CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3133 |
1.3220 |
0.0087 |
0.7% |
1.3009 |
| High |
1.3285 |
1.3221 |
-0.0064 |
-0.5% |
1.3285 |
| Low |
1.3112 |
1.2990 |
-0.0122 |
-0.9% |
1.2876 |
| Close |
1.3237 |
1.3012 |
-0.0225 |
-1.7% |
1.3237 |
| Range |
0.0173 |
0.0231 |
0.0058 |
33.5% |
0.0409 |
| ATR |
0.0157 |
0.0163 |
0.0006 |
4.1% |
0.0000 |
| Volume |
142 |
104 |
-38 |
-26.8% |
1,281 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3767 |
1.3621 |
1.3139 |
|
| R3 |
1.3536 |
1.3390 |
1.3076 |
|
| R2 |
1.3305 |
1.3305 |
1.3054 |
|
| R1 |
1.3159 |
1.3159 |
1.3033 |
1.3117 |
| PP |
1.3074 |
1.3074 |
1.3074 |
1.3053 |
| S1 |
1.2928 |
1.2928 |
1.2991 |
1.2886 |
| S2 |
1.2843 |
1.2843 |
1.2970 |
|
| S3 |
1.2612 |
1.2697 |
1.2948 |
|
| S4 |
1.2381 |
1.2466 |
1.2885 |
|
|
| 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 |
1.4203 |
|
2.618 |
1.3826 |
|
1.618 |
1.3595 |
|
1.000 |
1.3452 |
|
0.618 |
1.3364 |
|
HIGH |
1.3221 |
|
0.618 |
1.3133 |
|
0.500 |
1.3106 |
|
0.382 |
1.3078 |
|
LOW |
1.2990 |
|
0.618 |
1.2847 |
|
1.000 |
1.2759 |
|
1.618 |
1.2616 |
|
2.618 |
1.2385 |
|
4.250 |
1.2008 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3130 |
| PP |
1.3074 |
1.3091 |
| S1 |
1.3043 |
1.3051 |
|