CME Euro FX (E) Future June 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 |
1.3183 |
1.3360 |
0.0177 |
1.3% |
1.3514 |
| High |
1.3390 |
1.3377 |
-0.0013 |
-0.1% |
1.3582 |
| Low |
1.3123 |
1.3221 |
0.0098 |
0.7% |
1.3121 |
| Close |
1.3355 |
1.3285 |
-0.0070 |
-0.5% |
1.3143 |
| Range |
0.0267 |
0.0156 |
-0.0111 |
-41.6% |
0.0461 |
| ATR |
0.0214 |
0.0210 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
154,697 |
78,413 |
-76,284 |
-49.3% |
581,099 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3762 |
1.3680 |
1.3371 |
|
| R3 |
1.3606 |
1.3524 |
1.3328 |
|
| R2 |
1.3450 |
1.3450 |
1.3314 |
|
| R1 |
1.3368 |
1.3368 |
1.3299 |
1.3331 |
| PP |
1.3294 |
1.3294 |
1.3294 |
1.3276 |
| S1 |
1.3212 |
1.3212 |
1.3271 |
1.3175 |
| S2 |
1.3138 |
1.3138 |
1.3256 |
|
| S3 |
1.2982 |
1.3056 |
1.3242 |
|
| S4 |
1.2826 |
1.2900 |
1.3199 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4665 |
1.4365 |
1.3397 |
|
| R3 |
1.4204 |
1.3904 |
1.3270 |
|
| R2 |
1.3743 |
1.3743 |
1.3228 |
|
| R1 |
1.3443 |
1.3443 |
1.3185 |
1.3363 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3242 |
| S1 |
1.2982 |
1.2982 |
1.3101 |
1.2902 |
| S2 |
1.2821 |
1.2821 |
1.3058 |
|
| S3 |
1.2360 |
1.2521 |
1.3016 |
|
| S4 |
1.1899 |
1.2060 |
1.2889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3407 |
1.3121 |
0.0286 |
2.2% |
0.0196 |
1.5% |
57% |
False |
False |
131,757 |
| 10 |
1.3582 |
1.3121 |
0.0461 |
3.5% |
0.0192 |
1.4% |
36% |
False |
False |
149,573 |
| 20 |
1.3740 |
1.2933 |
0.0807 |
6.1% |
0.0223 |
1.7% |
44% |
False |
False |
172,827 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0208 |
1.6% |
65% |
False |
False |
100,384 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0212 |
1.6% |
65% |
False |
False |
67,029 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
16.1% |
0.0210 |
1.6% |
39% |
False |
False |
50,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4040 |
|
2.618 |
1.3785 |
|
1.618 |
1.3629 |
|
1.000 |
1.3533 |
|
0.618 |
1.3473 |
|
HIGH |
1.3377 |
|
0.618 |
1.3317 |
|
0.500 |
1.3299 |
|
0.382 |
1.3281 |
|
LOW |
1.3221 |
|
0.618 |
1.3125 |
|
1.000 |
1.3065 |
|
1.618 |
1.2969 |
|
2.618 |
1.2813 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3299 |
1.3275 |
| PP |
1.3294 |
1.3265 |
| S1 |
1.3290 |
1.3256 |
|