CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3015 |
1.3135 |
0.0120 |
0.9% |
1.3009 |
| High |
1.3155 |
1.3330 |
0.0175 |
1.3% |
1.3285 |
| Low |
1.2965 |
1.3125 |
0.0160 |
1.2% |
1.2876 |
| Close |
1.3143 |
1.3284 |
0.0141 |
1.1% |
1.3237 |
| Range |
0.0190 |
0.0205 |
0.0015 |
7.9% |
0.0409 |
| ATR |
0.0165 |
0.0168 |
0.0003 |
1.7% |
0.0000 |
| Volume |
214 |
220 |
6 |
2.8% |
1,281 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3861 |
1.3778 |
1.3397 |
|
| R3 |
1.3656 |
1.3573 |
1.3340 |
|
| R2 |
1.3451 |
1.3451 |
1.3322 |
|
| R1 |
1.3368 |
1.3368 |
1.3303 |
1.3410 |
| PP |
1.3246 |
1.3246 |
1.3246 |
1.3267 |
| S1 |
1.3163 |
1.3163 |
1.3265 |
1.3205 |
| S2 |
1.3041 |
1.3041 |
1.3246 |
|
| S3 |
1.2836 |
1.2958 |
1.3228 |
|
| S4 |
1.2631 |
1.2753 |
1.3171 |
|
|
| 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 |
1.4201 |
|
2.618 |
1.3867 |
|
1.618 |
1.3662 |
|
1.000 |
1.3535 |
|
0.618 |
1.3457 |
|
HIGH |
1.3330 |
|
0.618 |
1.3252 |
|
0.500 |
1.3228 |
|
0.382 |
1.3203 |
|
LOW |
1.3125 |
|
0.618 |
1.2998 |
|
1.000 |
1.2920 |
|
1.618 |
1.2793 |
|
2.618 |
1.2588 |
|
4.250 |
1.2254 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3265 |
1.3239 |
| PP |
1.3246 |
1.3193 |
| S1 |
1.3228 |
1.3148 |
|