CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3125 |
1.2990 |
-0.0135 |
-1.0% |
1.2925 |
| High |
1.3150 |
1.3150 |
0.0000 |
0.0% |
1.3280 |
| Low |
1.3010 |
1.2990 |
-0.0020 |
-0.2% |
1.2895 |
| Close |
1.3018 |
1.3146 |
0.0128 |
1.0% |
1.3243 |
| Range |
0.0140 |
0.0160 |
0.0020 |
14.3% |
0.0385 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.9% |
0.0000 |
| Volume |
162,042 |
153,518 |
-8,524 |
-5.3% |
698,244 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3575 |
1.3521 |
1.3234 |
|
| R3 |
1.3415 |
1.3361 |
1.3190 |
|
| R2 |
1.3255 |
1.3255 |
1.3175 |
|
| R1 |
1.3201 |
1.3201 |
1.3161 |
1.3228 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3109 |
| S1 |
1.3041 |
1.3041 |
1.3131 |
1.3068 |
| S2 |
1.2935 |
1.2935 |
1.3117 |
|
| S3 |
1.2775 |
1.2881 |
1.3102 |
|
| S4 |
1.2615 |
1.2721 |
1.3058 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4294 |
1.4154 |
1.3455 |
|
| R3 |
1.3909 |
1.3769 |
1.3349 |
|
| R2 |
1.3524 |
1.3524 |
1.3314 |
|
| R1 |
1.3384 |
1.3384 |
1.3278 |
1.3454 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3175 |
| S1 |
1.2999 |
1.2999 |
1.3208 |
1.3069 |
| S2 |
1.2754 |
1.2754 |
1.3172 |
|
| S3 |
1.2369 |
1.2614 |
1.3137 |
|
| S4 |
1.1984 |
1.2229 |
1.3031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3280 |
1.2985 |
0.0295 |
2.2% |
0.0100 |
0.8% |
55% |
False |
False |
149,445 |
| 10 |
1.3280 |
1.2895 |
0.0385 |
2.9% |
0.0081 |
0.6% |
65% |
False |
False |
144,959 |
| 20 |
1.3510 |
1.2895 |
0.0615 |
4.7% |
0.0086 |
0.7% |
41% |
False |
False |
147,920 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.1% |
0.0089 |
0.7% |
50% |
False |
False |
137,095 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.2% |
0.0062 |
0.5% |
51% |
False |
False |
91,800 |
| 80 |
1.3900 |
1.2530 |
0.1370 |
10.4% |
0.0052 |
0.4% |
45% |
False |
False |
68,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3830 |
|
2.618 |
1.3569 |
|
1.618 |
1.3409 |
|
1.000 |
1.3310 |
|
0.618 |
1.3249 |
|
HIGH |
1.3150 |
|
0.618 |
1.3089 |
|
0.500 |
1.3070 |
|
0.382 |
1.3051 |
|
LOW |
1.2990 |
|
0.618 |
1.2891 |
|
1.000 |
1.2830 |
|
1.618 |
1.2731 |
|
2.618 |
1.2571 |
|
4.250 |
1.2310 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3121 |
1.3142 |
| PP |
1.3095 |
1.3139 |
| S1 |
1.3070 |
1.3135 |
|