CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3306 |
1.3235 |
-0.0071 |
-0.5% |
1.3545 |
| High |
1.3306 |
1.3279 |
-0.0027 |
-0.2% |
1.3545 |
| Low |
1.3228 |
1.3145 |
-0.0083 |
-0.6% |
1.3125 |
| Close |
1.3284 |
1.3182 |
-0.0102 |
-0.8% |
1.3143 |
| Range |
0.0078 |
0.0134 |
0.0056 |
71.8% |
0.0420 |
| ATR |
0.0168 |
0.0166 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
42 |
81 |
39 |
92.9% |
473 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3604 |
1.3527 |
1.3256 |
|
| R3 |
1.3470 |
1.3393 |
1.3219 |
|
| R2 |
1.3336 |
1.3336 |
1.3207 |
|
| R1 |
1.3259 |
1.3259 |
1.3194 |
1.3231 |
| PP |
1.3202 |
1.3202 |
1.3202 |
1.3188 |
| S1 |
1.3125 |
1.3125 |
1.3170 |
1.3097 |
| S2 |
1.3068 |
1.3068 |
1.3157 |
|
| S3 |
1.2934 |
1.2991 |
1.3145 |
|
| S4 |
1.2800 |
1.2857 |
1.3108 |
|
|
| 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 |
1.3849 |
|
2.618 |
1.3630 |
|
1.618 |
1.3496 |
|
1.000 |
1.3413 |
|
0.618 |
1.3362 |
|
HIGH |
1.3279 |
|
0.618 |
1.3228 |
|
0.500 |
1.3212 |
|
0.382 |
1.3196 |
|
LOW |
1.3145 |
|
0.618 |
1.3062 |
|
1.000 |
1.3011 |
|
1.618 |
1.2928 |
|
2.618 |
1.2794 |
|
4.250 |
1.2576 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3212 |
1.3259 |
| PP |
1.3202 |
1.3233 |
| S1 |
1.3192 |
1.3208 |
|