CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3248 |
1.3443 |
0.0195 |
1.5% |
1.3249 |
| High |
1.3521 |
1.3491 |
-0.0030 |
-0.2% |
1.3521 |
| Low |
1.3248 |
1.3415 |
0.0167 |
1.3% |
1.3132 |
| Close |
1.3447 |
1.3490 |
0.0043 |
0.3% |
1.3490 |
| Range |
0.0273 |
0.0076 |
-0.0197 |
-72.2% |
0.0389 |
| ATR |
0.0177 |
0.0170 |
-0.0007 |
-4.1% |
0.0000 |
| Volume |
182 |
230 |
48 |
26.4% |
667 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3668 |
1.3532 |
|
| R3 |
1.3617 |
1.3592 |
1.3511 |
|
| R2 |
1.3541 |
1.3541 |
1.3504 |
|
| R1 |
1.3516 |
1.3516 |
1.3497 |
1.3529 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3472 |
| S1 |
1.3440 |
1.3440 |
1.3483 |
1.3453 |
| S2 |
1.3389 |
1.3389 |
1.3476 |
|
| S3 |
1.3313 |
1.3364 |
1.3469 |
|
| S4 |
1.3237 |
1.3288 |
1.3448 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4548 |
1.4408 |
1.3704 |
|
| R3 |
1.4159 |
1.4019 |
1.3597 |
|
| R2 |
1.3770 |
1.3770 |
1.3561 |
|
| R1 |
1.3630 |
1.3630 |
1.3526 |
1.3700 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3416 |
| S1 |
1.3241 |
1.3241 |
1.3454 |
1.3311 |
| S2 |
1.2992 |
1.2992 |
1.3419 |
|
| S3 |
1.2603 |
1.2852 |
1.3383 |
|
| S4 |
1.2214 |
1.2463 |
1.3276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3814 |
|
2.618 |
1.3690 |
|
1.618 |
1.3614 |
|
1.000 |
1.3567 |
|
0.618 |
1.3538 |
|
HIGH |
1.3491 |
|
0.618 |
1.3462 |
|
0.500 |
1.3453 |
|
0.382 |
1.3444 |
|
LOW |
1.3415 |
|
0.618 |
1.3368 |
|
1.000 |
1.3339 |
|
1.618 |
1.3292 |
|
2.618 |
1.3216 |
|
4.250 |
1.3092 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3478 |
1.3443 |
| PP |
1.3465 |
1.3395 |
| S1 |
1.3453 |
1.3348 |
|