CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4704 |
1.4625 |
-0.0079 |
-0.5% |
1.4555 |
| High |
1.4729 |
1.4695 |
-0.0034 |
-0.2% |
1.4761 |
| Low |
1.4668 |
1.4619 |
-0.0049 |
-0.3% |
1.4540 |
| Close |
1.4719 |
1.4676 |
-0.0043 |
-0.3% |
1.4719 |
| Range |
0.0061 |
0.0076 |
0.0015 |
24.6% |
0.0221 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.1% |
0.0000 |
| Volume |
27 |
229 |
202 |
748.1% |
419 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4891 |
1.4860 |
1.4718 |
|
| R3 |
1.4815 |
1.4784 |
1.4697 |
|
| R2 |
1.4739 |
1.4739 |
1.4690 |
|
| R1 |
1.4708 |
1.4708 |
1.4683 |
1.4724 |
| PP |
1.4663 |
1.4663 |
1.4663 |
1.4671 |
| S1 |
1.4632 |
1.4632 |
1.4669 |
1.4648 |
| S2 |
1.4587 |
1.4587 |
1.4662 |
|
| S3 |
1.4511 |
1.4556 |
1.4655 |
|
| S4 |
1.4435 |
1.4480 |
1.4634 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5336 |
1.5249 |
1.4841 |
|
| R3 |
1.5115 |
1.5028 |
1.4780 |
|
| R2 |
1.4894 |
1.4894 |
1.4760 |
|
| R1 |
1.4807 |
1.4807 |
1.4739 |
1.4851 |
| PP |
1.4673 |
1.4673 |
1.4673 |
1.4695 |
| S1 |
1.4586 |
1.4586 |
1.4699 |
1.4630 |
| S2 |
1.4452 |
1.4452 |
1.4678 |
|
| S3 |
1.4231 |
1.4365 |
1.4658 |
|
| S4 |
1.4010 |
1.4144 |
1.4597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5018 |
|
2.618 |
1.4894 |
|
1.618 |
1.4818 |
|
1.000 |
1.4771 |
|
0.618 |
1.4742 |
|
HIGH |
1.4695 |
|
0.618 |
1.4666 |
|
0.500 |
1.4657 |
|
0.382 |
1.4648 |
|
LOW |
1.4619 |
|
0.618 |
1.4572 |
|
1.000 |
1.4543 |
|
1.618 |
1.4496 |
|
2.618 |
1.4420 |
|
4.250 |
1.4296 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4670 |
1.4690 |
| PP |
1.4663 |
1.4685 |
| S1 |
1.4657 |
1.4681 |
|