CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3256 |
1.3209 |
-0.0047 |
-0.4% |
1.3514 |
| High |
1.3292 |
1.3265 |
-0.0027 |
-0.2% |
1.3582 |
| Low |
1.3141 |
1.3120 |
-0.0021 |
-0.2% |
1.3121 |
| Close |
1.3183 |
1.3165 |
-0.0018 |
-0.1% |
1.3143 |
| Range |
0.0151 |
0.0145 |
-0.0006 |
-4.0% |
0.0461 |
| ATR |
0.0206 |
0.0201 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
133,765 |
154,966 |
21,201 |
15.8% |
581,099 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3618 |
1.3537 |
1.3245 |
|
| R3 |
1.3473 |
1.3392 |
1.3205 |
|
| R2 |
1.3328 |
1.3328 |
1.3192 |
|
| R1 |
1.3247 |
1.3247 |
1.3178 |
1.3215 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3168 |
| S1 |
1.3102 |
1.3102 |
1.3152 |
1.3070 |
| S2 |
1.3038 |
1.3038 |
1.3138 |
|
| S3 |
1.2893 |
1.2957 |
1.3125 |
|
| S4 |
1.2748 |
1.2812 |
1.3085 |
|
|
| 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 |
1.3390 |
1.3120 |
0.0270 |
2.1% |
0.0187 |
1.4% |
17% |
False |
True |
132,797 |
| 10 |
1.3582 |
1.3120 |
0.0462 |
3.5% |
0.0192 |
1.5% |
10% |
False |
True |
146,706 |
| 20 |
1.3740 |
1.3114 |
0.0626 |
4.8% |
0.0207 |
1.6% |
8% |
False |
False |
170,306 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0205 |
1.6% |
55% |
False |
False |
107,563 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0204 |
1.5% |
55% |
False |
False |
71,834 |
| 80 |
1.4291 |
1.2456 |
0.1835 |
13.9% |
0.0203 |
1.5% |
39% |
False |
False |
53,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3881 |
|
2.618 |
1.3645 |
|
1.618 |
1.3500 |
|
1.000 |
1.3410 |
|
0.618 |
1.3355 |
|
HIGH |
1.3265 |
|
0.618 |
1.3210 |
|
0.500 |
1.3193 |
|
0.382 |
1.3175 |
|
LOW |
1.3120 |
|
0.618 |
1.3030 |
|
1.000 |
1.2975 |
|
1.618 |
1.2885 |
|
2.618 |
1.2740 |
|
4.250 |
1.2504 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3193 |
1.3249 |
| PP |
1.3183 |
1.3221 |
| S1 |
1.3174 |
1.3193 |
|