CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4815 |
1.4760 |
-0.0055 |
-0.4% |
1.4555 |
| High |
1.4840 |
1.4786 |
-0.0054 |
-0.4% |
1.4761 |
| Low |
1.4729 |
1.4638 |
-0.0091 |
-0.6% |
1.4540 |
| Close |
1.4796 |
1.4652 |
-0.0144 |
-1.0% |
1.4719 |
| Range |
0.0111 |
0.0148 |
0.0037 |
33.3% |
0.0221 |
| ATR |
0.0079 |
0.0084 |
0.0006 |
7.2% |
0.0000 |
| Volume |
152 |
85 |
-67 |
-44.1% |
419 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5136 |
1.5042 |
1.4733 |
|
| R3 |
1.4988 |
1.4894 |
1.4693 |
|
| R2 |
1.4840 |
1.4840 |
1.4679 |
|
| R1 |
1.4746 |
1.4746 |
1.4666 |
1.4719 |
| PP |
1.4692 |
1.4692 |
1.4692 |
1.4679 |
| S1 |
1.4598 |
1.4598 |
1.4638 |
1.4571 |
| S2 |
1.4544 |
1.4544 |
1.4625 |
|
| S3 |
1.4396 |
1.4450 |
1.4611 |
|
| S4 |
1.4248 |
1.4302 |
1.4571 |
|
|
| 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 |
1.5415 |
|
2.618 |
1.5173 |
|
1.618 |
1.5025 |
|
1.000 |
1.4934 |
|
0.618 |
1.4877 |
|
HIGH |
1.4786 |
|
0.618 |
1.4729 |
|
0.500 |
1.4712 |
|
0.382 |
1.4695 |
|
LOW |
1.4638 |
|
0.618 |
1.4547 |
|
1.000 |
1.4490 |
|
1.618 |
1.4399 |
|
2.618 |
1.4251 |
|
4.250 |
1.4009 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4712 |
1.4739 |
| PP |
1.4692 |
1.4710 |
| S1 |
1.4672 |
1.4681 |
|