CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2899 |
1.2925 |
0.0026 |
0.2% |
1.3205 |
| High |
1.2975 |
1.3025 |
0.0050 |
0.4% |
1.3373 |
| Low |
1.2895 |
1.2876 |
-0.0019 |
-0.1% |
1.3006 |
| Close |
1.2920 |
1.3009 |
0.0089 |
0.7% |
1.3015 |
| Range |
0.0080 |
0.0149 |
0.0069 |
86.3% |
0.0367 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
185 |
142 |
-43 |
-23.2% |
564 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3417 |
1.3362 |
1.3091 |
|
| R3 |
1.3268 |
1.3213 |
1.3050 |
|
| R2 |
1.3119 |
1.3119 |
1.3036 |
|
| R1 |
1.3064 |
1.3064 |
1.3023 |
1.3092 |
| PP |
1.2970 |
1.2970 |
1.2970 |
1.2984 |
| S1 |
1.2915 |
1.2915 |
1.2995 |
1.2943 |
| S2 |
1.2821 |
1.2821 |
1.2982 |
|
| S3 |
1.2672 |
1.2766 |
1.2968 |
|
| S4 |
1.2523 |
1.2617 |
1.2927 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4232 |
1.3991 |
1.3217 |
|
| R3 |
1.3865 |
1.3624 |
1.3116 |
|
| R2 |
1.3498 |
1.3498 |
1.3082 |
|
| R1 |
1.3257 |
1.3257 |
1.3049 |
1.3194 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3100 |
| S1 |
1.2890 |
1.2890 |
1.2981 |
1.2827 |
| S2 |
1.2764 |
1.2764 |
1.2948 |
|
| S3 |
1.2397 |
1.2523 |
1.2914 |
|
| S4 |
1.2030 |
1.2156 |
1.2813 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3658 |
|
2.618 |
1.3415 |
|
1.618 |
1.3266 |
|
1.000 |
1.3174 |
|
0.618 |
1.3117 |
|
HIGH |
1.3025 |
|
0.618 |
1.2968 |
|
0.500 |
1.2951 |
|
0.382 |
1.2933 |
|
LOW |
1.2876 |
|
0.618 |
1.2784 |
|
1.000 |
1.2727 |
|
1.618 |
1.2635 |
|
2.618 |
1.2486 |
|
4.250 |
1.2243 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.2990 |
| PP |
1.2970 |
1.2970 |
| S1 |
1.2951 |
1.2951 |
|