CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3430 |
1.3492 |
0.0062 |
0.5% |
1.3134 |
| High |
1.3488 |
1.3492 |
0.0004 |
0.0% |
1.3510 |
| Low |
1.3370 |
1.3397 |
0.0027 |
0.2% |
1.3120 |
| Close |
1.3488 |
1.3397 |
-0.0091 |
-0.7% |
1.3488 |
| Range |
0.0118 |
0.0095 |
-0.0023 |
-19.5% |
0.0390 |
| ATR |
0.0158 |
0.0153 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
224,122 |
156,470 |
-67,652 |
-30.2% |
873,212 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3714 |
1.3650 |
1.3449 |
|
| R3 |
1.3619 |
1.3555 |
1.3423 |
|
| R2 |
1.3524 |
1.3524 |
1.3414 |
|
| R1 |
1.3460 |
1.3460 |
1.3406 |
1.3445 |
| PP |
1.3429 |
1.3429 |
1.3429 |
1.3421 |
| S1 |
1.3365 |
1.3365 |
1.3388 |
1.3350 |
| S2 |
1.3334 |
1.3334 |
1.3380 |
|
| S3 |
1.3239 |
1.3270 |
1.3371 |
|
| S4 |
1.3144 |
1.3175 |
1.3345 |
|
|
| 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 |
1.3200 |
0.0310 |
2.3% |
0.0102 |
0.8% |
64% |
False |
False |
168,426 |
| 10 |
1.3630 |
1.3120 |
0.0510 |
3.8% |
0.0098 |
0.7% |
54% |
False |
False |
182,123 |
| 20 |
1.3740 |
1.2620 |
0.1120 |
8.4% |
0.0113 |
0.8% |
69% |
False |
False |
166,598 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0062 |
0.5% |
72% |
False |
False |
84,764 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0046 |
0.3% |
72% |
False |
False |
56,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3896 |
|
2.618 |
1.3741 |
|
1.618 |
1.3646 |
|
1.000 |
1.3587 |
|
0.618 |
1.3551 |
|
HIGH |
1.3492 |
|
0.618 |
1.3456 |
|
0.500 |
1.3445 |
|
0.382 |
1.3433 |
|
LOW |
1.3397 |
|
0.618 |
1.3338 |
|
1.000 |
1.3302 |
|
1.618 |
1.3243 |
|
2.618 |
1.3148 |
|
4.250 |
1.2993 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3445 |
1.3440 |
| PP |
1.3429 |
1.3426 |
| S1 |
1.3413 |
1.3411 |
|