CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3430 |
0.0020 |
0.1% |
1.3134 |
| High |
1.3510 |
1.3488 |
-0.0022 |
-0.2% |
1.3510 |
| Low |
1.3400 |
1.3370 |
-0.0030 |
-0.2% |
1.3120 |
| Close |
1.3443 |
1.3488 |
0.0045 |
0.3% |
1.3488 |
| Range |
0.0110 |
0.0118 |
0.0008 |
7.3% |
0.0390 |
| ATR |
0.0161 |
0.0158 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
141,021 |
224,122 |
83,101 |
58.9% |
873,212 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3803 |
1.3763 |
1.3553 |
|
| R3 |
1.3685 |
1.3645 |
1.3520 |
|
| R2 |
1.3567 |
1.3567 |
1.3510 |
|
| R1 |
1.3527 |
1.3527 |
1.3499 |
1.3547 |
| PP |
1.3449 |
1.3449 |
1.3449 |
1.3459 |
| S1 |
1.3409 |
1.3409 |
1.3477 |
1.3429 |
| S2 |
1.3331 |
1.3331 |
1.3466 |
|
| S3 |
1.3213 |
1.3291 |
1.3456 |
|
| S4 |
1.3095 |
1.3173 |
1.3423 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4543 |
1.4405 |
1.3703 |
|
| R3 |
1.4153 |
1.4015 |
1.3595 |
|
| R2 |
1.3763 |
1.3763 |
1.3560 |
|
| R1 |
1.3625 |
1.3625 |
1.3524 |
1.3694 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3407 |
| S1 |
1.3235 |
1.3235 |
1.3452 |
1.3304 |
| S2 |
1.2983 |
1.2983 |
1.3417 |
|
| S3 |
1.2593 |
1.2845 |
1.3381 |
|
| S4 |
1.2203 |
1.2455 |
1.3274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3510 |
1.3120 |
0.0390 |
2.9% |
0.0095 |
0.7% |
94% |
False |
False |
174,642 |
| 10 |
1.3650 |
1.3120 |
0.0530 |
3.9% |
0.0105 |
0.8% |
69% |
False |
False |
185,090 |
| 20 |
1.3740 |
1.2565 |
0.1175 |
8.7% |
0.0114 |
0.8% |
79% |
False |
False |
159,466 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0060 |
0.4% |
79% |
False |
False |
80,859 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0044 |
0.3% |
79% |
False |
False |
53,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3990 |
|
2.618 |
1.3797 |
|
1.618 |
1.3679 |
|
1.000 |
1.3606 |
|
0.618 |
1.3561 |
|
HIGH |
1.3488 |
|
0.618 |
1.3443 |
|
0.500 |
1.3429 |
|
0.382 |
1.3415 |
|
LOW |
1.3370 |
|
0.618 |
1.3297 |
|
1.000 |
1.3252 |
|
1.618 |
1.3179 |
|
2.618 |
1.3061 |
|
4.250 |
1.2869 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3468 |
1.3444 |
| PP |
1.3449 |
1.3399 |
| S1 |
1.3429 |
1.3355 |
|