CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3173 |
1.3043 |
-0.0130 |
-1.0% |
1.3183 |
| High |
1.3192 |
1.3043 |
-0.0149 |
-1.1% |
1.3390 |
| Low |
1.3010 |
1.2882 |
-0.0128 |
-1.0% |
1.3010 |
| Close |
1.3020 |
1.2917 |
-0.0103 |
-0.8% |
1.3020 |
| Range |
0.0182 |
0.0161 |
-0.0021 |
-11.5% |
0.0380 |
| ATR |
0.0200 |
0.0197 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
144,450 |
122,413 |
-22,037 |
-15.3% |
666,291 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3430 |
1.3335 |
1.3006 |
|
| R3 |
1.3269 |
1.3174 |
1.2961 |
|
| R2 |
1.3108 |
1.3108 |
1.2947 |
|
| R1 |
1.3013 |
1.3013 |
1.2932 |
1.2980 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2931 |
| S1 |
1.2852 |
1.2852 |
1.2902 |
1.2819 |
| S2 |
1.2786 |
1.2786 |
1.2887 |
|
| S3 |
1.2625 |
1.2691 |
1.2873 |
|
| S4 |
1.2464 |
1.2530 |
1.2828 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4280 |
1.4030 |
1.3229 |
|
| R3 |
1.3900 |
1.3650 |
1.3125 |
|
| R2 |
1.3520 |
1.3520 |
1.3090 |
|
| R1 |
1.3270 |
1.3270 |
1.3055 |
1.3205 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3108 |
| S1 |
1.2890 |
1.2890 |
1.2985 |
1.2825 |
| S2 |
1.2760 |
1.2760 |
1.2950 |
|
| S3 |
1.2380 |
1.2510 |
1.2916 |
|
| S4 |
1.2000 |
1.2130 |
1.2811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3377 |
1.2882 |
0.0495 |
3.8% |
0.0159 |
1.2% |
7% |
False |
True |
126,801 |
| 10 |
1.3582 |
1.2882 |
0.0700 |
5.4% |
0.0185 |
1.4% |
5% |
False |
True |
136,980 |
| 20 |
1.3736 |
1.2882 |
0.0854 |
6.6% |
0.0198 |
1.5% |
4% |
False |
True |
160,569 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0201 |
1.6% |
36% |
False |
False |
114,214 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0203 |
1.6% |
36% |
False |
False |
76,263 |
| 80 |
1.4291 |
1.2456 |
0.1835 |
14.2% |
0.0204 |
1.6% |
25% |
False |
False |
57,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3727 |
|
2.618 |
1.3464 |
|
1.618 |
1.3303 |
|
1.000 |
1.3204 |
|
0.618 |
1.3142 |
|
HIGH |
1.3043 |
|
0.618 |
1.2981 |
|
0.500 |
1.2963 |
|
0.382 |
1.2944 |
|
LOW |
1.2882 |
|
0.618 |
1.2783 |
|
1.000 |
1.2721 |
|
1.618 |
1.2622 |
|
2.618 |
1.2461 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2963 |
1.3074 |
| PP |
1.2947 |
1.3021 |
| S1 |
1.2932 |
1.2969 |
|