CME Euro FX 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 |
1.3664 |
1.3558 |
-0.0106 |
-0.8% |
1.2995 |
| High |
1.3664 |
1.3610 |
-0.0054 |
-0.4% |
1.3664 |
| Low |
1.3664 |
1.3540 |
-0.0124 |
-0.9% |
1.2995 |
| Close |
1.3664 |
1.3558 |
-0.0106 |
-0.8% |
1.3558 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0669 |
| ATR |
|
|
|
|
|
| Volume |
66 |
113 |
47 |
71.2% |
242 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3739 |
1.3597 |
|
| R3 |
1.3709 |
1.3669 |
1.3577 |
|
| R2 |
1.3639 |
1.3639 |
1.3571 |
|
| R1 |
1.3599 |
1.3599 |
1.3564 |
1.3593 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3567 |
| S1 |
1.3529 |
1.3529 |
1.3552 |
1.3523 |
| S2 |
1.3499 |
1.3499 |
1.3545 |
|
| S3 |
1.3429 |
1.3459 |
1.3539 |
|
| S4 |
1.3359 |
1.3389 |
1.3520 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5413 |
1.5154 |
1.3926 |
|
| R3 |
1.4744 |
1.4485 |
1.3742 |
|
| R2 |
1.4075 |
1.4075 |
1.3681 |
|
| R1 |
1.3816 |
1.3816 |
1.3619 |
1.3946 |
| PP |
1.3406 |
1.3406 |
1.3406 |
1.3470 |
| S1 |
1.3147 |
1.3147 |
1.3497 |
1.3277 |
| S2 |
1.2737 |
1.2737 |
1.3435 |
|
| S3 |
1.2068 |
1.2478 |
1.3374 |
|
| S4 |
1.1399 |
1.1809 |
1.3190 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3908 |
|
2.618 |
1.3793 |
|
1.618 |
1.3723 |
|
1.000 |
1.3680 |
|
0.618 |
1.3653 |
|
HIGH |
1.3610 |
|
0.618 |
1.3583 |
|
0.500 |
1.3575 |
|
0.382 |
1.3567 |
|
LOW |
1.3540 |
|
0.618 |
1.3497 |
|
1.000 |
1.3470 |
|
1.618 |
1.3427 |
|
2.618 |
1.3357 |
|
4.250 |
1.3243 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3506 |
| PP |
1.3569 |
1.3454 |
| S1 |
1.3564 |
1.3402 |
|