CME Euro FX Future June 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 |
1.2926 |
1.3014 |
0.0088 |
0.7% |
1.3295 |
| High |
1.2980 |
1.3028 |
0.0048 |
0.4% |
1.3375 |
| Low |
1.2915 |
1.2985 |
0.0070 |
0.5% |
1.3018 |
| Close |
1.2924 |
1.3013 |
0.0089 |
0.7% |
1.3020 |
| Range |
0.0065 |
0.0043 |
-0.0022 |
-33.8% |
0.0357 |
| ATR |
0.0138 |
0.0135 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
142,470 |
128,319 |
-14,151 |
-9.9% |
670,232 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3118 |
1.3037 |
|
| R3 |
1.3095 |
1.3075 |
1.3025 |
|
| R2 |
1.3052 |
1.3052 |
1.3021 |
|
| R1 |
1.3032 |
1.3032 |
1.3017 |
1.3021 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3003 |
| S1 |
1.2989 |
1.2989 |
1.3009 |
1.2978 |
| S2 |
1.2966 |
1.2966 |
1.3005 |
|
| S3 |
1.2923 |
1.2946 |
1.3001 |
|
| S4 |
1.2880 |
1.2903 |
1.2989 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4209 |
1.3971 |
1.3216 |
|
| R3 |
1.3852 |
1.3614 |
1.3118 |
|
| R2 |
1.3495 |
1.3495 |
1.3085 |
|
| R1 |
1.3257 |
1.3257 |
1.3053 |
1.3198 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3108 |
| S1 |
1.2900 |
1.2900 |
1.2987 |
1.2841 |
| S2 |
1.2781 |
1.2781 |
1.2955 |
|
| S3 |
1.2424 |
1.2543 |
1.2922 |
|
| S4 |
1.2067 |
1.2186 |
1.2824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.2895 |
0.0330 |
2.5% |
0.0053 |
0.4% |
36% |
False |
False |
139,238 |
| 10 |
1.3375 |
1.2895 |
0.0480 |
3.7% |
0.0071 |
0.5% |
25% |
False |
False |
135,161 |
| 20 |
1.3630 |
1.2895 |
0.0735 |
5.6% |
0.0082 |
0.6% |
16% |
False |
False |
157,741 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.2% |
0.0079 |
0.6% |
39% |
False |
False |
122,039 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.3% |
0.0054 |
0.4% |
40% |
False |
False |
81,497 |
| 80 |
1.4034 |
1.2530 |
0.1504 |
11.6% |
0.0046 |
0.4% |
32% |
False |
False |
61,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3211 |
|
2.618 |
1.3141 |
|
1.618 |
1.3098 |
|
1.000 |
1.3071 |
|
0.618 |
1.3055 |
|
HIGH |
1.3028 |
|
0.618 |
1.3012 |
|
0.500 |
1.3007 |
|
0.382 |
1.3001 |
|
LOW |
1.2985 |
|
0.618 |
1.2958 |
|
1.000 |
1.2942 |
|
1.618 |
1.2915 |
|
2.618 |
1.2872 |
|
4.250 |
1.2802 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3011 |
1.2996 |
| PP |
1.3009 |
1.2979 |
| S1 |
1.3007 |
1.2962 |
|