CME Euro FX 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 |
1.3525 |
1.3573 |
0.0048 |
0.4% |
1.2995 |
High |
1.3525 |
1.3573 |
0.0048 |
0.4% |
1.3664 |
Low |
1.3525 |
1.3573 |
0.0048 |
0.4% |
1.2995 |
Close |
1.3525 |
1.3573 |
0.0048 |
0.4% |
1.3558 |
Range |
|
|
|
|
|
ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.8% |
0.0000 |
Volume |
49 |
260 |
211 |
430.6% |
242 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3573 |
1.3573 |
1.3573 |
|
R3 |
1.3573 |
1.3573 |
1.3573 |
|
R2 |
1.3573 |
1.3573 |
1.3573 |
|
R1 |
1.3573 |
1.3573 |
1.3573 |
1.3573 |
PP |
1.3573 |
1.3573 |
1.3573 |
1.3573 |
S1 |
1.3573 |
1.3573 |
1.3573 |
1.3573 |
S2 |
1.3573 |
1.3573 |
1.3573 |
|
S3 |
1.3573 |
1.3573 |
1.3573 |
|
S4 |
1.3573 |
1.3573 |
1.3573 |
|
|
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 |
1.3573 |
2.618 |
1.3573 |
1.618 |
1.3573 |
1.000 |
1.3573 |
0.618 |
1.3573 |
HIGH |
1.3573 |
0.618 |
1.3573 |
0.500 |
1.3573 |
0.382 |
1.3573 |
LOW |
1.3573 |
0.618 |
1.3573 |
1.000 |
1.3573 |
1.618 |
1.3573 |
2.618 |
1.3573 |
4.250 |
1.3573 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3573 |
1.3581 |
PP |
1.3573 |
1.3578 |
S1 |
1.3573 |
1.3576 |
|