CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3268 |
1.3295 |
0.0027 |
0.2% |
1.3492 |
| High |
1.3285 |
1.3375 |
0.0090 |
0.7% |
1.3492 |
| Low |
1.3125 |
1.3285 |
0.0160 |
1.2% |
1.3125 |
| Close |
1.3143 |
1.3355 |
0.0212 |
1.6% |
1.3143 |
| Range |
0.0160 |
0.0090 |
-0.0070 |
-43.8% |
0.0367 |
| ATR |
0.0147 |
0.0153 |
0.0006 |
4.1% |
0.0000 |
| Volume |
143,118 |
155,503 |
12,385 |
8.7% |
588,713 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3572 |
1.3405 |
|
| R3 |
1.3518 |
1.3482 |
1.3380 |
|
| R2 |
1.3428 |
1.3428 |
1.3372 |
|
| R1 |
1.3392 |
1.3392 |
1.3363 |
1.3410 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3348 |
| S1 |
1.3302 |
1.3302 |
1.3347 |
1.3320 |
| S2 |
1.3248 |
1.3248 |
1.3339 |
|
| S3 |
1.3158 |
1.3212 |
1.3330 |
|
| S4 |
1.3068 |
1.3122 |
1.3306 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4354 |
1.4116 |
1.3345 |
|
| R3 |
1.3987 |
1.3749 |
1.3244 |
|
| R2 |
1.3620 |
1.3620 |
1.3210 |
|
| R1 |
1.3382 |
1.3382 |
1.3177 |
1.3318 |
| PP |
1.3253 |
1.3253 |
1.3253 |
1.3221 |
| S1 |
1.3015 |
1.3015 |
1.3109 |
1.2951 |
| S2 |
1.2886 |
1.2886 |
1.3076 |
|
| S3 |
1.2519 |
1.2648 |
1.3042 |
|
| S4 |
1.2152 |
1.2281 |
1.2941 |
|
|
| 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 |
2.7% |
0.0089 |
0.7% |
63% |
False |
False |
148,843 |
| 10 |
1.3510 |
1.3120 |
0.0390 |
2.9% |
0.0092 |
0.7% |
60% |
False |
False |
161,742 |
| 20 |
1.3740 |
1.2945 |
0.0795 |
6.0% |
0.0111 |
0.8% |
52% |
False |
False |
177,904 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0071 |
0.5% |
68% |
False |
False |
99,431 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0050 |
0.4% |
68% |
False |
False |
66,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3758 |
|
2.618 |
1.3611 |
|
1.618 |
1.3521 |
|
1.000 |
1.3465 |
|
0.618 |
1.3431 |
|
HIGH |
1.3375 |
|
0.618 |
1.3341 |
|
0.500 |
1.3330 |
|
0.382 |
1.3319 |
|
LOW |
1.3285 |
|
0.618 |
1.3229 |
|
1.000 |
1.3195 |
|
1.618 |
1.3139 |
|
2.618 |
1.3049 |
|
4.250 |
1.2903 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3347 |
1.3320 |
| PP |
1.3338 |
1.3285 |
| S1 |
1.3330 |
1.3250 |
|