CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3514 |
1.3403 |
-0.0111 |
-0.8% |
1.3230 |
| High |
1.3582 |
1.3407 |
-0.0175 |
-1.3% |
1.3519 |
| Low |
1.3356 |
1.3223 |
-0.0133 |
-1.0% |
1.3114 |
| Close |
1.3397 |
1.3252 |
-0.0145 |
-1.1% |
1.3488 |
| Range |
0.0226 |
0.0184 |
-0.0042 |
-18.6% |
0.0405 |
| ATR |
0.0216 |
0.0214 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
155,420 |
143,512 |
-11,908 |
-7.7% |
868,040 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3846 |
1.3733 |
1.3353 |
|
| R3 |
1.3662 |
1.3549 |
1.3303 |
|
| R2 |
1.3478 |
1.3478 |
1.3286 |
|
| R1 |
1.3365 |
1.3365 |
1.3269 |
1.3330 |
| PP |
1.3294 |
1.3294 |
1.3294 |
1.3276 |
| S1 |
1.3181 |
1.3181 |
1.3235 |
1.3146 |
| S2 |
1.3110 |
1.3110 |
1.3218 |
|
| S3 |
1.2926 |
1.2997 |
1.3201 |
|
| S4 |
1.2742 |
1.2813 |
1.3151 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4589 |
1.4443 |
1.3711 |
|
| R3 |
1.4184 |
1.4038 |
1.3599 |
|
| R2 |
1.3779 |
1.3779 |
1.3562 |
|
| R1 |
1.3633 |
1.3633 |
1.3525 |
1.3706 |
| PP |
1.3374 |
1.3374 |
1.3374 |
1.3410 |
| S1 |
1.3228 |
1.3228 |
1.3451 |
1.3301 |
| S2 |
1.2969 |
1.2969 |
1.3414 |
|
| S3 |
1.2564 |
1.2823 |
1.3377 |
|
| S4 |
1.2159 |
1.2418 |
1.3265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3582 |
1.3167 |
0.0415 |
3.1% |
0.0190 |
1.4% |
20% |
False |
False |
163,481 |
| 10 |
1.3655 |
1.3114 |
0.0541 |
4.1% |
0.0202 |
1.5% |
26% |
False |
False |
179,199 |
| 20 |
1.3740 |
1.2621 |
0.1119 |
8.4% |
0.0223 |
1.7% |
56% |
False |
False |
170,730 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0205 |
1.6% |
62% |
False |
False |
87,556 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0211 |
1.6% |
62% |
False |
False |
58,470 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
16.1% |
0.0215 |
1.6% |
37% |
False |
False |
43,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4189 |
|
2.618 |
1.3889 |
|
1.618 |
1.3705 |
|
1.000 |
1.3591 |
|
0.618 |
1.3521 |
|
HIGH |
1.3407 |
|
0.618 |
1.3337 |
|
0.500 |
1.3315 |
|
0.382 |
1.3293 |
|
LOW |
1.3223 |
|
0.618 |
1.3109 |
|
1.000 |
1.3039 |
|
1.618 |
1.2925 |
|
2.618 |
1.2741 |
|
4.250 |
1.2441 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3315 |
1.3403 |
| PP |
1.3294 |
1.3352 |
| S1 |
1.3273 |
1.3302 |
|