CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3465 |
1.3514 |
0.0049 |
0.4% |
1.3230 |
| High |
1.3496 |
1.3582 |
0.0086 |
0.6% |
1.3519 |
| Low |
1.3363 |
1.3356 |
-0.0007 |
-0.1% |
1.3114 |
| Close |
1.3488 |
1.3397 |
-0.0091 |
-0.7% |
1.3488 |
| Range |
0.0133 |
0.0226 |
0.0093 |
69.9% |
0.0405 |
| ATR |
0.0215 |
0.0216 |
0.0001 |
0.4% |
0.0000 |
| Volume |
223,503 |
155,420 |
-68,083 |
-30.5% |
868,040 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4123 |
1.3986 |
1.3521 |
|
| R3 |
1.3897 |
1.3760 |
1.3459 |
|
| R2 |
1.3671 |
1.3671 |
1.3438 |
|
| R1 |
1.3534 |
1.3534 |
1.3418 |
1.3490 |
| PP |
1.3445 |
1.3445 |
1.3445 |
1.3423 |
| S1 |
1.3308 |
1.3308 |
1.3376 |
1.3264 |
| S2 |
1.3219 |
1.3219 |
1.3356 |
|
| S3 |
1.2993 |
1.3082 |
1.3335 |
|
| S4 |
1.2767 |
1.2856 |
1.3273 |
|
|
| 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 |
1.3582 |
1.3167 |
0.0415 |
3.1% |
0.0187 |
1.4% |
55% |
True |
False |
167,389 |
| 10 |
1.3678 |
1.3114 |
0.0564 |
4.2% |
0.0208 |
1.6% |
50% |
False |
False |
181,147 |
| 20 |
1.3740 |
1.2586 |
0.1154 |
8.6% |
0.0226 |
1.7% |
70% |
False |
False |
165,041 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0205 |
1.5% |
73% |
False |
False |
83,979 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0209 |
1.6% |
73% |
False |
False |
56,079 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
15.9% |
0.0215 |
1.6% |
44% |
False |
False |
42,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4543 |
|
2.618 |
1.4174 |
|
1.618 |
1.3948 |
|
1.000 |
1.3808 |
|
0.618 |
1.3722 |
|
HIGH |
1.3582 |
|
0.618 |
1.3496 |
|
0.500 |
1.3469 |
|
0.382 |
1.3442 |
|
LOW |
1.3356 |
|
0.618 |
1.3216 |
|
1.000 |
1.3130 |
|
1.618 |
1.2990 |
|
2.618 |
1.2764 |
|
4.250 |
1.2396 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3469 |
1.3408 |
| PP |
1.3445 |
1.3404 |
| S1 |
1.3421 |
1.3401 |
|