CME Euro FX Future September 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.3447 |
1.3490 |
0.0043 |
0.3% |
1.3171 |
High |
1.3447 |
1.3490 |
0.0043 |
0.3% |
1.3490 |
Low |
1.3447 |
1.3490 |
0.0043 |
0.3% |
1.3171 |
Close |
1.3447 |
1.3490 |
0.0043 |
0.3% |
1.3490 |
Range |
|
|
|
|
|
ATR |
0.0111 |
0.0106 |
-0.0005 |
-4.4% |
0.0000 |
Volume |
182 |
230 |
48 |
26.4% |
667 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3490 |
1.3490 |
1.3490 |
|
R3 |
1.3490 |
1.3490 |
1.3490 |
|
R2 |
1.3490 |
1.3490 |
1.3490 |
|
R1 |
1.3490 |
1.3490 |
1.3490 |
1.3490 |
PP |
1.3490 |
1.3490 |
1.3490 |
1.3490 |
S1 |
1.3490 |
1.3490 |
1.3490 |
1.3490 |
S2 |
1.3490 |
1.3490 |
1.3490 |
|
S3 |
1.3490 |
1.3490 |
1.3490 |
|
S4 |
1.3490 |
1.3490 |
1.3490 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4341 |
1.4234 |
1.3665 |
|
R3 |
1.4022 |
1.3915 |
1.3578 |
|
R2 |
1.3703 |
1.3703 |
1.3548 |
|
R1 |
1.3596 |
1.3596 |
1.3519 |
1.3650 |
PP |
1.3384 |
1.3384 |
1.3384 |
1.3410 |
S1 |
1.3277 |
1.3277 |
1.3461 |
1.3331 |
S2 |
1.3065 |
1.3065 |
1.3432 |
|
S3 |
1.2746 |
1.2958 |
1.3402 |
|
S4 |
1.2427 |
1.2639 |
1.3315 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3490 |
2.618 |
1.3490 |
1.618 |
1.3490 |
1.000 |
1.3490 |
0.618 |
1.3490 |
HIGH |
1.3490 |
0.618 |
1.3490 |
0.500 |
1.3490 |
0.382 |
1.3490 |
LOW |
1.3490 |
0.618 |
1.3490 |
1.000 |
1.3490 |
1.618 |
1.3490 |
2.618 |
1.3490 |
4.250 |
1.3490 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3490 |
1.3449 |
PP |
1.3490 |
1.3407 |
S1 |
1.3490 |
1.3366 |
|