CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2920 |
1.3009 |
0.0089 |
0.7% |
1.3355 |
| High |
1.2920 |
1.3009 |
0.0089 |
0.7% |
1.3355 |
| Low |
1.2920 |
1.3009 |
0.0089 |
0.7% |
1.3015 |
| Close |
1.2920 |
1.3009 |
0.0089 |
0.7% |
1.3015 |
| Range |
|
|
|
|
|
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
185 |
142 |
-43 |
-23.2% |
564 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3009 |
1.3009 |
1.3009 |
|
| R3 |
1.3009 |
1.3009 |
1.3009 |
|
| R2 |
1.3009 |
1.3009 |
1.3009 |
|
| R1 |
1.3009 |
1.3009 |
1.3009 |
1.3009 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3009 |
| S1 |
1.3009 |
1.3009 |
1.3009 |
1.3009 |
| S2 |
1.3009 |
1.3009 |
1.3009 |
|
| S3 |
1.3009 |
1.3009 |
1.3009 |
|
| S4 |
1.3009 |
1.3009 |
1.3009 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4148 |
1.3922 |
1.3202 |
|
| R3 |
1.3808 |
1.3582 |
1.3109 |
|
| R2 |
1.3468 |
1.3468 |
1.3077 |
|
| R1 |
1.3242 |
1.3242 |
1.3046 |
1.3185 |
| PP |
1.3128 |
1.3128 |
1.3128 |
1.3100 |
| S1 |
1.2902 |
1.2902 |
1.2984 |
1.2845 |
| S2 |
1.2788 |
1.2788 |
1.2953 |
|
| S3 |
1.2448 |
1.2562 |
1.2922 |
|
| S4 |
1.2108 |
1.2222 |
1.2828 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3009 |
|
2.618 |
1.3009 |
|
1.618 |
1.3009 |
|
1.000 |
1.3009 |
|
0.618 |
1.3009 |
|
HIGH |
1.3009 |
|
0.618 |
1.3009 |
|
0.500 |
1.3009 |
|
0.382 |
1.3009 |
|
LOW |
1.3009 |
|
0.618 |
1.3009 |
|
1.000 |
1.3009 |
|
1.618 |
1.3009 |
|
2.618 |
1.3009 |
|
4.250 |
1.3009 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3009 |
1.2993 |
| PP |
1.3009 |
1.2977 |
| S1 |
1.3009 |
1.2961 |
|