CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3177 |
1.3215 |
0.0038 |
0.3% |
1.3492 |
| High |
1.3230 |
1.3225 |
-0.0005 |
0.0% |
1.3492 |
| Low |
1.3150 |
1.3130 |
-0.0020 |
-0.2% |
1.3125 |
| Close |
1.3183 |
1.3165 |
-0.0018 |
-0.1% |
1.3143 |
| Range |
0.0080 |
0.0095 |
0.0015 |
18.8% |
0.0367 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
134,494 |
155,269 |
20,775 |
15.4% |
588,713 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3458 |
1.3407 |
1.3217 |
|
| R3 |
1.3363 |
1.3312 |
1.3191 |
|
| R2 |
1.3268 |
1.3268 |
1.3182 |
|
| R1 |
1.3217 |
1.3217 |
1.3174 |
1.3195 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3163 |
| S1 |
1.3122 |
1.3122 |
1.3156 |
1.3100 |
| S2 |
1.3078 |
1.3078 |
1.3148 |
|
| S3 |
1.2983 |
1.3027 |
1.3139 |
|
| S4 |
1.2888 |
1.2932 |
1.3113 |
|
|
| 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% |
0.0095 |
0.7% |
16% |
False |
False |
133,464 |
| 10 |
1.3510 |
1.3125 |
0.0385 |
2.9% |
0.0090 |
0.7% |
10% |
False |
False |
147,805 |
| 20 |
1.3740 |
1.3120 |
0.0620 |
4.7% |
0.0098 |
0.7% |
7% |
False |
False |
171,700 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.1% |
0.0076 |
0.6% |
52% |
False |
False |
108,571 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0051 |
0.4% |
52% |
False |
False |
72,506 |
| 80 |
1.4034 |
1.2530 |
0.1504 |
11.4% |
0.0045 |
0.3% |
42% |
False |
False |
54,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3629 |
|
2.618 |
1.3474 |
|
1.618 |
1.3379 |
|
1.000 |
1.3320 |
|
0.618 |
1.3284 |
|
HIGH |
1.3225 |
|
0.618 |
1.3189 |
|
0.500 |
1.3178 |
|
0.382 |
1.3166 |
|
LOW |
1.3130 |
|
0.618 |
1.3071 |
|
1.000 |
1.3035 |
|
1.618 |
1.2976 |
|
2.618 |
1.2881 |
|
4.250 |
1.2726 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3178 |
1.3215 |
| PP |
1.3173 |
1.3198 |
| S1 |
1.3169 |
1.3182 |
|