CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3235 |
1.3221 |
-0.0014 |
-0.1% |
1.3545 |
| High |
1.3279 |
1.3231 |
-0.0048 |
-0.4% |
1.3545 |
| Low |
1.3145 |
1.3117 |
-0.0028 |
-0.2% |
1.3125 |
| Close |
1.3182 |
1.3163 |
-0.0019 |
-0.1% |
1.3143 |
| Range |
0.0134 |
0.0114 |
-0.0020 |
-14.9% |
0.0420 |
| ATR |
0.0166 |
0.0162 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
81 |
164 |
83 |
102.5% |
473 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3512 |
1.3452 |
1.3226 |
|
| R3 |
1.3398 |
1.3338 |
1.3194 |
|
| R2 |
1.3284 |
1.3284 |
1.3184 |
|
| R1 |
1.3224 |
1.3224 |
1.3173 |
1.3197 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3157 |
| S1 |
1.3110 |
1.3110 |
1.3153 |
1.3083 |
| S2 |
1.3056 |
1.3056 |
1.3142 |
|
| S3 |
1.2942 |
1.2996 |
1.3132 |
|
| S4 |
1.2828 |
1.2882 |
1.3100 |
|
|
| 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 |
1.3716 |
|
2.618 |
1.3529 |
|
1.618 |
1.3415 |
|
1.000 |
1.3345 |
|
0.618 |
1.3301 |
|
HIGH |
1.3231 |
|
0.618 |
1.3187 |
|
0.500 |
1.3174 |
|
0.382 |
1.3161 |
|
LOW |
1.3117 |
|
0.618 |
1.3047 |
|
1.000 |
1.3003 |
|
1.618 |
1.2933 |
|
2.618 |
1.2819 |
|
4.250 |
1.2633 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3212 |
| PP |
1.3170 |
1.3195 |
| S1 |
1.3167 |
1.3179 |
|