CME Euro FX (E) Future September 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 |
1.3249 |
1.3243 |
-0.0006 |
0.0% |
1.3659 |
| High |
1.3249 |
1.3339 |
0.0090 |
0.7% |
1.3659 |
| Low |
1.3132 |
1.3242 |
0.0110 |
0.8% |
1.3274 |
| Close |
1.3171 |
1.3290 |
0.0119 |
0.9% |
1.3311 |
| Range |
0.0117 |
0.0097 |
-0.0020 |
-17.1% |
0.0385 |
| ATR |
0.0174 |
0.0174 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
128 |
35 |
-93 |
-72.7% |
799 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3533 |
1.3343 |
|
| R3 |
1.3484 |
1.3436 |
1.3317 |
|
| R2 |
1.3387 |
1.3387 |
1.3308 |
|
| R1 |
1.3339 |
1.3339 |
1.3299 |
1.3363 |
| PP |
1.3290 |
1.3290 |
1.3290 |
1.3303 |
| S1 |
1.3242 |
1.3242 |
1.3281 |
1.3266 |
| S2 |
1.3193 |
1.3193 |
1.3272 |
|
| S3 |
1.3096 |
1.3145 |
1.3263 |
|
| S4 |
1.2999 |
1.3048 |
1.3237 |
|
|
| 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 |
1.3751 |
|
2.618 |
1.3593 |
|
1.618 |
1.3496 |
|
1.000 |
1.3436 |
|
0.618 |
1.3399 |
|
HIGH |
1.3339 |
|
0.618 |
1.3302 |
|
0.500 |
1.3291 |
|
0.382 |
1.3279 |
|
LOW |
1.3242 |
|
0.618 |
1.3182 |
|
1.000 |
1.3145 |
|
1.618 |
1.3085 |
|
2.618 |
1.2988 |
|
4.250 |
1.2830 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3291 |
1.3310 |
| PP |
1.3290 |
1.3303 |
| S1 |
1.3290 |
1.3297 |
|