CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3360 |
1.3240 |
-0.0120 |
-0.9% |
1.3249 |
| High |
1.3360 |
1.3299 |
-0.0061 |
-0.5% |
1.3521 |
| Low |
1.3240 |
1.3190 |
-0.0050 |
-0.4% |
1.3132 |
| Close |
1.3255 |
1.3231 |
-0.0024 |
-0.2% |
1.3490 |
| Range |
0.0120 |
0.0109 |
-0.0011 |
-9.2% |
0.0389 |
| ATR |
0.0170 |
0.0166 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
49 |
136 |
87 |
177.6% |
667 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3567 |
1.3508 |
1.3291 |
|
| R3 |
1.3458 |
1.3399 |
1.3261 |
|
| R2 |
1.3349 |
1.3349 |
1.3251 |
|
| R1 |
1.3290 |
1.3290 |
1.3241 |
1.3265 |
| PP |
1.3240 |
1.3240 |
1.3240 |
1.3228 |
| S1 |
1.3181 |
1.3181 |
1.3221 |
1.3156 |
| S2 |
1.3131 |
1.3131 |
1.3211 |
|
| S3 |
1.3022 |
1.3072 |
1.3201 |
|
| S4 |
1.2913 |
1.2963 |
1.3171 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4548 |
1.4408 |
1.3704 |
|
| R3 |
1.4159 |
1.4019 |
1.3597 |
|
| R2 |
1.3770 |
1.3770 |
1.3561 |
|
| R1 |
1.3630 |
1.3630 |
1.3526 |
1.3700 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3416 |
| S1 |
1.3241 |
1.3241 |
1.3454 |
1.3311 |
| S2 |
1.2992 |
1.2992 |
1.3419 |
|
| S3 |
1.2603 |
1.2852 |
1.3383 |
|
| S4 |
1.2214 |
1.2463 |
1.3276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3584 |
|
1.618 |
1.3475 |
|
1.000 |
1.3408 |
|
0.618 |
1.3366 |
|
HIGH |
1.3299 |
|
0.618 |
1.3257 |
|
0.500 |
1.3245 |
|
0.382 |
1.3232 |
|
LOW |
1.3190 |
|
0.618 |
1.3123 |
|
1.000 |
1.3081 |
|
1.618 |
1.3014 |
|
2.618 |
1.2905 |
|
4.250 |
1.2727 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3368 |
| PP |
1.3240 |
1.3322 |
| S1 |
1.3236 |
1.3277 |
|