CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3302 |
0.0062 |
0.5% |
1.3249 |
| High |
1.3299 |
1.3302 |
0.0003 |
0.0% |
1.3521 |
| Low |
1.3190 |
1.3125 |
-0.0065 |
-0.5% |
1.3132 |
| Close |
1.3231 |
1.3143 |
-0.0088 |
-0.7% |
1.3490 |
| Range |
0.0109 |
0.0177 |
0.0068 |
62.4% |
0.0389 |
| ATR |
0.0166 |
0.0167 |
0.0001 |
0.5% |
0.0000 |
| Volume |
136 |
136 |
0 |
0.0% |
667 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3721 |
1.3609 |
1.3240 |
|
| R3 |
1.3544 |
1.3432 |
1.3192 |
|
| R2 |
1.3367 |
1.3367 |
1.3175 |
|
| R1 |
1.3255 |
1.3255 |
1.3159 |
1.3223 |
| PP |
1.3190 |
1.3190 |
1.3190 |
1.3174 |
| S1 |
1.3078 |
1.3078 |
1.3127 |
1.3046 |
| S2 |
1.3013 |
1.3013 |
1.3111 |
|
| S3 |
1.2836 |
1.2901 |
1.3094 |
|
| S4 |
1.2659 |
1.2724 |
1.3046 |
|
|
| 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 |
1.4054 |
|
2.618 |
1.3765 |
|
1.618 |
1.3588 |
|
1.000 |
1.3479 |
|
0.618 |
1.3411 |
|
HIGH |
1.3302 |
|
0.618 |
1.3234 |
|
0.500 |
1.3214 |
|
0.382 |
1.3193 |
|
LOW |
1.3125 |
|
0.618 |
1.3016 |
|
1.000 |
1.2948 |
|
1.618 |
1.2839 |
|
2.618 |
1.2662 |
|
4.250 |
1.2373 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3214 |
1.3243 |
| PP |
1.3190 |
1.3209 |
| S1 |
1.3167 |
1.3176 |
|