CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.3009 |
-0.0131 |
-1.0% |
1.3205 |
| High |
1.3140 |
1.3012 |
-0.0128 |
-1.0% |
1.3373 |
| Low |
1.3006 |
1.2880 |
-0.0126 |
-1.0% |
1.3006 |
| Close |
1.3015 |
1.2912 |
-0.0103 |
-0.8% |
1.3015 |
| Range |
0.0134 |
0.0132 |
-0.0002 |
-1.5% |
0.0367 |
| ATR |
0.0162 |
0.0160 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
96 |
641 |
545 |
567.7% |
564 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3331 |
1.3253 |
1.2985 |
|
| R3 |
1.3199 |
1.3121 |
1.2948 |
|
| R2 |
1.3067 |
1.3067 |
1.2936 |
|
| R1 |
1.2989 |
1.2989 |
1.2924 |
1.2962 |
| PP |
1.2935 |
1.2935 |
1.2935 |
1.2921 |
| S1 |
1.2857 |
1.2857 |
1.2900 |
1.2830 |
| S2 |
1.2803 |
1.2803 |
1.2888 |
|
| S3 |
1.2671 |
1.2725 |
1.2876 |
|
| S4 |
1.2539 |
1.2593 |
1.2839 |
|
|
| 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 |
1.3573 |
|
2.618 |
1.3358 |
|
1.618 |
1.3226 |
|
1.000 |
1.3144 |
|
0.618 |
1.3094 |
|
HIGH |
1.3012 |
|
0.618 |
1.2962 |
|
0.500 |
1.2946 |
|
0.382 |
1.2930 |
|
LOW |
1.2880 |
|
0.618 |
1.2798 |
|
1.000 |
1.2748 |
|
1.618 |
1.2666 |
|
2.618 |
1.2534 |
|
4.250 |
1.2319 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2946 |
1.3056 |
| PP |
1.2935 |
1.3008 |
| S1 |
1.2923 |
1.2960 |
|