CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4748 |
1.4704 |
-0.0044 |
-0.3% |
1.4555 |
| High |
1.4761 |
1.4729 |
-0.0032 |
-0.2% |
1.4761 |
| Low |
1.4704 |
1.4668 |
-0.0036 |
-0.2% |
1.4540 |
| Close |
1.4746 |
1.4719 |
-0.0027 |
-0.2% |
1.4719 |
| Range |
0.0057 |
0.0061 |
0.0004 |
7.0% |
0.0221 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
137 |
27 |
-110 |
-80.3% |
419 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4888 |
1.4865 |
1.4753 |
|
| R3 |
1.4827 |
1.4804 |
1.4736 |
|
| R2 |
1.4766 |
1.4766 |
1.4730 |
|
| R1 |
1.4743 |
1.4743 |
1.4725 |
1.4755 |
| PP |
1.4705 |
1.4705 |
1.4705 |
1.4711 |
| S1 |
1.4682 |
1.4682 |
1.4713 |
1.4694 |
| S2 |
1.4644 |
1.4644 |
1.4708 |
|
| S3 |
1.4583 |
1.4621 |
1.4702 |
|
| S4 |
1.4522 |
1.4560 |
1.4685 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5336 |
1.5249 |
1.4841 |
|
| R3 |
1.5115 |
1.5028 |
1.4780 |
|
| R2 |
1.4894 |
1.4894 |
1.4760 |
|
| R1 |
1.4807 |
1.4807 |
1.4739 |
1.4851 |
| PP |
1.4673 |
1.4673 |
1.4673 |
1.4695 |
| S1 |
1.4586 |
1.4586 |
1.4699 |
1.4630 |
| S2 |
1.4452 |
1.4452 |
1.4678 |
|
| S3 |
1.4231 |
1.4365 |
1.4658 |
|
| S4 |
1.4010 |
1.4144 |
1.4597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4988 |
|
2.618 |
1.4889 |
|
1.618 |
1.4828 |
|
1.000 |
1.4790 |
|
0.618 |
1.4767 |
|
HIGH |
1.4729 |
|
0.618 |
1.4706 |
|
0.500 |
1.4699 |
|
0.382 |
1.4691 |
|
LOW |
1.4668 |
|
0.618 |
1.4630 |
|
1.000 |
1.4607 |
|
1.618 |
1.4569 |
|
2.618 |
1.4508 |
|
4.250 |
1.4409 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4712 |
1.4716 |
| PP |
1.4705 |
1.4713 |
| S1 |
1.4699 |
1.4710 |
|