CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3205 |
1.3306 |
0.0101 |
0.8% |
1.3545 |
| High |
1.3373 |
1.3306 |
-0.0067 |
-0.5% |
1.3545 |
| Low |
1.3190 |
1.3228 |
0.0038 |
0.3% |
1.3125 |
| Close |
1.3355 |
1.3284 |
-0.0071 |
-0.5% |
1.3143 |
| Range |
0.0183 |
0.0078 |
-0.0105 |
-57.4% |
0.0420 |
| ATR |
0.0171 |
0.0168 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
181 |
42 |
-139 |
-76.8% |
473 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3507 |
1.3473 |
1.3327 |
|
| R3 |
1.3429 |
1.3395 |
1.3305 |
|
| R2 |
1.3351 |
1.3351 |
1.3298 |
|
| R1 |
1.3317 |
1.3317 |
1.3291 |
1.3295 |
| PP |
1.3273 |
1.3273 |
1.3273 |
1.3262 |
| S1 |
1.3239 |
1.3239 |
1.3277 |
1.3217 |
| S2 |
1.3195 |
1.3195 |
1.3270 |
|
| S3 |
1.3117 |
1.3161 |
1.3263 |
|
| S4 |
1.3039 |
1.3083 |
1.3241 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4531 |
1.4257 |
1.3374 |
|
| R3 |
1.4111 |
1.3837 |
1.3259 |
|
| R2 |
1.3691 |
1.3691 |
1.3220 |
|
| R1 |
1.3417 |
1.3417 |
1.3182 |
1.3344 |
| PP |
1.3271 |
1.3271 |
1.3271 |
1.3235 |
| S1 |
1.2997 |
1.2997 |
1.3105 |
1.2924 |
| S2 |
1.2851 |
1.2851 |
1.3066 |
|
| S3 |
1.2431 |
1.2577 |
1.3028 |
|
| S4 |
1.2011 |
1.2157 |
1.2912 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3638 |
|
2.618 |
1.3510 |
|
1.618 |
1.3432 |
|
1.000 |
1.3384 |
|
0.618 |
1.3354 |
|
HIGH |
1.3306 |
|
0.618 |
1.3276 |
|
0.500 |
1.3267 |
|
0.382 |
1.3258 |
|
LOW |
1.3228 |
|
0.618 |
1.3180 |
|
1.000 |
1.3150 |
|
1.618 |
1.3102 |
|
2.618 |
1.3024 |
|
4.250 |
1.2897 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3278 |
1.3272 |
| PP |
1.3273 |
1.3261 |
| S1 |
1.3267 |
1.3249 |
|