 |
|
| S3 |
1.3424 |
1.3445 |
1.3505 |
|
| S4 |
1.3371 |
1.3392 |
1.3491 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5836 |
1.5507 |
1.4004 |
|
| R3 |
1.5026 |
1.4697 |
1.3781 |
|
| R2 |
1.4216 |
1.4216 |
1.3707 |
|
| R1 |
1.3887 |
1.3887 |
1.3632 |
1.4052 |
| PP |
1.3406 |
1.3406 |
1.3406 |
1.3488 |
| S1 |
1.3077 |
1.3077 |
1.3484 |
1.3242 |
| S2 |
1.2596 |
1.2596 |
1.3410 |
|
| S3 |
1.1786 |
1.2267 |
1.3335 |
|
| S4 |
1.0976 |
1.1457 |
1.3113 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3786 |
|
2.618 |
1.3700 |
|
1.618 |
1.3647 |
|
1.000 |
1.3614 |
|
0.618 |
1.3594 |
|
HIGH |
1.3561 |
|
0.618 |
1.3541 |
|
0.500 |
1.3535 |
|
0.382 |
1.3528 |
|
LOW |
1.3508 |
|
0.618 |
1.3475 |
|
1.000 |
1.3455 |
|
1.618 |
1.3422 |
|
2.618 |
1.3369 |
|
4.250 |
1.3283 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3535 |
1.3563 |
| PP |
1.3530 |
1.3548 |
| S1 |
1.3525 |
1.3534 |
|