CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3261 |
1.3183 |
-0.0078 |
-0.6% |
1.3514 |
| High |
1.3335 |
1.3390 |
0.0055 |
0.4% |
1.3582 |
| Low |
1.3121 |
1.3123 |
0.0002 |
0.0% |
1.3121 |
| Close |
1.3143 |
1.3355 |
0.0212 |
1.6% |
1.3143 |
| Range |
0.0214 |
0.0267 |
0.0053 |
24.8% |
0.0461 |
| ATR |
0.0210 |
0.0214 |
0.0004 |
1.9% |
0.0000 |
| Volume |
142,148 |
154,697 |
12,549 |
8.8% |
581,099 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4090 |
1.3990 |
1.3502 |
|
| R3 |
1.3823 |
1.3723 |
1.3428 |
|
| R2 |
1.3556 |
1.3556 |
1.3404 |
|
| R1 |
1.3456 |
1.3456 |
1.3379 |
1.3506 |
| PP |
1.3289 |
1.3289 |
1.3289 |
1.3315 |
| S1 |
1.3189 |
1.3189 |
1.3331 |
1.3239 |
| S2 |
1.3022 |
1.3022 |
1.3306 |
|
| S3 |
1.2755 |
1.2922 |
1.3282 |
|
| S4 |
1.2488 |
1.2655 |
1.3208 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4665 |
1.4365 |
1.3397 |
|
| R3 |
1.4204 |
1.3904 |
1.3270 |
|
| R2 |
1.3743 |
1.3743 |
1.3228 |
|
| R1 |
1.3443 |
1.3443 |
1.3185 |
1.3363 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3242 |
| S1 |
1.2982 |
1.2982 |
1.3101 |
1.2902 |
| S2 |
1.2821 |
1.2821 |
1.3058 |
|
| S3 |
1.2360 |
1.2521 |
1.3016 |
|
| S4 |
1.1899 |
1.2060 |
1.2889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3582 |
1.3121 |
0.0461 |
3.5% |
0.0210 |
1.6% |
51% |
False |
False |
147,159 |
| 10 |
1.3582 |
1.3114 |
0.0468 |
3.5% |
0.0194 |
1.4% |
51% |
False |
False |
160,383 |
| 20 |
1.3740 |
1.2836 |
0.0904 |
6.8% |
0.0227 |
1.7% |
57% |
False |
False |
176,384 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0207 |
1.5% |
70% |
False |
False |
98,461 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0211 |
1.6% |
70% |
False |
False |
65,727 |
| 80 |
1.4590 |
1.2456 |
0.2134 |
16.0% |
0.0212 |
1.6% |
42% |
False |
False |
49,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4525 |
|
2.618 |
1.4089 |
|
1.618 |
1.3822 |
|
1.000 |
1.3657 |
|
0.618 |
1.3555 |
|
HIGH |
1.3390 |
|
0.618 |
1.3288 |
|
0.500 |
1.3257 |
|
0.382 |
1.3225 |
|
LOW |
1.3123 |
|
0.618 |
1.2958 |
|
1.000 |
1.2856 |
|
1.618 |
1.2691 |
|
2.618 |
1.2424 |
|
4.250 |
1.1988 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3322 |
1.3322 |
| PP |
1.3289 |
1.3289 |
| S1 |
1.3257 |
1.3256 |
|