CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3360 |
1.3256 |
-0.0104 |
-0.8% |
1.3514 |
| High |
1.3377 |
1.3292 |
-0.0085 |
-0.6% |
1.3582 |
| Low |
1.3221 |
1.3141 |
-0.0080 |
-0.6% |
1.3121 |
| Close |
1.3285 |
1.3183 |
-0.0102 |
-0.8% |
1.3143 |
| Range |
0.0156 |
0.0151 |
-0.0005 |
-3.2% |
0.0461 |
| ATR |
0.0210 |
0.0206 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
78,413 |
133,765 |
55,352 |
70.6% |
581,099 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3658 |
1.3572 |
1.3266 |
|
| R3 |
1.3507 |
1.3421 |
1.3225 |
|
| R2 |
1.3356 |
1.3356 |
1.3211 |
|
| R1 |
1.3270 |
1.3270 |
1.3197 |
1.3238 |
| PP |
1.3205 |
1.3205 |
1.3205 |
1.3189 |
| S1 |
1.3119 |
1.3119 |
1.3169 |
1.3087 |
| S2 |
1.3054 |
1.3054 |
1.3155 |
|
| S3 |
1.2903 |
1.2968 |
1.3141 |
|
| S4 |
1.2752 |
1.2817 |
1.3100 |
|
|
| 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 |
1.3390 |
1.3121 |
0.0269 |
2.0% |
0.0190 |
1.4% |
23% |
False |
False |
129,808 |
| 10 |
1.3582 |
1.3121 |
0.0461 |
3.5% |
0.0190 |
1.4% |
13% |
False |
False |
146,645 |
| 20 |
1.3740 |
1.2988 |
0.0752 |
5.7% |
0.0225 |
1.7% |
26% |
False |
False |
170,072 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0205 |
1.6% |
57% |
False |
False |
103,721 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0210 |
1.6% |
57% |
False |
False |
69,253 |
| 80 |
1.4291 |
1.2456 |
0.1835 |
13.9% |
0.0206 |
1.6% |
40% |
False |
False |
51,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3934 |
|
2.618 |
1.3687 |
|
1.618 |
1.3536 |
|
1.000 |
1.3443 |
|
0.618 |
1.3385 |
|
HIGH |
1.3292 |
|
0.618 |
1.3234 |
|
0.500 |
1.3217 |
|
0.382 |
1.3199 |
|
LOW |
1.3141 |
|
0.618 |
1.3048 |
|
1.000 |
1.2990 |
|
1.618 |
1.2897 |
|
2.618 |
1.2746 |
|
4.250 |
1.2499 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3217 |
1.3257 |
| PP |
1.3205 |
1.3232 |
| S1 |
1.3194 |
1.3208 |
|