CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3208 |
1.3248 |
0.0040 |
0.3% |
1.3659 |
| High |
1.3281 |
1.3521 |
0.0240 |
1.8% |
1.3659 |
| Low |
1.3175 |
1.3248 |
0.0073 |
0.6% |
1.3274 |
| Close |
1.3241 |
1.3447 |
0.0206 |
1.6% |
1.3311 |
| Range |
0.0106 |
0.0273 |
0.0167 |
157.5% |
0.0385 |
| ATR |
0.0169 |
0.0177 |
0.0008 |
4.7% |
0.0000 |
| Volume |
92 |
182 |
90 |
97.8% |
799 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4224 |
1.4109 |
1.3597 |
|
| R3 |
1.3951 |
1.3836 |
1.3522 |
|
| R2 |
1.3678 |
1.3678 |
1.3497 |
|
| R1 |
1.3563 |
1.3563 |
1.3472 |
1.3621 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3434 |
| S1 |
1.3290 |
1.3290 |
1.3422 |
1.3348 |
| S2 |
1.3132 |
1.3132 |
1.3397 |
|
| S3 |
1.2859 |
1.3017 |
1.3372 |
|
| S4 |
1.2586 |
1.2744 |
1.3297 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4570 |
1.4325 |
1.3523 |
|
| R3 |
1.4185 |
1.3940 |
1.3417 |
|
| R2 |
1.3800 |
1.3800 |
1.3382 |
|
| R1 |
1.3555 |
1.3555 |
1.3346 |
1.3485 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3380 |
| S1 |
1.3170 |
1.3170 |
1.3276 |
1.3100 |
| S2 |
1.3030 |
1.3030 |
1.3240 |
|
| S3 |
1.2645 |
1.2785 |
1.3205 |
|
| S4 |
1.2260 |
1.2400 |
1.3099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4681 |
|
2.618 |
1.4236 |
|
1.618 |
1.3963 |
|
1.000 |
1.3794 |
|
0.618 |
1.3690 |
|
HIGH |
1.3521 |
|
0.618 |
1.3417 |
|
0.500 |
1.3385 |
|
0.382 |
1.3352 |
|
LOW |
1.3248 |
|
0.618 |
1.3079 |
|
1.000 |
1.2975 |
|
1.618 |
1.2806 |
|
2.618 |
1.2533 |
|
4.250 |
1.2088 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3426 |
1.3414 |
| PP |
1.3405 |
1.3381 |
| S1 |
1.3385 |
1.3348 |
|