CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4532 |
1.4585 |
0.0053 |
0.4% |
1.4236 |
| High |
1.4598 |
1.4600 |
0.0002 |
0.0% |
1.4600 |
| Low |
1.4525 |
1.4550 |
0.0025 |
0.2% |
1.4236 |
| Close |
1.4582 |
1.4591 |
0.0009 |
0.1% |
1.4591 |
| Range |
0.0073 |
0.0050 |
-0.0023 |
-31.5% |
0.0364 |
| ATR |
|
|
|
|
|
| Volume |
105 |
16 |
-89 |
-84.8% |
144 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4730 |
1.4711 |
1.4619 |
|
| R3 |
1.4680 |
1.4661 |
1.4605 |
|
| R2 |
1.4630 |
1.4630 |
1.4600 |
|
| R1 |
1.4611 |
1.4611 |
1.4596 |
1.4621 |
| PP |
1.4580 |
1.4580 |
1.4580 |
1.4585 |
| S1 |
1.4561 |
1.4561 |
1.4586 |
1.4571 |
| S2 |
1.4530 |
1.4530 |
1.4582 |
|
| S3 |
1.4480 |
1.4511 |
1.4577 |
|
| S4 |
1.4430 |
1.4461 |
1.4564 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5568 |
1.5443 |
1.4791 |
|
| R3 |
1.5204 |
1.5079 |
1.4691 |
|
| R2 |
1.4840 |
1.4840 |
1.4658 |
|
| R1 |
1.4715 |
1.4715 |
1.4624 |
1.4778 |
| PP |
1.4476 |
1.4476 |
1.4476 |
1.4507 |
| S1 |
1.4351 |
1.4351 |
1.4558 |
1.4414 |
| S2 |
1.4112 |
1.4112 |
1.4524 |
|
| S3 |
1.3748 |
1.3987 |
1.4491 |
|
| S4 |
1.3384 |
1.3623 |
1.4391 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4813 |
|
2.618 |
1.4731 |
|
1.618 |
1.4681 |
|
1.000 |
1.4650 |
|
0.618 |
1.4631 |
|
HIGH |
1.4600 |
|
0.618 |
1.4581 |
|
0.500 |
1.4575 |
|
0.382 |
1.4569 |
|
LOW |
1.4550 |
|
0.618 |
1.4519 |
|
1.000 |
1.4500 |
|
1.618 |
1.4469 |
|
2.618 |
1.4419 |
|
4.250 |
1.4338 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4586 |
1.4582 |
| PP |
1.4580 |
1.4572 |
| S1 |
1.4575 |
1.4563 |
|