CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3209 |
1.3173 |
-0.0036 |
-0.3% |
1.3183 |
| High |
1.3265 |
1.3192 |
-0.0073 |
-0.6% |
1.3390 |
| Low |
1.3120 |
1.3010 |
-0.0110 |
-0.8% |
1.3010 |
| Close |
1.3165 |
1.3020 |
-0.0145 |
-1.1% |
1.3020 |
| Range |
0.0145 |
0.0182 |
0.0037 |
25.5% |
0.0380 |
| ATR |
0.0201 |
0.0200 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
154,966 |
144,450 |
-10,516 |
-6.8% |
666,291 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3620 |
1.3502 |
1.3120 |
|
| R3 |
1.3438 |
1.3320 |
1.3070 |
|
| R2 |
1.3256 |
1.3256 |
1.3053 |
|
| R1 |
1.3138 |
1.3138 |
1.3037 |
1.3106 |
| PP |
1.3074 |
1.3074 |
1.3074 |
1.3058 |
| S1 |
1.2956 |
1.2956 |
1.3003 |
1.2924 |
| S2 |
1.2892 |
1.2892 |
1.2987 |
|
| S3 |
1.2710 |
1.2774 |
1.2970 |
|
| S4 |
1.2528 |
1.2592 |
1.2920 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4280 |
1.4030 |
1.3229 |
|
| R3 |
1.3900 |
1.3650 |
1.3125 |
|
| R2 |
1.3520 |
1.3520 |
1.3090 |
|
| R1 |
1.3270 |
1.3270 |
1.3055 |
1.3205 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3108 |
| S1 |
1.2890 |
1.2890 |
1.2985 |
1.2825 |
| S2 |
1.2760 |
1.2760 |
1.2950 |
|
| S3 |
1.2380 |
1.2510 |
1.2916 |
|
| S4 |
1.2000 |
1.2130 |
1.2811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3390 |
1.3010 |
0.0380 |
2.9% |
0.0180 |
1.4% |
3% |
False |
True |
133,258 |
| 10 |
1.3582 |
1.3010 |
0.0572 |
4.4% |
0.0182 |
1.4% |
2% |
False |
True |
147,089 |
| 20 |
1.3736 |
1.3010 |
0.0726 |
5.6% |
0.0200 |
1.5% |
1% |
False |
True |
165,874 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0205 |
1.6% |
44% |
False |
False |
111,162 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0203 |
1.6% |
44% |
False |
False |
74,236 |
| 80 |
1.4291 |
1.2456 |
0.1835 |
14.1% |
0.0203 |
1.6% |
31% |
False |
False |
55,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3966 |
|
2.618 |
1.3668 |
|
1.618 |
1.3486 |
|
1.000 |
1.3374 |
|
0.618 |
1.3304 |
|
HIGH |
1.3192 |
|
0.618 |
1.3122 |
|
0.500 |
1.3101 |
|
0.382 |
1.3080 |
|
LOW |
1.3010 |
|
0.618 |
1.2898 |
|
1.000 |
1.2828 |
|
1.618 |
1.2716 |
|
2.618 |
1.2534 |
|
4.250 |
1.2237 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3101 |
1.3151 |
| PP |
1.3074 |
1.3107 |
| S1 |
1.3047 |
1.3064 |
|