CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3018 |
1.3139 |
0.0121 |
0.9% |
1.3043 |
| High |
1.3165 |
1.3360 |
0.0195 |
1.5% |
1.3297 |
| Low |
1.2961 |
1.3119 |
0.0158 |
1.2% |
1.2878 |
| Close |
1.3146 |
1.3288 |
0.0142 |
1.1% |
1.3243 |
| Range |
0.0204 |
0.0241 |
0.0037 |
18.1% |
0.0419 |
| ATR |
0.0193 |
0.0196 |
0.0003 |
1.8% |
0.0000 |
| Volume |
152,030 |
153,277 |
1,247 |
0.8% |
694,122 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3979 |
1.3874 |
1.3421 |
|
| R3 |
1.3738 |
1.3633 |
1.3354 |
|
| R2 |
1.3497 |
1.3497 |
1.3332 |
|
| R1 |
1.3392 |
1.3392 |
1.3310 |
1.3445 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3282 |
| S1 |
1.3151 |
1.3151 |
1.3266 |
1.3204 |
| S2 |
1.3015 |
1.3015 |
1.3244 |
|
| S3 |
1.2774 |
1.2910 |
1.3222 |
|
| S4 |
1.2533 |
1.2669 |
1.3155 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4396 |
1.4239 |
1.3473 |
|
| R3 |
1.3977 |
1.3820 |
1.3358 |
|
| R2 |
1.3558 |
1.3558 |
1.3320 |
|
| R1 |
1.3401 |
1.3401 |
1.3281 |
1.3480 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3179 |
| S1 |
1.2982 |
1.2982 |
1.3205 |
1.3061 |
| S2 |
1.2720 |
1.2720 |
1.3166 |
|
| S3 |
1.2301 |
1.2563 |
1.3128 |
|
| S4 |
1.1882 |
1.2144 |
1.3013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3360 |
1.2961 |
0.0399 |
3.0% |
0.0213 |
1.6% |
82% |
True |
False |
153,543 |
| 10 |
1.3360 |
1.2878 |
0.0482 |
3.6% |
0.0181 |
1.4% |
85% |
True |
False |
145,869 |
| 20 |
1.3582 |
1.2878 |
0.0704 |
5.3% |
0.0185 |
1.4% |
58% |
False |
False |
146,257 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0206 |
1.6% |
65% |
False |
False |
139,541 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0199 |
1.5% |
65% |
False |
False |
93,522 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0205 |
1.5% |
65% |
False |
False |
70,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4384 |
|
2.618 |
1.3991 |
|
1.618 |
1.3750 |
|
1.000 |
1.3601 |
|
0.618 |
1.3509 |
|
HIGH |
1.3360 |
|
0.618 |
1.3268 |
|
0.500 |
1.3240 |
|
0.382 |
1.3211 |
|
LOW |
1.3119 |
|
0.618 |
1.2970 |
|
1.000 |
1.2878 |
|
1.618 |
1.2729 |
|
2.618 |
1.2488 |
|
4.250 |
1.2095 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3272 |
1.3246 |
| PP |
1.3256 |
1.3203 |
| S1 |
1.3240 |
1.3161 |
|