CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3403 |
1.3264 |
-0.0139 |
-1.0% |
1.3230 |
| High |
1.3407 |
1.3306 |
-0.0101 |
-0.8% |
1.3519 |
| Low |
1.3223 |
1.3146 |
-0.0077 |
-0.6% |
1.3114 |
| Close |
1.3252 |
1.3230 |
-0.0022 |
-0.2% |
1.3488 |
| Range |
0.0184 |
0.0160 |
-0.0024 |
-13.0% |
0.0405 |
| ATR |
0.0214 |
0.0210 |
-0.0004 |
-1.8% |
0.0000 |
| Volume |
143,512 |
140,019 |
-3,493 |
-2.4% |
868,040 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3707 |
1.3629 |
1.3318 |
|
| R3 |
1.3547 |
1.3469 |
1.3274 |
|
| R2 |
1.3387 |
1.3387 |
1.3259 |
|
| R1 |
1.3309 |
1.3309 |
1.3245 |
1.3268 |
| PP |
1.3227 |
1.3227 |
1.3227 |
1.3207 |
| S1 |
1.3149 |
1.3149 |
1.3215 |
1.3108 |
| S2 |
1.3067 |
1.3067 |
1.3201 |
|
| S3 |
1.2907 |
1.2989 |
1.3186 |
|
| S4 |
1.2747 |
1.2829 |
1.3142 |
|
|
| 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 |
1.3146 |
0.0436 |
3.3% |
0.0198 |
1.5% |
19% |
False |
True |
160,615 |
| 10 |
1.3642 |
1.3114 |
0.0528 |
4.0% |
0.0194 |
1.5% |
22% |
False |
False |
172,092 |
| 20 |
1.3740 |
1.2732 |
0.1008 |
7.6% |
0.0219 |
1.7% |
49% |
False |
False |
175,064 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0203 |
1.5% |
60% |
False |
False |
91,053 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0210 |
1.6% |
60% |
False |
False |
60,801 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
16.1% |
0.0216 |
1.6% |
36% |
False |
False |
45,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3986 |
|
2.618 |
1.3725 |
|
1.618 |
1.3565 |
|
1.000 |
1.3466 |
|
0.618 |
1.3405 |
|
HIGH |
1.3306 |
|
0.618 |
1.3245 |
|
0.500 |
1.3226 |
|
0.382 |
1.3207 |
|
LOW |
1.3146 |
|
0.618 |
1.3047 |
|
1.000 |
1.2986 |
|
1.618 |
1.2887 |
|
2.618 |
1.2727 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3229 |
1.3364 |
| PP |
1.3227 |
1.3319 |
| S1 |
1.3226 |
1.3275 |
|