CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3208 |
-0.0035 |
-0.3% |
1.3659 |
| High |
1.3339 |
1.3281 |
-0.0058 |
-0.4% |
1.3659 |
| Low |
1.3242 |
1.3175 |
-0.0067 |
-0.5% |
1.3274 |
| Close |
1.3290 |
1.3241 |
-0.0049 |
-0.4% |
1.3311 |
| Range |
0.0097 |
0.0106 |
0.0009 |
9.3% |
0.0385 |
| ATR |
0.0174 |
0.0169 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
35 |
92 |
57 |
162.9% |
799 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3550 |
1.3502 |
1.3299 |
|
| R3 |
1.3444 |
1.3396 |
1.3270 |
|
| R2 |
1.3338 |
1.3338 |
1.3260 |
|
| R1 |
1.3290 |
1.3290 |
1.3251 |
1.3314 |
| PP |
1.3232 |
1.3232 |
1.3232 |
1.3245 |
| S1 |
1.3184 |
1.3184 |
1.3231 |
1.3208 |
| S2 |
1.3126 |
1.3126 |
1.3222 |
|
| S3 |
1.3020 |
1.3078 |
1.3212 |
|
| S4 |
1.2914 |
1.2972 |
1.3183 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4570 |
1.4325 |
1.3523 |
|
| R3 |
1.4185 |
1.3940 |
1.3417 |
|
| R2 |
1.3800 |
1.3800 |
1.3382 |
|
| R1 |
1.3555 |
1.3555 |
1.3346 |
1.3485 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3380 |
| S1 |
1.3170 |
1.3170 |
1.3276 |
1.3100 |
| S2 |
1.3030 |
1.3030 |
1.3240 |
|
| S3 |
1.2645 |
1.2785 |
1.3205 |
|
| S4 |
1.2260 |
1.2400 |
1.3099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3732 |
|
2.618 |
1.3559 |
|
1.618 |
1.3453 |
|
1.000 |
1.3387 |
|
0.618 |
1.3347 |
|
HIGH |
1.3281 |
|
0.618 |
1.3241 |
|
0.500 |
1.3228 |
|
0.382 |
1.3215 |
|
LOW |
1.3175 |
|
0.618 |
1.3109 |
|
1.000 |
1.3069 |
|
1.618 |
1.3003 |
|
2.618 |
1.2897 |
|
4.250 |
1.2725 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3237 |
1.3239 |
| PP |
1.3232 |
1.3237 |
| S1 |
1.3228 |
1.3236 |
|