CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3014 |
1.3030 |
0.0016 |
0.1% |
1.3295 |
| High |
1.3028 |
1.3109 |
0.0081 |
0.6% |
1.3375 |
| Low |
1.2985 |
1.3005 |
0.0020 |
0.2% |
1.3018 |
| Close |
1.3013 |
1.3109 |
0.0096 |
0.7% |
1.3020 |
| Range |
0.0043 |
0.0104 |
0.0061 |
141.9% |
0.0357 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
128,319 |
165,660 |
37,341 |
29.1% |
670,232 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3352 |
1.3166 |
|
| R3 |
1.3282 |
1.3248 |
1.3138 |
|
| R2 |
1.3178 |
1.3178 |
1.3128 |
|
| R1 |
1.3144 |
1.3144 |
1.3119 |
1.3161 |
| PP |
1.3074 |
1.3074 |
1.3074 |
1.3083 |
| S1 |
1.3040 |
1.3040 |
1.3099 |
1.3057 |
| S2 |
1.2970 |
1.2970 |
1.3090 |
|
| S3 |
1.2866 |
1.2936 |
1.3080 |
|
| S4 |
1.2762 |
1.2832 |
1.3052 |
|
|
| 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 |
1.3109 |
1.2895 |
0.0214 |
1.6% |
0.0055 |
0.4% |
100% |
True |
False |
141,316 |
| 10 |
1.3375 |
1.2895 |
0.0480 |
3.7% |
0.0075 |
0.6% |
45% |
False |
False |
137,390 |
| 20 |
1.3630 |
1.2895 |
0.0735 |
5.6% |
0.0079 |
0.6% |
29% |
False |
False |
155,442 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.1% |
0.0082 |
0.6% |
47% |
False |
False |
125,959 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0056 |
0.4% |
48% |
False |
False |
84,252 |
| 80 |
1.4034 |
1.2530 |
0.1504 |
11.5% |
0.0048 |
0.4% |
38% |
False |
False |
63,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3551 |
|
2.618 |
1.3381 |
|
1.618 |
1.3277 |
|
1.000 |
1.3213 |
|
0.618 |
1.3173 |
|
HIGH |
1.3109 |
|
0.618 |
1.3069 |
|
0.500 |
1.3057 |
|
0.382 |
1.3045 |
|
LOW |
1.3005 |
|
0.618 |
1.2941 |
|
1.000 |
1.2901 |
|
1.618 |
1.2837 |
|
2.618 |
1.2733 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3092 |
1.3077 |
| PP |
1.3074 |
1.3044 |
| S1 |
1.3057 |
1.3012 |
|