CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3247 |
1.3234 |
-0.0013 |
-0.1% |
1.3636 |
| High |
1.3289 |
1.3519 |
0.0230 |
1.7% |
1.3736 |
| Low |
1.3167 |
1.3233 |
0.0066 |
0.5% |
1.3257 |
| Close |
1.3234 |
1.3443 |
0.0209 |
1.6% |
1.3305 |
| Range |
0.0122 |
0.0286 |
0.0164 |
134.4% |
0.0479 |
| ATR |
0.0216 |
0.0221 |
0.0005 |
2.3% |
0.0000 |
| Volume |
154,352 |
140,622 |
-13,730 |
-8.9% |
973,538 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4256 |
1.4136 |
1.3600 |
|
| R3 |
1.3970 |
1.3850 |
1.3522 |
|
| R2 |
1.3684 |
1.3684 |
1.3495 |
|
| R1 |
1.3564 |
1.3564 |
1.3469 |
1.3624 |
| PP |
1.3398 |
1.3398 |
1.3398 |
1.3429 |
| S1 |
1.3278 |
1.3278 |
1.3417 |
1.3338 |
| S2 |
1.3112 |
1.3112 |
1.3391 |
|
| S3 |
1.2826 |
1.2992 |
1.3364 |
|
| S4 |
1.2540 |
1.2706 |
1.3286 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4870 |
1.4566 |
1.3568 |
|
| R3 |
1.4391 |
1.4087 |
1.3437 |
|
| R2 |
1.3912 |
1.3912 |
1.3393 |
|
| R1 |
1.3608 |
1.3608 |
1.3349 |
1.3521 |
| PP |
1.3433 |
1.3433 |
1.3433 |
1.3389 |
| S1 |
1.3129 |
1.3129 |
1.3261 |
1.3042 |
| S2 |
1.2954 |
1.2954 |
1.3217 |
|
| S3 |
1.2475 |
1.2650 |
1.3173 |
|
| S4 |
1.1996 |
1.2171 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3593 |
1.3114 |
0.0479 |
3.6% |
0.0218 |
1.6% |
69% |
False |
False |
162,567 |
| 10 |
1.3736 |
1.3114 |
0.0622 |
4.6% |
0.0218 |
1.6% |
53% |
False |
False |
184,659 |
| 20 |
1.3740 |
1.2519 |
0.1221 |
9.1% |
0.0228 |
1.7% |
76% |
False |
False |
147,129 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0205 |
1.5% |
77% |
False |
False |
74,518 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0213 |
1.6% |
77% |
False |
False |
49,771 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
15.9% |
0.0215 |
1.6% |
46% |
False |
False |
37,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4735 |
|
2.618 |
1.4268 |
|
1.618 |
1.3982 |
|
1.000 |
1.3805 |
|
0.618 |
1.3696 |
|
HIGH |
1.3519 |
|
0.618 |
1.3410 |
|
0.500 |
1.3376 |
|
0.382 |
1.3342 |
|
LOW |
1.3233 |
|
0.618 |
1.3056 |
|
1.000 |
1.2947 |
|
1.618 |
1.2770 |
|
2.618 |
1.2484 |
|
4.250 |
1.2018 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3421 |
1.3410 |
| PP |
1.3398 |
1.3376 |
| S1 |
1.3376 |
1.3343 |
|