CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3295 |
1.3265 |
-0.0030 |
-0.2% |
1.3492 |
| High |
1.3375 |
1.3300 |
-0.0075 |
-0.6% |
1.3492 |
| Low |
1.3285 |
1.3250 |
-0.0035 |
-0.3% |
1.3125 |
| Close |
1.3355 |
1.3285 |
-0.0070 |
-0.5% |
1.3143 |
| Range |
0.0090 |
0.0050 |
-0.0040 |
-44.4% |
0.0367 |
| ATR |
0.0153 |
0.0150 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
155,503 |
78,937 |
-76,566 |
-49.2% |
588,713 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3407 |
1.3313 |
|
| R3 |
1.3378 |
1.3357 |
1.3299 |
|
| R2 |
1.3328 |
1.3328 |
1.3294 |
|
| R1 |
1.3307 |
1.3307 |
1.3290 |
1.3318 |
| PP |
1.3278 |
1.3278 |
1.3278 |
1.3284 |
| S1 |
1.3257 |
1.3257 |
1.3280 |
1.3268 |
| S2 |
1.3228 |
1.3228 |
1.3276 |
|
| S3 |
1.3178 |
1.3207 |
1.3271 |
|
| S4 |
1.3128 |
1.3157 |
1.3258 |
|
|
| 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 |
1.3375 |
1.3125 |
0.0250 |
1.9% |
0.0080 |
0.6% |
64% |
False |
False |
133,336 |
| 10 |
1.3510 |
1.3125 |
0.0385 |
2.9% |
0.0091 |
0.7% |
42% |
False |
False |
150,881 |
| 20 |
1.3740 |
1.2945 |
0.0795 |
6.0% |
0.0111 |
0.8% |
43% |
False |
False |
174,265 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0072 |
0.5% |
62% |
False |
False |
101,366 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0048 |
0.4% |
62% |
False |
False |
67,684 |
| 80 |
1.4287 |
1.2530 |
0.1757 |
13.2% |
0.0043 |
0.3% |
43% |
False |
False |
50,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3513 |
|
2.618 |
1.3431 |
|
1.618 |
1.3381 |
|
1.000 |
1.3350 |
|
0.618 |
1.3331 |
|
HIGH |
1.3300 |
|
0.618 |
1.3281 |
|
0.500 |
1.3275 |
|
0.382 |
1.3269 |
|
LOW |
1.3250 |
|
0.618 |
1.3219 |
|
1.000 |
1.3200 |
|
1.618 |
1.3169 |
|
2.618 |
1.3119 |
|
4.250 |
1.3038 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3282 |
1.3273 |
| PP |
1.3278 |
1.3262 |
| S1 |
1.3275 |
1.3250 |
|