CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3545 |
1.3360 |
-0.0185 |
-1.4% |
1.3249 |
| High |
1.3545 |
1.3360 |
-0.0185 |
-1.4% |
1.3521 |
| Low |
1.3360 |
1.3240 |
-0.0120 |
-0.9% |
1.3132 |
| Close |
1.3399 |
1.3255 |
-0.0144 |
-1.1% |
1.3490 |
| Range |
0.0185 |
0.0120 |
-0.0065 |
-35.1% |
0.0389 |
| ATR |
0.0171 |
0.0170 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
152 |
49 |
-103 |
-67.8% |
667 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3570 |
1.3321 |
|
| R3 |
1.3525 |
1.3450 |
1.3288 |
|
| R2 |
1.3405 |
1.3405 |
1.3277 |
|
| R1 |
1.3330 |
1.3330 |
1.3266 |
1.3308 |
| PP |
1.3285 |
1.3285 |
1.3285 |
1.3274 |
| S1 |
1.3210 |
1.3210 |
1.3244 |
1.3188 |
| S2 |
1.3165 |
1.3165 |
1.3233 |
|
| S3 |
1.3045 |
1.3090 |
1.3222 |
|
| S4 |
1.2925 |
1.2970 |
1.3189 |
|
|
| 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 |
1.3870 |
|
2.618 |
1.3674 |
|
1.618 |
1.3554 |
|
1.000 |
1.3480 |
|
0.618 |
1.3434 |
|
HIGH |
1.3360 |
|
0.618 |
1.3314 |
|
0.500 |
1.3300 |
|
0.382 |
1.3286 |
|
LOW |
1.3240 |
|
0.618 |
1.3166 |
|
1.000 |
1.3120 |
|
1.618 |
1.3046 |
|
2.618 |
1.2926 |
|
4.250 |
1.2730 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3300 |
1.3393 |
| PP |
1.3285 |
1.3347 |
| S1 |
1.3270 |
1.3301 |
|