CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4590 |
1.4683 |
0.0093 |
0.6% |
1.4236 |
| High |
1.4673 |
1.4728 |
0.0055 |
0.4% |
1.4600 |
| Low |
1.4567 |
1.4658 |
0.0091 |
0.6% |
1.4236 |
| Close |
1.4657 |
1.4721 |
0.0064 |
0.4% |
1.4591 |
| Range |
0.0106 |
0.0070 |
-0.0036 |
-34.0% |
0.0364 |
| ATR |
0.0000 |
0.0070 |
0.0070 |
|
0.0000 |
| Volume |
106 |
78 |
-28 |
-26.4% |
144 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4912 |
1.4887 |
1.4760 |
|
| R3 |
1.4842 |
1.4817 |
1.4740 |
|
| R2 |
1.4772 |
1.4772 |
1.4734 |
|
| R1 |
1.4747 |
1.4747 |
1.4727 |
1.4760 |
| PP |
1.4702 |
1.4702 |
1.4702 |
1.4709 |
| S1 |
1.4677 |
1.4677 |
1.4715 |
1.4690 |
| S2 |
1.4632 |
1.4632 |
1.4708 |
|
| S3 |
1.4562 |
1.4607 |
1.4702 |
|
| S4 |
1.4492 |
1.4537 |
1.4683 |
|
|
| 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 |
1.5026 |
|
2.618 |
1.4911 |
|
1.618 |
1.4841 |
|
1.000 |
1.4798 |
|
0.618 |
1.4771 |
|
HIGH |
1.4728 |
|
0.618 |
1.4701 |
|
0.500 |
1.4693 |
|
0.382 |
1.4685 |
|
LOW |
1.4658 |
|
0.618 |
1.4615 |
|
1.000 |
1.4588 |
|
1.618 |
1.4545 |
|
2.618 |
1.4475 |
|
4.250 |
1.4361 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4712 |
1.4692 |
| PP |
1.4702 |
1.4663 |
| S1 |
1.4693 |
1.4634 |
|