CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3237 |
1.3012 |
-0.0225 |
-1.7% |
1.2912 |
| High |
1.3237 |
1.3140 |
-0.0097 |
-0.7% |
1.3237 |
| Low |
1.3237 |
1.3005 |
-0.0232 |
-1.8% |
1.2912 |
| Close |
1.3237 |
1.3012 |
-0.0225 |
-1.7% |
1.3237 |
| Range |
0.0000 |
0.0135 |
0.0135 |
|
0.0325 |
| ATR |
0.0098 |
0.0108 |
0.0010 |
9.7% |
0.0000 |
| Volume |
142 |
104 |
-38 |
-26.8% |
1,281 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3370 |
1.3086 |
|
| R3 |
1.3322 |
1.3235 |
1.3049 |
|
| R2 |
1.3187 |
1.3187 |
1.3037 |
|
| R1 |
1.3100 |
1.3100 |
1.3024 |
1.3080 |
| PP |
1.3052 |
1.3052 |
1.3052 |
1.3042 |
| S1 |
1.2965 |
1.2965 |
1.3000 |
1.2945 |
| S2 |
1.2917 |
1.2917 |
1.2987 |
|
| S3 |
1.2782 |
1.2830 |
1.2975 |
|
| S4 |
1.2647 |
1.2695 |
1.2938 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.3995 |
1.3416 |
|
| R3 |
1.3779 |
1.3670 |
1.3326 |
|
| R2 |
1.3454 |
1.3454 |
1.3297 |
|
| R1 |
1.3345 |
1.3345 |
1.3267 |
1.3400 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3156 |
| S1 |
1.3020 |
1.3020 |
1.3207 |
1.3075 |
| S2 |
1.2804 |
1.2804 |
1.3177 |
|
| S3 |
1.2479 |
1.2695 |
1.3148 |
|
| S4 |
1.2154 |
1.2370 |
1.3058 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3714 |
|
2.618 |
1.3493 |
|
1.618 |
1.3358 |
|
1.000 |
1.3275 |
|
0.618 |
1.3223 |
|
HIGH |
1.3140 |
|
0.618 |
1.3088 |
|
0.500 |
1.3073 |
|
0.382 |
1.3057 |
|
LOW |
1.3005 |
|
0.618 |
1.2922 |
|
1.000 |
1.2870 |
|
1.618 |
1.2787 |
|
2.618 |
1.2652 |
|
4.250 |
1.2431 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3073 |
1.3121 |
| PP |
1.3052 |
1.3085 |
| S1 |
1.3032 |
1.3048 |
|