CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3284 |
-0.0071 |
-0.5% |
1.3399 |
| High |
1.3355 |
1.3284 |
-0.0071 |
-0.5% |
1.3399 |
| Low |
1.3355 |
1.3284 |
-0.0071 |
-0.5% |
1.3143 |
| Close |
1.3355 |
1.3284 |
-0.0071 |
-0.5% |
1.3143 |
| Range |
|
|
|
|
|
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
181 |
42 |
-139 |
-76.8% |
473 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3284 |
1.3284 |
1.3284 |
|
| R3 |
1.3284 |
1.3284 |
1.3284 |
|
| R2 |
1.3284 |
1.3284 |
1.3284 |
|
| R1 |
1.3284 |
1.3284 |
1.3284 |
1.3284 |
| PP |
1.3284 |
1.3284 |
1.3284 |
1.3284 |
| S1 |
1.3284 |
1.3284 |
1.3284 |
1.3284 |
| S2 |
1.3284 |
1.3284 |
1.3284 |
|
| S3 |
1.3284 |
1.3284 |
1.3284 |
|
| S4 |
1.3284 |
1.3284 |
1.3284 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3996 |
1.3826 |
1.3284 |
|
| R3 |
1.3740 |
1.3570 |
1.3213 |
|
| R2 |
1.3484 |
1.3484 |
1.3190 |
|
| R1 |
1.3314 |
1.3314 |
1.3166 |
1.3271 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3207 |
| S1 |
1.3058 |
1.3058 |
1.3120 |
1.3015 |
| S2 |
1.2972 |
1.2972 |
1.3096 |
|
| S3 |
1.2716 |
1.2802 |
1.3073 |
|
| S4 |
1.2460 |
1.2546 |
1.3002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3284 |
|
2.618 |
1.3284 |
|
1.618 |
1.3284 |
|
1.000 |
1.3284 |
|
0.618 |
1.3284 |
|
HIGH |
1.3284 |
|
0.618 |
1.3284 |
|
0.500 |
1.3284 |
|
0.382 |
1.3284 |
|
LOW |
1.3284 |
|
0.618 |
1.3284 |
|
1.000 |
1.3284 |
|
1.618 |
1.3284 |
|
2.618 |
1.3284 |
|
4.250 |
1.3284 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3284 |
1.3272 |
| PP |
1.3284 |
1.3261 |
| S1 |
1.3284 |
1.3249 |
|