CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4555 |
1.4590 |
0.0035 |
0.2% |
1.4236 |
| High |
1.4638 |
1.4673 |
0.0035 |
0.2% |
1.4600 |
| Low |
1.4540 |
1.4567 |
0.0027 |
0.2% |
1.4236 |
| Close |
1.4612 |
1.4657 |
0.0045 |
0.3% |
1.4591 |
| Range |
0.0098 |
0.0106 |
0.0008 |
8.2% |
0.0364 |
| ATR |
|
|
|
|
|
| Volume |
71 |
106 |
35 |
49.3% |
144 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4950 |
1.4910 |
1.4715 |
|
| R3 |
1.4844 |
1.4804 |
1.4686 |
|
| R2 |
1.4738 |
1.4738 |
1.4676 |
|
| R1 |
1.4698 |
1.4698 |
1.4667 |
1.4718 |
| PP |
1.4632 |
1.4632 |
1.4632 |
1.4643 |
| S1 |
1.4592 |
1.4592 |
1.4647 |
1.4612 |
| S2 |
1.4526 |
1.4526 |
1.4638 |
|
| S3 |
1.4420 |
1.4486 |
1.4628 |
|
| S4 |
1.4314 |
1.4380 |
1.4599 |
|
|
| 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 |
1.5124 |
|
2.618 |
1.4951 |
|
1.618 |
1.4845 |
|
1.000 |
1.4779 |
|
0.618 |
1.4739 |
|
HIGH |
1.4673 |
|
0.618 |
1.4633 |
|
0.500 |
1.4620 |
|
0.382 |
1.4607 |
|
LOW |
1.4567 |
|
0.618 |
1.4501 |
|
1.000 |
1.4461 |
|
1.618 |
1.4395 |
|
2.618 |
1.4289 |
|
4.250 |
1.4117 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4645 |
1.4640 |
| PP |
1.4632 |
1.4623 |
| S1 |
1.4620 |
1.4607 |
|