CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3015 |
-0.0205 |
-1.6% |
1.3009 |
| High |
1.3221 |
1.3155 |
-0.0066 |
-0.5% |
1.3285 |
| Low |
1.2990 |
1.2965 |
-0.0025 |
-0.2% |
1.2876 |
| Close |
1.3012 |
1.3143 |
0.0131 |
1.0% |
1.3237 |
| Range |
0.0231 |
0.0190 |
-0.0041 |
-17.7% |
0.0409 |
| ATR |
0.0163 |
0.0165 |
0.0002 |
1.2% |
0.0000 |
| Volume |
104 |
214 |
110 |
105.8% |
1,281 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3658 |
1.3590 |
1.3248 |
|
| R3 |
1.3468 |
1.3400 |
1.3195 |
|
| R2 |
1.3278 |
1.3278 |
1.3178 |
|
| R1 |
1.3210 |
1.3210 |
1.3160 |
1.3244 |
| PP |
1.3088 |
1.3088 |
1.3088 |
1.3105 |
| S1 |
1.3020 |
1.3020 |
1.3126 |
1.3054 |
| S2 |
1.2898 |
1.2898 |
1.3108 |
|
| S3 |
1.2708 |
1.2830 |
1.3091 |
|
| S4 |
1.2518 |
1.2640 |
1.3039 |
|
|
| 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 |
1.3963 |
|
2.618 |
1.3652 |
|
1.618 |
1.3462 |
|
1.000 |
1.3345 |
|
0.618 |
1.3272 |
|
HIGH |
1.3155 |
|
0.618 |
1.3082 |
|
0.500 |
1.3060 |
|
0.382 |
1.3038 |
|
LOW |
1.2965 |
|
0.618 |
1.2848 |
|
1.000 |
1.2775 |
|
1.618 |
1.2658 |
|
2.618 |
1.2468 |
|
4.250 |
1.2158 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3115 |
1.3137 |
| PP |
1.3088 |
1.3131 |
| S1 |
1.3060 |
1.3125 |
|