CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2995 |
0.0070 |
0.5% |
1.3205 |
| High |
1.3025 |
1.3145 |
0.0120 |
0.9% |
1.3373 |
| Low |
1.2876 |
1.2975 |
0.0099 |
0.8% |
1.3006 |
| Close |
1.3009 |
1.3103 |
0.0094 |
0.7% |
1.3015 |
| Range |
0.0149 |
0.0170 |
0.0021 |
14.1% |
0.0367 |
| ATR |
0.0154 |
0.0155 |
0.0001 |
0.7% |
0.0000 |
| Volume |
142 |
171 |
29 |
20.4% |
564 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3584 |
1.3514 |
1.3197 |
|
| R3 |
1.3414 |
1.3344 |
1.3150 |
|
| R2 |
1.3244 |
1.3244 |
1.3134 |
|
| R1 |
1.3174 |
1.3174 |
1.3119 |
1.3209 |
| PP |
1.3074 |
1.3074 |
1.3074 |
1.3092 |
| S1 |
1.3004 |
1.3004 |
1.3087 |
1.3039 |
| S2 |
1.2904 |
1.2904 |
1.3072 |
|
| S3 |
1.2734 |
1.2834 |
1.3056 |
|
| S4 |
1.2564 |
1.2664 |
1.3010 |
|
|
| 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 |
1.3868 |
|
2.618 |
1.3590 |
|
1.618 |
1.3420 |
|
1.000 |
1.3315 |
|
0.618 |
1.3250 |
|
HIGH |
1.3145 |
|
0.618 |
1.3080 |
|
0.500 |
1.3060 |
|
0.382 |
1.3040 |
|
LOW |
1.2975 |
|
0.618 |
1.2870 |
|
1.000 |
1.2805 |
|
1.618 |
1.2700 |
|
2.618 |
1.2530 |
|
4.250 |
1.2253 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3089 |
1.3072 |
| PP |
1.3074 |
1.3041 |
| S1 |
1.3060 |
1.3011 |
|