CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3135 |
1.3245 |
0.0110 |
0.8% |
1.3009 |
| High |
1.3330 |
1.3374 |
0.0044 |
0.3% |
1.3285 |
| Low |
1.3125 |
1.3198 |
0.0073 |
0.6% |
1.2876 |
| Close |
1.3284 |
1.3257 |
-0.0027 |
-0.2% |
1.3237 |
| Range |
0.0205 |
0.0176 |
-0.0029 |
-14.1% |
0.0409 |
| ATR |
0.0168 |
0.0169 |
0.0001 |
0.3% |
0.0000 |
| Volume |
220 |
500 |
280 |
127.3% |
1,281 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3707 |
1.3354 |
|
| R3 |
1.3628 |
1.3531 |
1.3305 |
|
| R2 |
1.3452 |
1.3452 |
1.3289 |
|
| R1 |
1.3355 |
1.3355 |
1.3273 |
1.3404 |
| PP |
1.3276 |
1.3276 |
1.3276 |
1.3301 |
| S1 |
1.3179 |
1.3179 |
1.3241 |
1.3228 |
| S2 |
1.3100 |
1.3100 |
1.3225 |
|
| S3 |
1.2924 |
1.3003 |
1.3209 |
|
| S4 |
1.2748 |
1.2827 |
1.3160 |
|
|
| 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 |
1.4122 |
|
2.618 |
1.3835 |
|
1.618 |
1.3659 |
|
1.000 |
1.3550 |
|
0.618 |
1.3483 |
|
HIGH |
1.3374 |
|
0.618 |
1.3307 |
|
0.500 |
1.3286 |
|
0.382 |
1.3265 |
|
LOW |
1.3198 |
|
0.618 |
1.3089 |
|
1.000 |
1.3022 |
|
1.618 |
1.2913 |
|
2.618 |
1.2737 |
|
4.250 |
1.2450 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3286 |
1.3228 |
| PP |
1.3276 |
1.3199 |
| S1 |
1.3267 |
1.3170 |
|