CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3215 |
1.3051 |
-0.0164 |
-1.2% |
1.3295 |
| High |
1.3225 |
1.3051 |
-0.0174 |
-1.3% |
1.3375 |
| Low |
1.3130 |
1.3018 |
-0.0112 |
-0.9% |
1.3018 |
| Close |
1.3165 |
1.3020 |
-0.0145 |
-1.1% |
1.3020 |
| Range |
0.0095 |
0.0033 |
-0.0062 |
-65.3% |
0.0357 |
| ATR |
0.0145 |
0.0145 |
0.0000 |
0.1% |
0.0000 |
| Volume |
155,269 |
146,029 |
-9,240 |
-6.0% |
670,232 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3129 |
1.3107 |
1.3038 |
|
| R3 |
1.3096 |
1.3074 |
1.3029 |
|
| R2 |
1.3063 |
1.3063 |
1.3026 |
|
| R1 |
1.3041 |
1.3041 |
1.3023 |
1.3036 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3027 |
| S1 |
1.3008 |
1.3008 |
1.3017 |
1.3003 |
| S2 |
1.2997 |
1.2997 |
1.3014 |
|
| S3 |
1.2964 |
1.2975 |
1.3011 |
|
| S4 |
1.2931 |
1.2942 |
1.3002 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4209 |
1.3971 |
1.3216 |
|
| R3 |
1.3852 |
1.3614 |
1.3118 |
|
| R2 |
1.3495 |
1.3495 |
1.3085 |
|
| R1 |
1.3257 |
1.3257 |
1.3053 |
1.3198 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3108 |
| S1 |
1.2900 |
1.2900 |
1.2987 |
1.2841 |
| S2 |
1.2781 |
1.2781 |
1.2955 |
|
| S3 |
1.2424 |
1.2543 |
1.2922 |
|
| S4 |
1.2067 |
1.2186 |
1.2824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3375 |
1.3018 |
0.0357 |
2.7% |
0.0070 |
0.5% |
1% |
False |
True |
134,046 |
| 10 |
1.3492 |
1.3018 |
0.0474 |
3.6% |
0.0082 |
0.6% |
0% |
False |
True |
148,306 |
| 20 |
1.3650 |
1.3018 |
0.0632 |
4.9% |
0.0094 |
0.7% |
0% |
False |
True |
167,210 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.2% |
0.0076 |
0.6% |
40% |
False |
False |
112,210 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.3% |
0.0052 |
0.4% |
40% |
False |
False |
74,935 |
| 80 |
1.4034 |
1.2530 |
0.1504 |
11.6% |
0.0046 |
0.4% |
33% |
False |
False |
56,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3191 |
|
2.618 |
1.3137 |
|
1.618 |
1.3104 |
|
1.000 |
1.3084 |
|
0.618 |
1.3071 |
|
HIGH |
1.3051 |
|
0.618 |
1.3038 |
|
0.500 |
1.3035 |
|
0.382 |
1.3031 |
|
LOW |
1.3018 |
|
0.618 |
1.2998 |
|
1.000 |
1.2985 |
|
1.618 |
1.2965 |
|
2.618 |
1.2932 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3124 |
| PP |
1.3030 |
1.3089 |
| S1 |
1.3025 |
1.3055 |
|