CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3312 |
1.3245 |
-0.0067 |
-0.5% |
1.3555 |
| High |
1.3340 |
1.3270 |
-0.0070 |
-0.5% |
1.3650 |
| Low |
1.3225 |
1.3200 |
-0.0025 |
-0.2% |
1.3270 |
| Close |
1.3283 |
1.3234 |
-0.0049 |
-0.4% |
1.3305 |
| Range |
0.0115 |
0.0070 |
-0.0045 |
-39.1% |
0.0380 |
| ATR |
0.0157 |
0.0152 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
165,389 |
155,128 |
-10,261 |
-6.2% |
977,694 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3445 |
1.3409 |
1.3273 |
|
| R3 |
1.3375 |
1.3339 |
1.3253 |
|
| R2 |
1.3305 |
1.3305 |
1.3247 |
|
| R1 |
1.3269 |
1.3269 |
1.3240 |
1.3252 |
| PP |
1.3235 |
1.3235 |
1.3235 |
1.3226 |
| S1 |
1.3199 |
1.3199 |
1.3228 |
1.3182 |
| S2 |
1.3165 |
1.3165 |
1.3221 |
|
| S3 |
1.3095 |
1.3129 |
1.3215 |
|
| S4 |
1.3025 |
1.3059 |
1.3196 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4548 |
1.4307 |
1.3514 |
|
| R3 |
1.4168 |
1.3927 |
1.3410 |
|
| R2 |
1.3788 |
1.3788 |
1.3375 |
|
| R1 |
1.3547 |
1.3547 |
1.3340 |
1.3478 |
| PP |
1.3408 |
1.3408 |
1.3408 |
1.3374 |
| S1 |
1.3167 |
1.3167 |
1.3270 |
1.3098 |
| S2 |
1.3028 |
1.3028 |
1.3235 |
|
| S3 |
1.2648 |
1.2787 |
1.3201 |
|
| S4 |
1.2268 |
1.2407 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3630 |
1.3120 |
0.0510 |
3.9% |
0.0082 |
0.6% |
22% |
False |
False |
184,840 |
| 10 |
1.3740 |
1.3120 |
0.0620 |
4.7% |
0.0107 |
0.8% |
18% |
False |
False |
195,596 |
| 20 |
1.3740 |
1.2544 |
0.1196 |
9.0% |
0.0102 |
0.8% |
58% |
False |
False |
141,804 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0054 |
0.4% |
58% |
False |
False |
71,742 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0042 |
0.3% |
58% |
False |
False |
47,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3568 |
|
2.618 |
1.3453 |
|
1.618 |
1.3383 |
|
1.000 |
1.3340 |
|
0.618 |
1.3313 |
|
HIGH |
1.3270 |
|
0.618 |
1.3243 |
|
0.500 |
1.3235 |
|
0.382 |
1.3227 |
|
LOW |
1.3200 |
|
0.618 |
1.3157 |
|
1.000 |
1.3130 |
|
1.618 |
1.3087 |
|
2.618 |
1.3017 |
|
4.250 |
1.2903 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3235 |
1.3233 |
| PP |
1.3235 |
1.3231 |
| S1 |
1.3234 |
1.3230 |
|