CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3043 |
1.2918 |
-0.0125 |
-1.0% |
1.3183 |
| High |
1.3043 |
1.2989 |
-0.0054 |
-0.4% |
1.3390 |
| Low |
1.2882 |
1.2889 |
0.0007 |
0.1% |
1.3010 |
| Close |
1.2917 |
1.2924 |
0.0007 |
0.1% |
1.3020 |
| Range |
0.0161 |
0.0100 |
-0.0061 |
-37.9% |
0.0380 |
| ATR |
0.0197 |
0.0190 |
-0.0007 |
-3.5% |
0.0000 |
| Volume |
122,413 |
141,224 |
18,811 |
15.4% |
666,291 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3234 |
1.3179 |
1.2979 |
|
| R3 |
1.3134 |
1.3079 |
1.2952 |
|
| R2 |
1.3034 |
1.3034 |
1.2942 |
|
| R1 |
1.2979 |
1.2979 |
1.2933 |
1.3007 |
| PP |
1.2934 |
1.2934 |
1.2934 |
1.2948 |
| S1 |
1.2879 |
1.2879 |
1.2915 |
1.2907 |
| S2 |
1.2834 |
1.2834 |
1.2906 |
|
| S3 |
1.2734 |
1.2779 |
1.2897 |
|
| S4 |
1.2634 |
1.2679 |
1.2869 |
|
|
| 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 |
1.3292 |
1.2882 |
0.0410 |
3.2% |
0.0148 |
1.1% |
10% |
False |
False |
139,363 |
| 10 |
1.3407 |
1.2882 |
0.0525 |
4.1% |
0.0172 |
1.3% |
8% |
False |
False |
135,560 |
| 20 |
1.3678 |
1.2882 |
0.0796 |
6.2% |
0.0190 |
1.5% |
5% |
False |
False |
158,353 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0196 |
1.5% |
36% |
False |
False |
117,724 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0200 |
1.5% |
36% |
False |
False |
78,615 |
| 80 |
1.4291 |
1.2456 |
0.1835 |
14.2% |
0.0205 |
1.6% |
26% |
False |
False |
59,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3414 |
|
2.618 |
1.3251 |
|
1.618 |
1.3151 |
|
1.000 |
1.3089 |
|
0.618 |
1.3051 |
|
HIGH |
1.2989 |
|
0.618 |
1.2951 |
|
0.500 |
1.2939 |
|
0.382 |
1.2927 |
|
LOW |
1.2889 |
|
0.618 |
1.2827 |
|
1.000 |
1.2789 |
|
1.618 |
1.2727 |
|
2.618 |
1.2627 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2939 |
1.3037 |
| PP |
1.2934 |
1.2999 |
| S1 |
1.2929 |
1.2962 |
|