CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3488 |
1.3249 |
-0.0239 |
-1.8% |
1.3659 |
| High |
1.3488 |
1.3249 |
-0.0239 |
-1.8% |
1.3659 |
| Low |
1.3274 |
1.3132 |
-0.0142 |
-1.1% |
1.3274 |
| Close |
1.3311 |
1.3171 |
-0.0140 |
-1.1% |
1.3311 |
| Range |
0.0214 |
0.0117 |
-0.0097 |
-45.3% |
0.0385 |
| ATR |
0.0174 |
0.0174 |
0.0000 |
0.2% |
0.0000 |
| Volume |
152 |
128 |
-24 |
-15.8% |
799 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3535 |
1.3470 |
1.3235 |
|
| R3 |
1.3418 |
1.3353 |
1.3203 |
|
| R2 |
1.3301 |
1.3301 |
1.3192 |
|
| R1 |
1.3236 |
1.3236 |
1.3182 |
1.3210 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3171 |
| S1 |
1.3119 |
1.3119 |
1.3160 |
1.3093 |
| S2 |
1.3067 |
1.3067 |
1.3150 |
|
| S3 |
1.2950 |
1.3002 |
1.3139 |
|
| S4 |
1.2833 |
1.2885 |
1.3107 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4570 |
1.4325 |
1.3523 |
|
| R3 |
1.4185 |
1.3940 |
1.3417 |
|
| R2 |
1.3800 |
1.3800 |
1.3382 |
|
| R1 |
1.3555 |
1.3555 |
1.3346 |
1.3485 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3380 |
| S1 |
1.3170 |
1.3170 |
1.3276 |
1.3100 |
| S2 |
1.3030 |
1.3030 |
1.3240 |
|
| S3 |
1.2645 |
1.2785 |
1.3205 |
|
| S4 |
1.2260 |
1.2400 |
1.3099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3746 |
|
2.618 |
1.3555 |
|
1.618 |
1.3438 |
|
1.000 |
1.3366 |
|
0.618 |
1.3321 |
|
HIGH |
1.3249 |
|
0.618 |
1.3204 |
|
0.500 |
1.3191 |
|
0.382 |
1.3177 |
|
LOW |
1.3132 |
|
0.618 |
1.3060 |
|
1.000 |
1.3015 |
|
1.618 |
1.2943 |
|
2.618 |
1.2826 |
|
4.250 |
1.2635 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3347 |
| PP |
1.3184 |
1.3288 |
| S1 |
1.3178 |
1.3230 |
|