CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4760 |
1.4690 |
-0.0070 |
-0.5% |
1.4625 |
| High |
1.4786 |
1.4708 |
-0.0078 |
-0.5% |
1.4840 |
| Low |
1.4638 |
1.4627 |
-0.0011 |
-0.1% |
1.4619 |
| Close |
1.4652 |
1.4663 |
0.0011 |
0.1% |
1.4663 |
| Range |
0.0148 |
0.0081 |
-0.0067 |
-45.3% |
0.0221 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
85 |
179 |
94 |
110.6% |
669 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4909 |
1.4867 |
1.4708 |
|
| R3 |
1.4828 |
1.4786 |
1.4685 |
|
| R2 |
1.4747 |
1.4747 |
1.4678 |
|
| R1 |
1.4705 |
1.4705 |
1.4670 |
1.4686 |
| PP |
1.4666 |
1.4666 |
1.4666 |
1.4656 |
| S1 |
1.4624 |
1.4624 |
1.4656 |
1.4605 |
| S2 |
1.4585 |
1.4585 |
1.4648 |
|
| S3 |
1.4504 |
1.4543 |
1.4641 |
|
| S4 |
1.4423 |
1.4462 |
1.4618 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5370 |
1.5238 |
1.4785 |
|
| R3 |
1.5149 |
1.5017 |
1.4724 |
|
| R2 |
1.4928 |
1.4928 |
1.4704 |
|
| R1 |
1.4796 |
1.4796 |
1.4683 |
1.4862 |
| PP |
1.4707 |
1.4707 |
1.4707 |
1.4741 |
| S1 |
1.4575 |
1.4575 |
1.4643 |
1.4641 |
| S2 |
1.4486 |
1.4486 |
1.4622 |
|
| S3 |
1.4265 |
1.4354 |
1.4602 |
|
| S4 |
1.4044 |
1.4133 |
1.4541 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5052 |
|
2.618 |
1.4920 |
|
1.618 |
1.4839 |
|
1.000 |
1.4789 |
|
0.618 |
1.4758 |
|
HIGH |
1.4708 |
|
0.618 |
1.4677 |
|
0.500 |
1.4668 |
|
0.382 |
1.4658 |
|
LOW |
1.4627 |
|
0.618 |
1.4577 |
|
1.000 |
1.4546 |
|
1.618 |
1.4496 |
|
2.618 |
1.4415 |
|
4.250 |
1.4283 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4668 |
1.4734 |
| PP |
1.4666 |
1.4710 |
| S1 |
1.4665 |
1.4687 |
|