CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3040 |
1.3124 |
0.0084 |
0.6% |
1.2654 |
| High |
1.3040 |
1.3500 |
0.0460 |
3.5% |
1.2940 |
| Low |
1.2958 |
1.3107 |
0.0149 |
1.1% |
1.2621 |
| Close |
1.3019 |
1.3429 |
0.0410 |
3.1% |
1.2914 |
| Range |
0.0082 |
0.0393 |
0.0311 |
379.3% |
0.0319 |
| ATR |
|
|
|
|
|
| Volume |
5 |
19 |
14 |
280.0% |
96 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4524 |
1.4370 |
1.3645 |
|
| R3 |
1.4131 |
1.3977 |
1.3537 |
|
| R2 |
1.3738 |
1.3738 |
1.3501 |
|
| R1 |
1.3584 |
1.3584 |
1.3465 |
1.3661 |
| PP |
1.3345 |
1.3345 |
1.3345 |
1.3384 |
| S1 |
1.3191 |
1.3191 |
1.3393 |
1.3268 |
| S2 |
1.2952 |
1.2952 |
1.3357 |
|
| S3 |
1.2559 |
1.2798 |
1.3321 |
|
| S4 |
1.2166 |
1.2405 |
1.3213 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3782 |
1.3667 |
1.3089 |
|
| R3 |
1.3463 |
1.3348 |
1.3002 |
|
| R2 |
1.3144 |
1.3144 |
1.2972 |
|
| R1 |
1.3029 |
1.3029 |
1.2943 |
1.3087 |
| PP |
1.2825 |
1.2825 |
1.2825 |
1.2854 |
| S1 |
1.2710 |
1.2710 |
1.2885 |
1.2768 |
| S2 |
1.2506 |
1.2506 |
1.2856 |
|
| S3 |
1.2187 |
1.2391 |
1.2826 |
|
| S4 |
1.1868 |
1.2072 |
1.2739 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5170 |
|
2.618 |
1.4529 |
|
1.618 |
1.4136 |
|
1.000 |
1.3893 |
|
0.618 |
1.3743 |
|
HIGH |
1.3500 |
|
0.618 |
1.3350 |
|
0.500 |
1.3304 |
|
0.382 |
1.3257 |
|
LOW |
1.3107 |
|
0.618 |
1.2864 |
|
1.000 |
1.2714 |
|
1.618 |
1.2471 |
|
2.618 |
1.2078 |
|
4.250 |
1.1437 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3387 |
1.3357 |
| PP |
1.3345 |
1.3285 |
| S1 |
1.3304 |
1.3213 |
|