CME Euro FX Future September 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.3009 |
1.3103 |
0.0094 |
0.7% |
1.3355 |
High |
1.3009 |
1.3103 |
0.0094 |
0.7% |
1.3355 |
Low |
1.3009 |
1.3103 |
0.0094 |
0.7% |
1.3015 |
Close |
1.3009 |
1.3103 |
0.0094 |
0.7% |
1.3015 |
Range |
|
|
|
|
|
ATR |
0.0096 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
Volume |
142 |
171 |
29 |
20.4% |
564 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3103 |
1.3103 |
1.3103 |
|
R3 |
1.3103 |
1.3103 |
1.3103 |
|
R2 |
1.3103 |
1.3103 |
1.3103 |
|
R1 |
1.3103 |
1.3103 |
1.3103 |
1.3103 |
PP |
1.3103 |
1.3103 |
1.3103 |
1.3103 |
S1 |
1.3103 |
1.3103 |
1.3103 |
1.3103 |
S2 |
1.3103 |
1.3103 |
1.3103 |
|
S3 |
1.3103 |
1.3103 |
1.3103 |
|
S4 |
1.3103 |
1.3103 |
1.3103 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4148 |
1.3922 |
1.3202 |
|
R3 |
1.3808 |
1.3582 |
1.3109 |
|
R2 |
1.3468 |
1.3468 |
1.3077 |
|
R1 |
1.3242 |
1.3242 |
1.3046 |
1.3185 |
PP |
1.3128 |
1.3128 |
1.3128 |
1.3100 |
S1 |
1.2902 |
1.2902 |
1.2984 |
1.2845 |
S2 |
1.2788 |
1.2788 |
1.2953 |
|
S3 |
1.2448 |
1.2562 |
1.2922 |
|
S4 |
1.2108 |
1.2222 |
1.2828 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3103 |
2.618 |
1.3103 |
1.618 |
1.3103 |
1.000 |
1.3103 |
0.618 |
1.3103 |
HIGH |
1.3103 |
0.618 |
1.3103 |
0.500 |
1.3103 |
0.382 |
1.3103 |
LOW |
1.3103 |
0.618 |
1.3103 |
1.000 |
1.3103 |
1.618 |
1.3103 |
2.618 |
1.3103 |
4.250 |
1.3103 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3103 |
1.3073 |
PP |
1.3103 |
1.3042 |
S1 |
1.3103 |
1.3012 |
|