CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3260 |
1.3268 |
0.0008 |
0.1% |
1.3134 |
| High |
1.3290 |
1.3285 |
-0.0005 |
0.0% |
1.3510 |
| Low |
1.3230 |
1.3125 |
-0.0105 |
-0.8% |
1.3120 |
| Close |
1.3230 |
1.3143 |
-0.0087 |
-0.7% |
1.3488 |
| Range |
0.0060 |
0.0160 |
0.0100 |
166.7% |
0.0390 |
| ATR |
0.0146 |
0.0147 |
0.0001 |
0.7% |
0.0000 |
| Volume |
143,371 |
143,118 |
-253 |
-0.2% |
873,212 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3664 |
1.3564 |
1.3231 |
|
| R3 |
1.3504 |
1.3404 |
1.3187 |
|
| R2 |
1.3344 |
1.3344 |
1.3172 |
|
| R1 |
1.3244 |
1.3244 |
1.3158 |
1.3214 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3170 |
| S1 |
1.3084 |
1.3084 |
1.3128 |
1.3054 |
| S2 |
1.3024 |
1.3024 |
1.3114 |
|
| S3 |
1.2864 |
1.2924 |
1.3099 |
|
| S4 |
1.2704 |
1.2764 |
1.3055 |
|
|
| 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 |
1.3492 |
1.3125 |
0.0367 |
2.8% |
0.0095 |
0.7% |
5% |
False |
True |
162,567 |
| 10 |
1.3510 |
1.3120 |
0.0390 |
3.0% |
0.0087 |
0.7% |
6% |
False |
False |
163,150 |
| 20 |
1.3740 |
1.2875 |
0.0865 |
6.6% |
0.0109 |
0.8% |
31% |
False |
False |
179,479 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0069 |
0.5% |
51% |
False |
False |
95,549 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0049 |
0.4% |
51% |
False |
False |
63,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3965 |
|
2.618 |
1.3704 |
|
1.618 |
1.3544 |
|
1.000 |
1.3445 |
|
0.618 |
1.3384 |
|
HIGH |
1.3285 |
|
0.618 |
1.3224 |
|
0.500 |
1.3205 |
|
0.382 |
1.3186 |
|
LOW |
1.3125 |
|
0.618 |
1.3026 |
|
1.000 |
1.2965 |
|
1.618 |
1.2866 |
|
2.618 |
1.2706 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3205 |
1.3208 |
| PP |
1.3184 |
1.3186 |
| S1 |
1.3164 |
1.3165 |
|