CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2918 |
1.2939 |
0.0021 |
0.2% |
1.3183 |
| High |
1.2989 |
1.3032 |
0.0043 |
0.3% |
1.3390 |
| Low |
1.2889 |
1.2878 |
-0.0011 |
-0.1% |
1.3010 |
| Close |
1.2924 |
1.3013 |
0.0089 |
0.7% |
1.3020 |
| Range |
0.0100 |
0.0154 |
0.0054 |
54.0% |
0.0380 |
| ATR |
0.0190 |
0.0188 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
141,224 |
127,929 |
-13,295 |
-9.4% |
666,291 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3436 |
1.3379 |
1.3098 |
|
| R3 |
1.3282 |
1.3225 |
1.3055 |
|
| R2 |
1.3128 |
1.3128 |
1.3041 |
|
| R1 |
1.3071 |
1.3071 |
1.3027 |
1.3100 |
| PP |
1.2974 |
1.2974 |
1.2974 |
1.2989 |
| S1 |
1.2917 |
1.2917 |
1.2999 |
1.2946 |
| S2 |
1.2820 |
1.2820 |
1.2985 |
|
| S3 |
1.2666 |
1.2763 |
1.2971 |
|
| S4 |
1.2512 |
1.2609 |
1.2928 |
|
|
| 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 |
1.3265 |
1.2878 |
0.0387 |
3.0% |
0.0148 |
1.1% |
35% |
False |
True |
138,196 |
| 10 |
1.3390 |
1.2878 |
0.0512 |
3.9% |
0.0169 |
1.3% |
26% |
False |
True |
134,002 |
| 20 |
1.3655 |
1.2878 |
0.0777 |
6.0% |
0.0185 |
1.4% |
17% |
False |
True |
156,600 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0196 |
1.5% |
43% |
False |
False |
120,908 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0197 |
1.5% |
43% |
False |
False |
80,743 |
| 80 |
1.4291 |
1.2456 |
0.1835 |
14.1% |
0.0207 |
1.6% |
30% |
False |
False |
60,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3687 |
|
2.618 |
1.3435 |
|
1.618 |
1.3281 |
|
1.000 |
1.3186 |
|
0.618 |
1.3127 |
|
HIGH |
1.3032 |
|
0.618 |
1.2973 |
|
0.500 |
1.2955 |
|
0.382 |
1.2937 |
|
LOW |
1.2878 |
|
0.618 |
1.2783 |
|
1.000 |
1.2724 |
|
1.618 |
1.2629 |
|
2.618 |
1.2475 |
|
4.250 |
1.2224 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2994 |
1.2996 |
| PP |
1.2974 |
1.2978 |
| S1 |
1.2955 |
1.2961 |
|