CME Euro FX (E) Future June 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1.2939 |
1.2994 |
0.0055 |
0.4% |
1.3183 |
High |
1.3032 |
1.3157 |
0.0125 |
1.0% |
1.3390 |
Low |
1.2878 |
1.2974 |
0.0096 |
0.7% |
1.3010 |
Close |
1.3013 |
1.3109 |
0.0096 |
0.7% |
1.3020 |
Range |
0.0154 |
0.0183 |
0.0029 |
18.8% |
0.0380 |
ATR |
0.0188 |
0.0187 |
0.0000 |
-0.2% |
0.0000 |
Volume |
127,929 |
165,410 |
37,481 |
29.3% |
666,291 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3629 |
1.3552 |
1.3210 |
|
R3 |
1.3446 |
1.3369 |
1.3159 |
|
R2 |
1.3263 |
1.3263 |
1.3143 |
|
R1 |
1.3186 |
1.3186 |
1.3126 |
1.3225 |
PP |
1.3080 |
1.3080 |
1.3080 |
1.3099 |
S1 |
1.3003 |
1.3003 |
1.3092 |
1.3042 |
S2 |
1.2897 |
1.2897 |
1.3075 |
|
S3 |
1.2714 |
1.2820 |
1.3059 |
|
S4 |
1.2531 |
1.2637 |
1.3008 |
|
|
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 |
1.3192 |
1.2878 |
0.0314 |
2.4% |
0.0156 |
1.2% |
74% |
False |
False |
140,285 |
10 |
1.3390 |
1.2878 |
0.0512 |
3.9% |
0.0171 |
1.3% |
45% |
False |
False |
136,541 |
20 |
1.3642 |
1.2878 |
0.0764 |
5.8% |
0.0183 |
1.4% |
30% |
False |
False |
154,316 |
40 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0196 |
1.5% |
51% |
False |
False |
124,821 |
60 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0197 |
1.5% |
51% |
False |
False |
83,494 |
80 |
1.4119 |
1.2456 |
0.1663 |
12.7% |
0.0204 |
1.6% |
39% |
False |
False |
62,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3935 |
2.618 |
1.3636 |
1.618 |
1.3453 |
1.000 |
1.3340 |
0.618 |
1.3270 |
HIGH |
1.3157 |
0.618 |
1.3087 |
0.500 |
1.3066 |
0.382 |
1.3044 |
LOW |
1.2974 |
0.618 |
1.2861 |
1.000 |
1.2791 |
1.618 |
1.2678 |
2.618 |
1.2495 |
4.250 |
1.2196 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3095 |
1.3079 |
PP |
1.3080 |
1.3048 |
S1 |
1.3066 |
1.3018 |
|