CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3264 |
1.3261 |
-0.0003 |
0.0% |
1.3230 |
| High |
1.3306 |
1.3335 |
0.0029 |
0.2% |
1.3519 |
| Low |
1.3146 |
1.3121 |
-0.0025 |
-0.2% |
1.3114 |
| Close |
1.3230 |
1.3143 |
-0.0087 |
-0.7% |
1.3488 |
| Range |
0.0160 |
0.0214 |
0.0054 |
33.8% |
0.0405 |
| ATR |
0.0210 |
0.0210 |
0.0000 |
0.1% |
0.0000 |
| Volume |
140,019 |
142,148 |
2,129 |
1.5% |
868,040 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3842 |
1.3706 |
1.3261 |
|
| R3 |
1.3628 |
1.3492 |
1.3202 |
|
| R2 |
1.3414 |
1.3414 |
1.3182 |
|
| R1 |
1.3278 |
1.3278 |
1.3163 |
1.3239 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3180 |
| S1 |
1.3064 |
1.3064 |
1.3123 |
1.3025 |
| S2 |
1.2986 |
1.2986 |
1.3104 |
|
| S3 |
1.2772 |
1.2850 |
1.3084 |
|
| S4 |
1.2558 |
1.2636 |
1.3025 |
|
|
| 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 |
1.3121 |
0.0461 |
3.5% |
0.0183 |
1.4% |
5% |
False |
True |
160,920 |
| 10 |
1.3593 |
1.3114 |
0.0479 |
3.6% |
0.0201 |
1.5% |
6% |
False |
False |
161,744 |
| 20 |
1.3740 |
1.2836 |
0.0904 |
6.9% |
0.0219 |
1.7% |
34% |
False |
False |
177,855 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0205 |
1.6% |
54% |
False |
False |
94,600 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0210 |
1.6% |
54% |
False |
False |
63,164 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
16.2% |
0.0215 |
1.6% |
32% |
False |
False |
47,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4245 |
|
2.618 |
1.3895 |
|
1.618 |
1.3681 |
|
1.000 |
1.3549 |
|
0.618 |
1.3467 |
|
HIGH |
1.3335 |
|
0.618 |
1.3253 |
|
0.500 |
1.3228 |
|
0.382 |
1.3203 |
|
LOW |
1.3121 |
|
0.618 |
1.2989 |
|
1.000 |
1.2907 |
|
1.618 |
1.2775 |
|
2.618 |
1.2561 |
|
4.250 |
1.2212 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3264 |
| PP |
1.3200 |
1.3224 |
| S1 |
1.3171 |
1.3183 |
|