CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4625 |
1.4695 |
0.0070 |
0.5% |
1.4555 |
| High |
1.4695 |
1.4810 |
0.0115 |
0.8% |
1.4761 |
| Low |
1.4619 |
1.4695 |
0.0076 |
0.5% |
1.4540 |
| Close |
1.4676 |
1.4789 |
0.0113 |
0.8% |
1.4719 |
| Range |
0.0076 |
0.0115 |
0.0039 |
51.3% |
0.0221 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
6.2% |
0.0000 |
| Volume |
229 |
24 |
-205 |
-89.5% |
419 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5110 |
1.5064 |
1.4852 |
|
| R3 |
1.4995 |
1.4949 |
1.4821 |
|
| R2 |
1.4880 |
1.4880 |
1.4810 |
|
| R1 |
1.4834 |
1.4834 |
1.4800 |
1.4857 |
| PP |
1.4765 |
1.4765 |
1.4765 |
1.4776 |
| S1 |
1.4719 |
1.4719 |
1.4778 |
1.4742 |
| S2 |
1.4650 |
1.4650 |
1.4768 |
|
| S3 |
1.4535 |
1.4604 |
1.4757 |
|
| S4 |
1.4420 |
1.4489 |
1.4726 |
|
|
| 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 |
1.5299 |
|
2.618 |
1.5111 |
|
1.618 |
1.4996 |
|
1.000 |
1.4925 |
|
0.618 |
1.4881 |
|
HIGH |
1.4810 |
|
0.618 |
1.4766 |
|
0.500 |
1.4753 |
|
0.382 |
1.4739 |
|
LOW |
1.4695 |
|
0.618 |
1.4624 |
|
1.000 |
1.4580 |
|
1.618 |
1.4509 |
|
2.618 |
1.4394 |
|
4.250 |
1.4206 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4777 |
1.4764 |
| PP |
1.4765 |
1.4739 |
| S1 |
1.4753 |
1.4715 |
|