CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3488 |
-0.0067 |
-0.5% |
1.3659 |
| High |
1.3561 |
1.3488 |
-0.0073 |
-0.5% |
1.3659 |
| Low |
1.3508 |
1.3274 |
-0.0234 |
-1.7% |
1.3274 |
| Close |
1.3520 |
1.3311 |
-0.0209 |
-1.5% |
1.3311 |
| Range |
0.0053 |
0.0214 |
0.0161 |
303.8% |
0.0385 |
| ATR |
0.0168 |
0.0174 |
0.0006 |
3.3% |
0.0000 |
| Volume |
232 |
152 |
-80 |
-34.5% |
799 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4000 |
1.3869 |
1.3429 |
|
| R3 |
1.3786 |
1.3655 |
1.3370 |
|
| R2 |
1.3572 |
1.3572 |
1.3350 |
|
| R1 |
1.3441 |
1.3441 |
1.3331 |
1.3400 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3337 |
| S1 |
1.3227 |
1.3227 |
1.3291 |
1.3186 |
| S2 |
1.3144 |
1.3144 |
1.3272 |
|
| S3 |
1.2930 |
1.3013 |
1.3252 |
|
| S4 |
1.2716 |
1.2799 |
1.3193 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4570 |
1.4325 |
1.3523 |
|
| R3 |
1.4185 |
1.3940 |
1.3417 |
|
| R2 |
1.3800 |
1.3800 |
1.3382 |
|
| R1 |
1.3555 |
1.3555 |
1.3346 |
1.3485 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3380 |
| S1 |
1.3170 |
1.3170 |
1.3276 |
1.3100 |
| S2 |
1.3030 |
1.3030 |
1.3240 |
|
| S3 |
1.2645 |
1.2785 |
1.3205 |
|
| S4 |
1.2260 |
1.2400 |
1.3099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4398 |
|
2.618 |
1.4048 |
|
1.618 |
1.3834 |
|
1.000 |
1.3702 |
|
0.618 |
1.3620 |
|
HIGH |
1.3488 |
|
0.618 |
1.3406 |
|
0.500 |
1.3381 |
|
0.382 |
1.3356 |
|
LOW |
1.3274 |
|
0.618 |
1.3142 |
|
1.000 |
1.3060 |
|
1.618 |
1.2928 |
|
2.618 |
1.2714 |
|
4.250 |
1.2365 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3381 |
1.3464 |
| PP |
1.3358 |
1.3413 |
| S1 |
1.3334 |
1.3362 |
|