CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4555 |
1.4605 |
0.0050 |
0.3% |
1.4625 |
| High |
1.4578 |
1.4660 |
0.0082 |
0.6% |
1.4840 |
| Low |
1.4523 |
1.4591 |
0.0068 |
0.5% |
1.4619 |
| Close |
1.4566 |
1.4642 |
0.0076 |
0.5% |
1.4663 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0221 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.9% |
0.0000 |
| Volume |
42 |
76 |
34 |
81.0% |
669 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4838 |
1.4809 |
1.4680 |
|
| R3 |
1.4769 |
1.4740 |
1.4661 |
|
| R2 |
1.4700 |
1.4700 |
1.4655 |
|
| R1 |
1.4671 |
1.4671 |
1.4648 |
1.4686 |
| PP |
1.4631 |
1.4631 |
1.4631 |
1.4638 |
| S1 |
1.4602 |
1.4602 |
1.4636 |
1.4617 |
| S2 |
1.4562 |
1.4562 |
1.4629 |
|
| S3 |
1.4493 |
1.4533 |
1.4623 |
|
| S4 |
1.4424 |
1.4464 |
1.4604 |
|
|
| 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 |
1.4953 |
|
2.618 |
1.4841 |
|
1.618 |
1.4772 |
|
1.000 |
1.4729 |
|
0.618 |
1.4703 |
|
HIGH |
1.4660 |
|
0.618 |
1.4634 |
|
0.500 |
1.4626 |
|
0.382 |
1.4617 |
|
LOW |
1.4591 |
|
0.618 |
1.4548 |
|
1.000 |
1.4522 |
|
1.618 |
1.4479 |
|
2.618 |
1.4410 |
|
4.250 |
1.4298 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4637 |
1.4625 |
| PP |
1.4631 |
1.4608 |
| S1 |
1.4626 |
1.4592 |
|