CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3019 |
1.3140 |
0.0121 |
0.9% |
1.2648 |
| High |
1.3019 |
1.3421 |
0.0402 |
3.1% |
1.2914 |
| Low |
1.3019 |
1.3140 |
0.0121 |
0.9% |
1.2648 |
| Close |
1.3019 |
1.3429 |
0.0410 |
3.1% |
1.2914 |
| Range |
0.0000 |
0.0281 |
0.0281 |
|
0.0266 |
| ATR |
|
|
|
|
|
| Volume |
5 |
19 |
14 |
280.0% |
96 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4173 |
1.4082 |
1.3584 |
|
| R3 |
1.3892 |
1.3801 |
1.3506 |
|
| R2 |
1.3611 |
1.3611 |
1.3481 |
|
| R1 |
1.3520 |
1.3520 |
1.3455 |
1.3566 |
| PP |
1.3330 |
1.3330 |
1.3330 |
1.3353 |
| S1 |
1.3239 |
1.3239 |
1.3403 |
1.3285 |
| S2 |
1.3049 |
1.3049 |
1.3377 |
|
| S3 |
1.2768 |
1.2958 |
1.3352 |
|
| S4 |
1.2487 |
1.2677 |
1.3274 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3623 |
1.3535 |
1.3060 |
|
| R3 |
1.3357 |
1.3269 |
1.2987 |
|
| R2 |
1.3091 |
1.3091 |
1.2963 |
|
| R1 |
1.3003 |
1.3003 |
1.2938 |
1.3047 |
| PP |
1.2825 |
1.2825 |
1.2825 |
1.2848 |
| S1 |
1.2737 |
1.2737 |
1.2890 |
1.2781 |
| S2 |
1.2559 |
1.2559 |
1.2865 |
|
| S3 |
1.2293 |
1.2471 |
1.2841 |
|
| S4 |
1.2027 |
1.2205 |
1.2768 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4615 |
|
2.618 |
1.4157 |
|
1.618 |
1.3876 |
|
1.000 |
1.3702 |
|
0.618 |
1.3595 |
|
HIGH |
1.3421 |
|
0.618 |
1.3314 |
|
0.500 |
1.3281 |
|
0.382 |
1.3247 |
|
LOW |
1.3140 |
|
0.618 |
1.2966 |
|
1.000 |
1.2859 |
|
1.618 |
1.2685 |
|
2.618 |
1.2404 |
|
4.250 |
1.1946 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3380 |
1.3355 |
| PP |
1.3330 |
1.3282 |
| S1 |
1.3281 |
1.3208 |
|