CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4695 |
1.4815 |
0.0120 |
0.8% |
1.4555 |
| High |
1.4810 |
1.4840 |
0.0030 |
0.2% |
1.4761 |
| Low |
1.4695 |
1.4729 |
0.0034 |
0.2% |
1.4540 |
| Close |
1.4789 |
1.4796 |
0.0007 |
0.0% |
1.4719 |
| Range |
0.0115 |
0.0111 |
-0.0004 |
-3.5% |
0.0221 |
| ATR |
0.0076 |
0.0079 |
0.0002 |
3.3% |
0.0000 |
| Volume |
24 |
152 |
128 |
533.3% |
419 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5121 |
1.5070 |
1.4857 |
|
| R3 |
1.5010 |
1.4959 |
1.4827 |
|
| R2 |
1.4899 |
1.4899 |
1.4816 |
|
| R1 |
1.4848 |
1.4848 |
1.4806 |
1.4818 |
| PP |
1.4788 |
1.4788 |
1.4788 |
1.4774 |
| S1 |
1.4737 |
1.4737 |
1.4786 |
1.4707 |
| S2 |
1.4677 |
1.4677 |
1.4776 |
|
| S3 |
1.4566 |
1.4626 |
1.4765 |
|
| S4 |
1.4455 |
1.4515 |
1.4735 |
|
|
| 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 |
1.5312 |
|
2.618 |
1.5131 |
|
1.618 |
1.5020 |
|
1.000 |
1.4951 |
|
0.618 |
1.4909 |
|
HIGH |
1.4840 |
|
0.618 |
1.4798 |
|
0.500 |
1.4785 |
|
0.382 |
1.4771 |
|
LOW |
1.4729 |
|
0.618 |
1.4660 |
|
1.000 |
1.4618 |
|
1.618 |
1.4549 |
|
2.618 |
1.4438 |
|
4.250 |
1.4257 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4792 |
1.4774 |
| PP |
1.4788 |
1.4752 |
| S1 |
1.4785 |
1.4730 |
|