CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3177 |
-0.0088 |
-0.7% |
1.3492 |
| High |
1.3300 |
1.3230 |
-0.0070 |
-0.5% |
1.3492 |
| Low |
1.3250 |
1.3150 |
-0.0100 |
-0.8% |
1.3125 |
| Close |
1.3285 |
1.3183 |
-0.0102 |
-0.8% |
1.3143 |
| Range |
0.0050 |
0.0080 |
0.0030 |
60.0% |
0.0367 |
| ATR |
0.0150 |
0.0149 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
78,937 |
134,494 |
55,557 |
70.4% |
588,713 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3385 |
1.3227 |
|
| R3 |
1.3348 |
1.3305 |
1.3205 |
|
| R2 |
1.3268 |
1.3268 |
1.3198 |
|
| R1 |
1.3225 |
1.3225 |
1.3190 |
1.3247 |
| PP |
1.3188 |
1.3188 |
1.3188 |
1.3198 |
| S1 |
1.3145 |
1.3145 |
1.3176 |
1.3167 |
| S2 |
1.3108 |
1.3108 |
1.3168 |
|
| S3 |
1.3028 |
1.3065 |
1.3161 |
|
| S4 |
1.2948 |
1.2985 |
1.3139 |
|
|
| 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% |
0.0088 |
0.7% |
23% |
False |
False |
131,084 |
| 10 |
1.3510 |
1.3125 |
0.0385 |
2.9% |
0.0087 |
0.7% |
15% |
False |
False |
147,791 |
| 20 |
1.3740 |
1.3058 |
0.0682 |
5.2% |
0.0111 |
0.8% |
18% |
False |
False |
171,505 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0074 |
0.6% |
54% |
False |
False |
104,722 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0050 |
0.4% |
54% |
False |
False |
69,920 |
| 80 |
1.4259 |
1.2530 |
0.1729 |
13.1% |
0.0044 |
0.3% |
38% |
False |
False |
52,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3570 |
|
2.618 |
1.3439 |
|
1.618 |
1.3359 |
|
1.000 |
1.3310 |
|
0.618 |
1.3279 |
|
HIGH |
1.3230 |
|
0.618 |
1.3199 |
|
0.500 |
1.3190 |
|
0.382 |
1.3181 |
|
LOW |
1.3150 |
|
0.618 |
1.3101 |
|
1.000 |
1.3070 |
|
1.618 |
1.3021 |
|
2.618 |
1.2941 |
|
4.250 |
1.2810 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3190 |
1.3263 |
| PP |
1.3188 |
1.3236 |
| S1 |
1.3185 |
1.3210 |
|