CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3009 |
1.2899 |
-0.0110 |
-0.8% |
1.3205 |
| High |
1.3012 |
1.2975 |
-0.0037 |
-0.3% |
1.3373 |
| Low |
1.2880 |
1.2895 |
0.0015 |
0.1% |
1.3006 |
| Close |
1.2912 |
1.2920 |
0.0008 |
0.1% |
1.3015 |
| Range |
0.0132 |
0.0080 |
-0.0052 |
-39.4% |
0.0367 |
| ATR |
0.0160 |
0.0154 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
641 |
185 |
-456 |
-71.1% |
564 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3170 |
1.3125 |
1.2964 |
|
| R3 |
1.3090 |
1.3045 |
1.2942 |
|
| R2 |
1.3010 |
1.3010 |
1.2935 |
|
| R1 |
1.2965 |
1.2965 |
1.2927 |
1.2988 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2941 |
| S1 |
1.2885 |
1.2885 |
1.2913 |
1.2908 |
| S2 |
1.2850 |
1.2850 |
1.2905 |
|
| S3 |
1.2770 |
1.2805 |
1.2898 |
|
| S4 |
1.2690 |
1.2725 |
1.2876 |
|
|
| 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 |
1.3315 |
|
2.618 |
1.3184 |
|
1.618 |
1.3104 |
|
1.000 |
1.3055 |
|
0.618 |
1.3024 |
|
HIGH |
1.2975 |
|
0.618 |
1.2944 |
|
0.500 |
1.2935 |
|
0.382 |
1.2926 |
|
LOW |
1.2895 |
|
0.618 |
1.2846 |
|
1.000 |
1.2815 |
|
1.618 |
1.2766 |
|
2.618 |
1.2686 |
|
4.250 |
1.2555 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2935 |
1.3010 |
| PP |
1.2930 |
1.2980 |
| S1 |
1.2925 |
1.2950 |
|