CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.3133 |
0.0138 |
1.1% |
1.3009 |
| High |
1.3145 |
1.3285 |
0.0140 |
1.1% |
1.3285 |
| Low |
1.2975 |
1.3112 |
0.0137 |
1.1% |
1.2876 |
| Close |
1.3103 |
1.3237 |
0.0134 |
1.0% |
1.3237 |
| Range |
0.0170 |
0.0173 |
0.0003 |
1.8% |
0.0409 |
| ATR |
0.0155 |
0.0157 |
0.0002 |
1.2% |
0.0000 |
| Volume |
171 |
142 |
-29 |
-17.0% |
1,281 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3657 |
1.3332 |
|
| R3 |
1.3557 |
1.3484 |
1.3285 |
|
| R2 |
1.3384 |
1.3384 |
1.3269 |
|
| R1 |
1.3311 |
1.3311 |
1.3253 |
1.3348 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3230 |
| S1 |
1.3138 |
1.3138 |
1.3221 |
1.3175 |
| S2 |
1.3038 |
1.3038 |
1.3205 |
|
| S3 |
1.2865 |
1.2965 |
1.3189 |
|
| S4 |
1.2692 |
1.2792 |
1.3142 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4360 |
1.4207 |
1.3462 |
|
| R3 |
1.3951 |
1.3798 |
1.3349 |
|
| R2 |
1.3542 |
1.3542 |
1.3312 |
|
| R1 |
1.3389 |
1.3389 |
1.3274 |
1.3466 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3171 |
| S1 |
1.2980 |
1.2980 |
1.3200 |
1.3057 |
| S2 |
1.2724 |
1.2724 |
1.3162 |
|
| S3 |
1.2315 |
1.2571 |
1.3125 |
|
| S4 |
1.1906 |
1.2162 |
1.3012 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4020 |
|
2.618 |
1.3738 |
|
1.618 |
1.3565 |
|
1.000 |
1.3458 |
|
0.618 |
1.3392 |
|
HIGH |
1.3285 |
|
0.618 |
1.3219 |
|
0.500 |
1.3199 |
|
0.382 |
1.3178 |
|
LOW |
1.3112 |
|
0.618 |
1.3005 |
|
1.000 |
1.2939 |
|
1.618 |
1.2832 |
|
2.618 |
1.2659 |
|
4.250 |
1.2377 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3224 |
1.3185 |
| PP |
1.3211 |
1.3133 |
| S1 |
1.3199 |
1.3081 |
|