CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4611 |
1.4555 |
-0.0056 |
-0.4% |
1.4625 |
| High |
1.4651 |
1.4578 |
-0.0073 |
-0.5% |
1.4840 |
| Low |
1.4570 |
1.4523 |
-0.0047 |
-0.3% |
1.4619 |
| Close |
1.4589 |
1.4566 |
-0.0023 |
-0.2% |
1.4663 |
| Range |
0.0081 |
0.0055 |
-0.0026 |
-32.1% |
0.0221 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
51 |
42 |
-9 |
-17.6% |
669 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4721 |
1.4698 |
1.4596 |
|
| R3 |
1.4666 |
1.4643 |
1.4581 |
|
| R2 |
1.4611 |
1.4611 |
1.4576 |
|
| R1 |
1.4588 |
1.4588 |
1.4571 |
1.4600 |
| PP |
1.4556 |
1.4556 |
1.4556 |
1.4561 |
| S1 |
1.4533 |
1.4533 |
1.4561 |
1.4545 |
| S2 |
1.4501 |
1.4501 |
1.4556 |
|
| S3 |
1.4446 |
1.4478 |
1.4551 |
|
| S4 |
1.4391 |
1.4423 |
1.4536 |
|
|
| 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 |
1.4812 |
|
2.618 |
1.4722 |
|
1.618 |
1.4667 |
|
1.000 |
1.4633 |
|
0.618 |
1.4612 |
|
HIGH |
1.4578 |
|
0.618 |
1.4557 |
|
0.500 |
1.4551 |
|
0.382 |
1.4544 |
|
LOW |
1.4523 |
|
0.618 |
1.4489 |
|
1.000 |
1.4468 |
|
1.618 |
1.4434 |
|
2.618 |
1.4379 |
|
4.250 |
1.4289 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4561 |
1.4616 |
| PP |
1.4556 |
1.4599 |
| S1 |
1.4551 |
1.4583 |
|