CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3459 |
1.3661 |
0.0202 |
1.5% |
1.2925 |
| High |
1.3711 |
1.3735 |
0.0024 |
0.2% |
1.3735 |
| Low |
1.3459 |
1.3536 |
0.0077 |
0.6% |
1.2925 |
| Close |
1.3664 |
1.3558 |
-0.0106 |
-0.8% |
1.3558 |
| Range |
0.0252 |
0.0199 |
-0.0053 |
-21.0% |
0.0810 |
| ATR |
|
|
|
|
|
| Volume |
66 |
113 |
47 |
71.2% |
242 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4207 |
1.4081 |
1.3667 |
|
| R3 |
1.4008 |
1.3882 |
1.3613 |
|
| R2 |
1.3809 |
1.3809 |
1.3594 |
|
| R1 |
1.3683 |
1.3683 |
1.3576 |
1.3647 |
| PP |
1.3610 |
1.3610 |
1.3610 |
1.3591 |
| S1 |
1.3484 |
1.3484 |
1.3540 |
1.3448 |
| S2 |
1.3411 |
1.3411 |
1.3522 |
|
| S3 |
1.3212 |
1.3285 |
1.3503 |
|
| S4 |
1.3013 |
1.3086 |
1.3449 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5836 |
1.5507 |
1.4004 |
|
| R3 |
1.5026 |
1.4697 |
1.3781 |
|
| R2 |
1.4216 |
1.4216 |
1.3707 |
|
| R1 |
1.3887 |
1.3887 |
1.3632 |
1.4052 |
| PP |
1.3406 |
1.3406 |
1.3406 |
1.3488 |
| S1 |
1.3077 |
1.3077 |
1.3484 |
1.3242 |
| S2 |
1.2596 |
1.2596 |
1.3410 |
|
| S3 |
1.1786 |
1.2267 |
1.3335 |
|
| S4 |
1.0976 |
1.1457 |
1.3113 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4581 |
|
2.618 |
1.4256 |
|
1.618 |
1.4057 |
|
1.000 |
1.3934 |
|
0.618 |
1.3858 |
|
HIGH |
1.3735 |
|
0.618 |
1.3659 |
|
0.500 |
1.3636 |
|
0.382 |
1.3612 |
|
LOW |
1.3536 |
|
0.618 |
1.3413 |
|
1.000 |
1.3337 |
|
1.618 |
1.3214 |
|
2.618 |
1.3015 |
|
4.250 |
1.2690 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3512 |
| PP |
1.3610 |
1.3467 |
| S1 |
1.3584 |
1.3421 |
|