CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4585 |
1.4555 |
-0.0030 |
-0.2% |
1.4236 |
| High |
1.4600 |
1.4638 |
0.0038 |
0.3% |
1.4600 |
| Low |
1.4550 |
1.4540 |
-0.0010 |
-0.1% |
1.4236 |
| Close |
1.4591 |
1.4612 |
0.0021 |
0.1% |
1.4591 |
| Range |
0.0050 |
0.0098 |
0.0048 |
96.0% |
0.0364 |
| ATR |
|
|
|
|
|
| Volume |
16 |
71 |
55 |
343.8% |
144 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4891 |
1.4849 |
1.4666 |
|
| R3 |
1.4793 |
1.4751 |
1.4639 |
|
| R2 |
1.4695 |
1.4695 |
1.4630 |
|
| R1 |
1.4653 |
1.4653 |
1.4621 |
1.4674 |
| PP |
1.4597 |
1.4597 |
1.4597 |
1.4607 |
| S1 |
1.4555 |
1.4555 |
1.4603 |
1.4576 |
| S2 |
1.4499 |
1.4499 |
1.4594 |
|
| S3 |
1.4401 |
1.4457 |
1.4585 |
|
| S4 |
1.4303 |
1.4359 |
1.4558 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5568 |
1.5443 |
1.4791 |
|
| R3 |
1.5204 |
1.5079 |
1.4691 |
|
| R2 |
1.4840 |
1.4840 |
1.4658 |
|
| R1 |
1.4715 |
1.4715 |
1.4624 |
1.4778 |
| PP |
1.4476 |
1.4476 |
1.4476 |
1.4507 |
| S1 |
1.4351 |
1.4351 |
1.4558 |
1.4414 |
| S2 |
1.4112 |
1.4112 |
1.4524 |
|
| S3 |
1.3748 |
1.3987 |
1.4491 |
|
| S4 |
1.3384 |
1.3623 |
1.4391 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5055 |
|
2.618 |
1.4895 |
|
1.618 |
1.4797 |
|
1.000 |
1.4736 |
|
0.618 |
1.4699 |
|
HIGH |
1.4638 |
|
0.618 |
1.4601 |
|
0.500 |
1.4589 |
|
0.382 |
1.4577 |
|
LOW |
1.4540 |
|
0.618 |
1.4479 |
|
1.000 |
1.4442 |
|
1.618 |
1.4381 |
|
2.618 |
1.4283 |
|
4.250 |
1.4124 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4604 |
1.4602 |
| PP |
1.4597 |
1.4592 |
| S1 |
1.4589 |
1.4582 |
|