CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3255 |
1.3272 |
0.0017 |
0.1% |
1.2925 |
| High |
1.3340 |
1.3272 |
-0.0068 |
-0.5% |
1.3280 |
| Low |
1.3240 |
1.3185 |
-0.0055 |
-0.4% |
1.2895 |
| Close |
1.3288 |
1.3261 |
-0.0027 |
-0.2% |
1.3243 |
| Range |
0.0100 |
0.0087 |
-0.0013 |
-13.0% |
0.0385 |
| ATR |
0.0148 |
0.0144 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
155,779 |
166,552 |
10,773 |
6.9% |
698,244 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3500 |
1.3468 |
1.3309 |
|
| R3 |
1.3413 |
1.3381 |
1.3285 |
|
| R2 |
1.3326 |
1.3326 |
1.3277 |
|
| R1 |
1.3294 |
1.3294 |
1.3269 |
1.3267 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3226 |
| S1 |
1.3207 |
1.3207 |
1.3253 |
1.3180 |
| S2 |
1.3152 |
1.3152 |
1.3245 |
|
| S3 |
1.3065 |
1.3120 |
1.3237 |
|
| S4 |
1.2978 |
1.3033 |
1.3213 |
|
|
| 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 |
1.3340 |
1.2990 |
0.0350 |
2.6% |
0.0108 |
0.8% |
77% |
False |
False |
155,116 |
| 10 |
1.3340 |
1.2895 |
0.0445 |
3.4% |
0.0082 |
0.6% |
82% |
False |
False |
148,216 |
| 20 |
1.3510 |
1.2895 |
0.0615 |
4.6% |
0.0086 |
0.6% |
60% |
False |
False |
148,011 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.0% |
0.0094 |
0.7% |
60% |
False |
False |
144,908 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0065 |
0.5% |
60% |
False |
False |
97,165 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0053 |
0.4% |
60% |
False |
False |
72,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3642 |
|
2.618 |
1.3500 |
|
1.618 |
1.3413 |
|
1.000 |
1.3359 |
|
0.618 |
1.3326 |
|
HIGH |
1.3272 |
|
0.618 |
1.3239 |
|
0.500 |
1.3229 |
|
0.382 |
1.3218 |
|
LOW |
1.3185 |
|
0.618 |
1.3131 |
|
1.000 |
1.3098 |
|
1.618 |
1.3044 |
|
2.618 |
1.2957 |
|
4.250 |
1.2815 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3250 |
1.3229 |
| PP |
1.3239 |
1.3197 |
| S1 |
1.3229 |
1.3165 |
|