CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3547 |
1.3497 |
-0.0050 |
-0.4% |
1.2925 |
| High |
1.3578 |
1.3653 |
0.0075 |
0.6% |
1.3735 |
| Low |
1.3472 |
1.3477 |
0.0005 |
0.0% |
1.2925 |
| Close |
1.3525 |
1.3573 |
0.0048 |
0.4% |
1.3558 |
| Range |
0.0106 |
0.0176 |
0.0070 |
66.0% |
0.0810 |
| ATR |
0.0176 |
0.0176 |
0.0000 |
0.0% |
0.0000 |
| Volume |
49 |
260 |
211 |
430.6% |
242 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4096 |
1.4010 |
1.3670 |
|
| R3 |
1.3920 |
1.3834 |
1.3621 |
|
| R2 |
1.3744 |
1.3744 |
1.3605 |
|
| R1 |
1.3658 |
1.3658 |
1.3589 |
1.3701 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3589 |
| S1 |
1.3482 |
1.3482 |
1.3557 |
1.3525 |
| S2 |
1.3392 |
1.3392 |
1.3541 |
|
| S3 |
1.3216 |
1.3306 |
1.3525 |
|
| S4 |
1.3040 |
1.3130 |
1.3476 |
|
|
| 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 |
1.4401 |
|
2.618 |
1.4114 |
|
1.618 |
1.3938 |
|
1.000 |
1.3829 |
|
0.618 |
1.3762 |
|
HIGH |
1.3653 |
|
0.618 |
1.3586 |
|
0.500 |
1.3565 |
|
0.382 |
1.3544 |
|
LOW |
1.3477 |
|
0.618 |
1.3368 |
|
1.000 |
1.3301 |
|
1.618 |
1.3192 |
|
2.618 |
1.3016 |
|
4.250 |
1.2729 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3570 |
1.3571 |
| PP |
1.3568 |
1.3568 |
| S1 |
1.3565 |
1.3566 |
|