CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3302 |
1.3205 |
-0.0097 |
-0.7% |
1.3545 |
| High |
1.3302 |
1.3373 |
0.0071 |
0.5% |
1.3545 |
| Low |
1.3125 |
1.3190 |
0.0065 |
0.5% |
1.3125 |
| Close |
1.3143 |
1.3355 |
0.0212 |
1.6% |
1.3143 |
| Range |
0.0177 |
0.0183 |
0.0006 |
3.4% |
0.0420 |
| ATR |
0.0167 |
0.0171 |
0.0005 |
2.7% |
0.0000 |
| Volume |
136 |
181 |
45 |
33.1% |
473 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3855 |
1.3788 |
1.3456 |
|
| R3 |
1.3672 |
1.3605 |
1.3405 |
|
| R2 |
1.3489 |
1.3489 |
1.3389 |
|
| R1 |
1.3422 |
1.3422 |
1.3372 |
1.3456 |
| PP |
1.3306 |
1.3306 |
1.3306 |
1.3323 |
| S1 |
1.3239 |
1.3239 |
1.3338 |
1.3273 |
| S2 |
1.3123 |
1.3123 |
1.3321 |
|
| S3 |
1.2940 |
1.3056 |
1.3305 |
|
| S4 |
1.2757 |
1.2873 |
1.3254 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4531 |
1.4257 |
1.3374 |
|
| R3 |
1.4111 |
1.3837 |
1.3259 |
|
| R2 |
1.3691 |
1.3691 |
1.3220 |
|
| R1 |
1.3417 |
1.3417 |
1.3182 |
1.3344 |
| PP |
1.3271 |
1.3271 |
1.3271 |
1.3235 |
| S1 |
1.2997 |
1.2997 |
1.3105 |
1.2924 |
| S2 |
1.2851 |
1.2851 |
1.3066 |
|
| S3 |
1.2431 |
1.2577 |
1.3028 |
|
| S4 |
1.2011 |
1.2157 |
1.2912 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4151 |
|
2.618 |
1.3852 |
|
1.618 |
1.3669 |
|
1.000 |
1.3556 |
|
0.618 |
1.3486 |
|
HIGH |
1.3373 |
|
0.618 |
1.3303 |
|
0.500 |
1.3282 |
|
0.382 |
1.3260 |
|
LOW |
1.3190 |
|
0.618 |
1.3077 |
|
1.000 |
1.3007 |
|
1.618 |
1.2894 |
|
2.618 |
1.2711 |
|
4.250 |
1.2412 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3331 |
1.3320 |
| PP |
1.3306 |
1.3284 |
| S1 |
1.3282 |
1.3249 |
|