CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3492 |
1.3277 |
-0.0215 |
-1.6% |
1.3134 |
| High |
1.3492 |
1.3290 |
-0.0202 |
-1.5% |
1.3510 |
| Low |
1.3397 |
1.3250 |
-0.0147 |
-1.1% |
1.3120 |
| Close |
1.3397 |
1.3252 |
-0.0145 |
-1.1% |
1.3488 |
| Range |
0.0095 |
0.0040 |
-0.0055 |
-57.9% |
0.0390 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
156,470 |
145,754 |
-10,716 |
-6.8% |
873,212 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3358 |
1.3274 |
|
| R3 |
1.3344 |
1.3318 |
1.3263 |
|
| R2 |
1.3304 |
1.3304 |
1.3259 |
|
| R1 |
1.3278 |
1.3278 |
1.3256 |
1.3271 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3261 |
| S1 |
1.3238 |
1.3238 |
1.3248 |
1.3231 |
| S2 |
1.3224 |
1.3224 |
1.3245 |
|
| S3 |
1.3184 |
1.3198 |
1.3241 |
|
| S4 |
1.3144 |
1.3158 |
1.3230 |
|
|
| 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% |
0.0087 |
0.7% |
17% |
False |
False |
164,499 |
| 10 |
1.3630 |
1.3120 |
0.0510 |
3.8% |
0.0094 |
0.7% |
26% |
False |
False |
180,320 |
| 20 |
1.3740 |
1.2750 |
0.0990 |
7.5% |
0.0105 |
0.8% |
51% |
False |
False |
172,316 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0063 |
0.5% |
60% |
False |
False |
88,397 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0047 |
0.4% |
60% |
False |
False |
59,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3460 |
|
2.618 |
1.3395 |
|
1.618 |
1.3355 |
|
1.000 |
1.3330 |
|
0.618 |
1.3315 |
|
HIGH |
1.3290 |
|
0.618 |
1.3275 |
|
0.500 |
1.3270 |
|
0.382 |
1.3265 |
|
LOW |
1.3250 |
|
0.618 |
1.3225 |
|
1.000 |
1.3210 |
|
1.618 |
1.3185 |
|
2.618 |
1.3145 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3270 |
1.3371 |
| PP |
1.3264 |
1.3331 |
| S1 |
1.3258 |
1.3292 |
|