CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3443 |
1.3545 |
0.0102 |
0.8% |
1.3249 |
| High |
1.3491 |
1.3545 |
0.0054 |
0.4% |
1.3521 |
| Low |
1.3415 |
1.3360 |
-0.0055 |
-0.4% |
1.3132 |
| Close |
1.3490 |
1.3399 |
-0.0091 |
-0.7% |
1.3490 |
| Range |
0.0076 |
0.0185 |
0.0109 |
143.4% |
0.0389 |
| ATR |
0.0170 |
0.0171 |
0.0001 |
0.6% |
0.0000 |
| Volume |
230 |
152 |
-78 |
-33.9% |
667 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3990 |
1.3879 |
1.3501 |
|
| R3 |
1.3805 |
1.3694 |
1.3450 |
|
| R2 |
1.3620 |
1.3620 |
1.3433 |
|
| R1 |
1.3509 |
1.3509 |
1.3416 |
1.3472 |
| PP |
1.3435 |
1.3435 |
1.3435 |
1.3416 |
| S1 |
1.3324 |
1.3324 |
1.3382 |
1.3287 |
| S2 |
1.3250 |
1.3250 |
1.3365 |
|
| S3 |
1.3065 |
1.3139 |
1.3348 |
|
| S4 |
1.2880 |
1.2954 |
1.3297 |
|
|
| 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 |
1.4331 |
|
2.618 |
1.4029 |
|
1.618 |
1.3844 |
|
1.000 |
1.3730 |
|
0.618 |
1.3659 |
|
HIGH |
1.3545 |
|
0.618 |
1.3474 |
|
0.500 |
1.3453 |
|
0.382 |
1.3431 |
|
LOW |
1.3360 |
|
0.618 |
1.3246 |
|
1.000 |
1.3175 |
|
1.618 |
1.3061 |
|
2.618 |
1.2876 |
|
4.250 |
1.2574 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3453 |
1.3398 |
| PP |
1.3435 |
1.3397 |
| S1 |
1.3417 |
1.3397 |
|