CME Euro FX Future September 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.3143 |
1.3355 |
0.0212 |
1.6% |
1.3399 |
High |
1.3143 |
1.3355 |
0.0212 |
1.6% |
1.3399 |
Low |
1.3143 |
1.3355 |
0.0212 |
1.6% |
1.3143 |
Close |
1.3143 |
1.3355 |
0.0212 |
1.6% |
1.3143 |
Range |
|
|
|
|
|
ATR |
0.0101 |
0.0109 |
0.0008 |
7.9% |
0.0000 |
Volume |
136 |
181 |
45 |
33.1% |
473 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3355 |
1.3355 |
1.3355 |
|
R3 |
1.3355 |
1.3355 |
1.3355 |
|
R2 |
1.3355 |
1.3355 |
1.3355 |
|
R1 |
1.3355 |
1.3355 |
1.3355 |
1.3355 |
PP |
1.3355 |
1.3355 |
1.3355 |
1.3355 |
S1 |
1.3355 |
1.3355 |
1.3355 |
1.3355 |
S2 |
1.3355 |
1.3355 |
1.3355 |
|
S3 |
1.3355 |
1.3355 |
1.3355 |
|
S4 |
1.3355 |
1.3355 |
1.3355 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3996 |
1.3826 |
1.3284 |
|
R3 |
1.3740 |
1.3570 |
1.3213 |
|
R2 |
1.3484 |
1.3484 |
1.3190 |
|
R1 |
1.3314 |
1.3314 |
1.3166 |
1.3271 |
PP |
1.3228 |
1.3228 |
1.3228 |
1.3207 |
S1 |
1.3058 |
1.3058 |
1.3120 |
1.3015 |
S2 |
1.2972 |
1.2972 |
1.3096 |
|
S3 |
1.2716 |
1.2802 |
1.3073 |
|
S4 |
1.2460 |
1.2546 |
1.3002 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3355 |
2.618 |
1.3355 |
1.618 |
1.3355 |
1.000 |
1.3355 |
0.618 |
1.3355 |
HIGH |
1.3355 |
0.618 |
1.3355 |
0.500 |
1.3355 |
0.382 |
1.3355 |
LOW |
1.3355 |
0.618 |
1.3355 |
1.000 |
1.3355 |
1.618 |
1.3355 |
2.618 |
1.3355 |
4.250 |
1.3355 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3355 |
1.3320 |
PP |
1.3355 |
1.3284 |
S1 |
1.3355 |
1.3249 |
|