CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3661 |
1.3659 |
-0.0002 |
0.0% |
1.2925 |
| High |
1.3735 |
1.3659 |
-0.0076 |
-0.6% |
1.3735 |
| Low |
1.3536 |
1.3493 |
-0.0043 |
-0.3% |
1.2925 |
| Close |
1.3558 |
1.3636 |
0.0078 |
0.6% |
1.3558 |
| Range |
0.0199 |
0.0166 |
-0.0033 |
-16.6% |
0.0810 |
| ATR |
0.0000 |
0.0177 |
0.0177 |
|
0.0000 |
| Volume |
113 |
106 |
-7 |
-6.2% |
242 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4094 |
1.4031 |
1.3727 |
|
| R3 |
1.3928 |
1.3865 |
1.3682 |
|
| R2 |
1.3762 |
1.3762 |
1.3666 |
|
| R1 |
1.3699 |
1.3699 |
1.3651 |
1.3648 |
| PP |
1.3596 |
1.3596 |
1.3596 |
1.3570 |
| S1 |
1.3533 |
1.3533 |
1.3621 |
1.3482 |
| S2 |
1.3430 |
1.3430 |
1.3606 |
|
| S3 |
1.3264 |
1.3367 |
1.3590 |
|
| S4 |
1.3098 |
1.3201 |
1.3545 |
|
|
| 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 |
1.4365 |
|
2.618 |
1.4094 |
|
1.618 |
1.3928 |
|
1.000 |
1.3825 |
|
0.618 |
1.3762 |
|
HIGH |
1.3659 |
|
0.618 |
1.3596 |
|
0.500 |
1.3576 |
|
0.382 |
1.3556 |
|
LOW |
1.3493 |
|
0.618 |
1.3390 |
|
1.000 |
1.3327 |
|
1.618 |
1.3224 |
|
2.618 |
1.3058 |
|
4.250 |
1.2788 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3616 |
1.3623 |
| PP |
1.3596 |
1.3610 |
| S1 |
1.3576 |
1.3597 |
|