CME Euro FX 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 |
1.3284 |
1.3257 |
-0.0027 |
-0.2% |
1.2912 |
High |
1.3284 |
1.3257 |
-0.0027 |
-0.2% |
1.3237 |
Low |
1.3284 |
1.3257 |
-0.0027 |
-0.2% |
1.2912 |
Close |
1.3284 |
1.3257 |
-0.0027 |
-0.2% |
1.3237 |
Range |
|
|
|
|
|
ATR |
0.0112 |
0.0106 |
-0.0006 |
-5.4% |
0.0000 |
Volume |
220 |
500 |
280 |
127.3% |
1,281 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3257 |
1.3257 |
1.3257 |
|
R3 |
1.3257 |
1.3257 |
1.3257 |
|
R2 |
1.3257 |
1.3257 |
1.3257 |
|
R1 |
1.3257 |
1.3257 |
1.3257 |
1.3257 |
PP |
1.3257 |
1.3257 |
1.3257 |
1.3257 |
S1 |
1.3257 |
1.3257 |
1.3257 |
1.3257 |
S2 |
1.3257 |
1.3257 |
1.3257 |
|
S3 |
1.3257 |
1.3257 |
1.3257 |
|
S4 |
1.3257 |
1.3257 |
1.3257 |
|
|
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 |
1.3257 |
2.618 |
1.3257 |
1.618 |
1.3257 |
1.000 |
1.3257 |
0.618 |
1.3257 |
HIGH |
1.3257 |
0.618 |
1.3257 |
0.500 |
1.3257 |
0.382 |
1.3257 |
LOW |
1.3257 |
0.618 |
1.3257 |
1.000 |
1.3257 |
1.618 |
1.3257 |
2.618 |
1.3257 |
4.250 |
1.3257 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3257 |
1.3242 |
PP |
1.3257 |
1.3227 |
S1 |
1.3257 |
1.3212 |
|