CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3234 |
1.3465 |
0.0231 |
1.7% |
1.3230 |
| High |
1.3519 |
1.3496 |
-0.0023 |
-0.2% |
1.3519 |
| Low |
1.3233 |
1.3363 |
0.0130 |
1.0% |
1.3114 |
| Close |
1.3443 |
1.3488 |
0.0045 |
0.3% |
1.3488 |
| Range |
0.0286 |
0.0133 |
-0.0153 |
-53.5% |
0.0405 |
| ATR |
0.0221 |
0.0215 |
-0.0006 |
-2.9% |
0.0000 |
| Volume |
140,622 |
223,503 |
82,881 |
58.9% |
868,040 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3848 |
1.3801 |
1.3561 |
|
| R3 |
1.3715 |
1.3668 |
1.3525 |
|
| R2 |
1.3582 |
1.3582 |
1.3512 |
|
| R1 |
1.3535 |
1.3535 |
1.3500 |
1.3559 |
| PP |
1.3449 |
1.3449 |
1.3449 |
1.3461 |
| S1 |
1.3402 |
1.3402 |
1.3476 |
1.3426 |
| S2 |
1.3316 |
1.3316 |
1.3464 |
|
| S3 |
1.3183 |
1.3269 |
1.3451 |
|
| S4 |
1.3050 |
1.3136 |
1.3415 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4589 |
1.4443 |
1.3711 |
|
| R3 |
1.4184 |
1.4038 |
1.3599 |
|
| R2 |
1.3779 |
1.3779 |
1.3562 |
|
| R1 |
1.3633 |
1.3633 |
1.3525 |
1.3706 |
| PP |
1.3374 |
1.3374 |
1.3374 |
1.3410 |
| S1 |
1.3228 |
1.3228 |
1.3451 |
1.3301 |
| S2 |
1.2969 |
1.2969 |
1.3414 |
|
| S3 |
1.2564 |
1.2823 |
1.3377 |
|
| S4 |
1.2159 |
1.2418 |
1.3265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3519 |
1.3114 |
0.0405 |
3.0% |
0.0177 |
1.3% |
92% |
False |
False |
173,608 |
| 10 |
1.3736 |
1.3114 |
0.0622 |
4.6% |
0.0211 |
1.6% |
60% |
False |
False |
184,157 |
| 20 |
1.3740 |
1.2560 |
0.1180 |
8.7% |
0.0223 |
1.7% |
79% |
False |
False |
157,948 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0205 |
1.5% |
80% |
False |
False |
80,100 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0211 |
1.6% |
80% |
False |
False |
53,493 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
15.8% |
0.0214 |
1.6% |
48% |
False |
False |
40,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4061 |
|
2.618 |
1.3844 |
|
1.618 |
1.3711 |
|
1.000 |
1.3629 |
|
0.618 |
1.3578 |
|
HIGH |
1.3496 |
|
0.618 |
1.3445 |
|
0.500 |
1.3430 |
|
0.382 |
1.3414 |
|
LOW |
1.3363 |
|
0.618 |
1.3281 |
|
1.000 |
1.3230 |
|
1.618 |
1.3148 |
|
2.618 |
1.3015 |
|
4.250 |
1.2798 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3469 |
1.3440 |
| PP |
1.3449 |
1.3391 |
| S1 |
1.3430 |
1.3343 |
|