CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3221 |
1.3140 |
-0.0081 |
-0.6% |
1.3205 |
| High |
1.3231 |
1.3140 |
-0.0091 |
-0.7% |
1.3373 |
| Low |
1.3117 |
1.3006 |
-0.0111 |
-0.8% |
1.3006 |
| Close |
1.3163 |
1.3015 |
-0.0148 |
-1.1% |
1.3015 |
| Range |
0.0114 |
0.0134 |
0.0020 |
17.5% |
0.0367 |
| ATR |
0.0162 |
0.0162 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
164 |
96 |
-68 |
-41.5% |
564 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3369 |
1.3089 |
|
| R3 |
1.3322 |
1.3235 |
1.3052 |
|
| R2 |
1.3188 |
1.3188 |
1.3040 |
|
| R1 |
1.3101 |
1.3101 |
1.3027 |
1.3078 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3042 |
| S1 |
1.2967 |
1.2967 |
1.3003 |
1.2944 |
| S2 |
1.2920 |
1.2920 |
1.2990 |
|
| S3 |
1.2786 |
1.2833 |
1.2978 |
|
| S4 |
1.2652 |
1.2699 |
1.2941 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4232 |
1.3991 |
1.3217 |
|
| R3 |
1.3865 |
1.3624 |
1.3116 |
|
| R2 |
1.3498 |
1.3498 |
1.3082 |
|
| R1 |
1.3257 |
1.3257 |
1.3049 |
1.3194 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3100 |
| S1 |
1.2890 |
1.2890 |
1.2981 |
1.2827 |
| S2 |
1.2764 |
1.2764 |
1.2948 |
|
| S3 |
1.2397 |
1.2523 |
1.2914 |
|
| S4 |
1.2030 |
1.2156 |
1.2813 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3710 |
|
2.618 |
1.3491 |
|
1.618 |
1.3357 |
|
1.000 |
1.3274 |
|
0.618 |
1.3223 |
|
HIGH |
1.3140 |
|
0.618 |
1.3089 |
|
0.500 |
1.3073 |
|
0.382 |
1.3057 |
|
LOW |
1.3006 |
|
0.618 |
1.2923 |
|
1.000 |
1.2872 |
|
1.618 |
1.2789 |
|
2.618 |
1.2655 |
|
4.250 |
1.2437 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3073 |
1.3143 |
| PP |
1.3054 |
1.3100 |
| S1 |
1.3034 |
1.3058 |
|