CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4690 |
1.4611 |
-0.0079 |
-0.5% |
1.4625 |
| High |
1.4708 |
1.4651 |
-0.0057 |
-0.4% |
1.4840 |
| Low |
1.4627 |
1.4570 |
-0.0057 |
-0.4% |
1.4619 |
| Close |
1.4663 |
1.4589 |
-0.0074 |
-0.5% |
1.4663 |
| Range |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0221 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.8% |
0.0000 |
| Volume |
179 |
51 |
-128 |
-71.5% |
669 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4846 |
1.4799 |
1.4634 |
|
| R3 |
1.4765 |
1.4718 |
1.4611 |
|
| R2 |
1.4684 |
1.4684 |
1.4604 |
|
| R1 |
1.4637 |
1.4637 |
1.4596 |
1.4620 |
| PP |
1.4603 |
1.4603 |
1.4603 |
1.4595 |
| S1 |
1.4556 |
1.4556 |
1.4582 |
1.4539 |
| S2 |
1.4522 |
1.4522 |
1.4574 |
|
| S3 |
1.4441 |
1.4475 |
1.4567 |
|
| S4 |
1.4360 |
1.4394 |
1.4544 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5370 |
1.5238 |
1.4785 |
|
| R3 |
1.5149 |
1.5017 |
1.4724 |
|
| R2 |
1.4928 |
1.4928 |
1.4704 |
|
| R1 |
1.4796 |
1.4796 |
1.4683 |
1.4862 |
| PP |
1.4707 |
1.4707 |
1.4707 |
1.4741 |
| S1 |
1.4575 |
1.4575 |
1.4643 |
1.4641 |
| S2 |
1.4486 |
1.4486 |
1.4622 |
|
| S3 |
1.4265 |
1.4354 |
1.4602 |
|
| S4 |
1.4044 |
1.4133 |
1.4541 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4995 |
|
2.618 |
1.4863 |
|
1.618 |
1.4782 |
|
1.000 |
1.4732 |
|
0.618 |
1.4701 |
|
HIGH |
1.4651 |
|
0.618 |
1.4620 |
|
0.500 |
1.4611 |
|
0.382 |
1.4601 |
|
LOW |
1.4570 |
|
0.618 |
1.4520 |
|
1.000 |
1.4489 |
|
1.618 |
1.4439 |
|
2.618 |
1.4358 |
|
4.250 |
1.4226 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4611 |
1.4678 |
| PP |
1.4603 |
1.4648 |
| S1 |
1.4596 |
1.4619 |
|