CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2994 |
1.3130 |
0.0136 |
1.0% |
1.3043 |
| High |
1.3157 |
1.3297 |
0.0140 |
1.1% |
1.3297 |
| Low |
1.2974 |
1.3107 |
0.0133 |
1.0% |
1.2878 |
| Close |
1.3109 |
1.3243 |
0.0134 |
1.0% |
1.3243 |
| Range |
0.0183 |
0.0190 |
0.0007 |
3.8% |
0.0419 |
| ATR |
0.0187 |
0.0188 |
0.0000 |
0.1% |
0.0000 |
| Volume |
165,410 |
137,146 |
-28,264 |
-17.1% |
694,122 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3786 |
1.3704 |
1.3348 |
|
| R3 |
1.3596 |
1.3514 |
1.3295 |
|
| R2 |
1.3406 |
1.3406 |
1.3278 |
|
| R1 |
1.3324 |
1.3324 |
1.3260 |
1.3365 |
| PP |
1.3216 |
1.3216 |
1.3216 |
1.3236 |
| S1 |
1.3134 |
1.3134 |
1.3226 |
1.3175 |
| S2 |
1.3026 |
1.3026 |
1.3208 |
|
| S3 |
1.2836 |
1.2944 |
1.3191 |
|
| S4 |
1.2646 |
1.2754 |
1.3139 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4396 |
1.4239 |
1.3473 |
|
| R3 |
1.3977 |
1.3820 |
1.3358 |
|
| R2 |
1.3558 |
1.3558 |
1.3320 |
|
| R1 |
1.3401 |
1.3401 |
1.3281 |
1.3480 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3179 |
| S1 |
1.2982 |
1.2982 |
1.3205 |
1.3061 |
| S2 |
1.2720 |
1.2720 |
1.3166 |
|
| S3 |
1.2301 |
1.2563 |
1.3128 |
|
| S4 |
1.1882 |
1.2144 |
1.3013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3297 |
1.2878 |
0.0419 |
3.2% |
0.0158 |
1.2% |
87% |
True |
False |
138,824 |
| 10 |
1.3390 |
1.2878 |
0.0512 |
3.9% |
0.0169 |
1.3% |
71% |
False |
False |
136,041 |
| 20 |
1.3593 |
1.2878 |
0.0715 |
5.4% |
0.0185 |
1.4% |
51% |
False |
False |
148,892 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0198 |
1.5% |
61% |
False |
False |
128,224 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0197 |
1.5% |
61% |
False |
False |
85,777 |
| 80 |
1.4000 |
1.2456 |
0.1544 |
11.7% |
0.0205 |
1.5% |
51% |
False |
False |
64,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4105 |
|
2.618 |
1.3794 |
|
1.618 |
1.3604 |
|
1.000 |
1.3487 |
|
0.618 |
1.3414 |
|
HIGH |
1.3297 |
|
0.618 |
1.3224 |
|
0.500 |
1.3202 |
|
0.382 |
1.3180 |
|
LOW |
1.3107 |
|
0.618 |
1.2990 |
|
1.000 |
1.2917 |
|
1.618 |
1.2800 |
|
2.618 |
1.2610 |
|
4.250 |
1.2300 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3229 |
1.3191 |
| PP |
1.3216 |
1.3139 |
| S1 |
1.3202 |
1.3088 |
|