CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4683 |
1.4748 |
0.0065 |
0.4% |
1.4236 |
| High |
1.4728 |
1.4761 |
0.0033 |
0.2% |
1.4600 |
| Low |
1.4658 |
1.4704 |
0.0046 |
0.3% |
1.4236 |
| Close |
1.4721 |
1.4746 |
0.0025 |
0.2% |
1.4591 |
| Range |
0.0070 |
0.0057 |
-0.0013 |
-18.6% |
0.0364 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
78 |
137 |
59 |
75.6% |
144 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4908 |
1.4884 |
1.4777 |
|
| R3 |
1.4851 |
1.4827 |
1.4762 |
|
| R2 |
1.4794 |
1.4794 |
1.4756 |
|
| R1 |
1.4770 |
1.4770 |
1.4751 |
1.4754 |
| PP |
1.4737 |
1.4737 |
1.4737 |
1.4729 |
| S1 |
1.4713 |
1.4713 |
1.4741 |
1.4697 |
| S2 |
1.4680 |
1.4680 |
1.4736 |
|
| S3 |
1.4623 |
1.4656 |
1.4730 |
|
| S4 |
1.4566 |
1.4599 |
1.4715 |
|
|
| 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 |
1.5003 |
|
2.618 |
1.4910 |
|
1.618 |
1.4853 |
|
1.000 |
1.4818 |
|
0.618 |
1.4796 |
|
HIGH |
1.4761 |
|
0.618 |
1.4739 |
|
0.500 |
1.4733 |
|
0.382 |
1.4726 |
|
LOW |
1.4704 |
|
0.618 |
1.4669 |
|
1.000 |
1.4647 |
|
1.618 |
1.4612 |
|
2.618 |
1.4555 |
|
4.250 |
1.4462 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4742 |
1.4719 |
| PP |
1.4737 |
1.4691 |
| S1 |
1.4733 |
1.4664 |
|