CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3130 |
1.3240 |
0.0110 |
0.8% |
1.3043 |
| High |
1.3297 |
1.3241 |
-0.0056 |
-0.4% |
1.3297 |
| Low |
1.3107 |
1.2994 |
-0.0113 |
-0.9% |
1.2878 |
| Close |
1.3243 |
1.3018 |
-0.0225 |
-1.7% |
1.3243 |
| Range |
0.0190 |
0.0247 |
0.0057 |
30.0% |
0.0419 |
| ATR |
0.0188 |
0.0192 |
0.0004 |
2.3% |
0.0000 |
| Volume |
137,146 |
159,852 |
22,706 |
16.6% |
694,122 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3825 |
1.3669 |
1.3154 |
|
| R3 |
1.3578 |
1.3422 |
1.3086 |
|
| R2 |
1.3331 |
1.3331 |
1.3063 |
|
| R1 |
1.3175 |
1.3175 |
1.3041 |
1.3130 |
| PP |
1.3084 |
1.3084 |
1.3084 |
1.3062 |
| S1 |
1.2928 |
1.2928 |
1.2995 |
1.2883 |
| S2 |
1.2837 |
1.2837 |
1.2973 |
|
| S3 |
1.2590 |
1.2681 |
1.2950 |
|
| S4 |
1.2343 |
1.2434 |
1.2882 |
|
|
| 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% |
0.0175 |
1.3% |
33% |
False |
False |
146,312 |
| 10 |
1.3377 |
1.2878 |
0.0499 |
3.8% |
0.0167 |
1.3% |
28% |
False |
False |
136,556 |
| 20 |
1.3582 |
1.2878 |
0.0704 |
5.4% |
0.0180 |
1.4% |
20% |
False |
False |
148,470 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0201 |
1.5% |
44% |
False |
False |
132,202 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.9% |
0.0197 |
1.5% |
44% |
False |
False |
88,439 |
| 80 |
1.3893 |
1.2456 |
0.1437 |
11.0% |
0.0205 |
1.6% |
39% |
False |
False |
66,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4291 |
|
2.618 |
1.3888 |
|
1.618 |
1.3641 |
|
1.000 |
1.3488 |
|
0.618 |
1.3394 |
|
HIGH |
1.3241 |
|
0.618 |
1.3147 |
|
0.500 |
1.3118 |
|
0.382 |
1.3088 |
|
LOW |
1.2994 |
|
0.618 |
1.2841 |
|
1.000 |
1.2747 |
|
1.618 |
1.2594 |
|
2.618 |
1.2347 |
|
4.250 |
1.1944 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3136 |
| PP |
1.3084 |
1.3096 |
| S1 |
1.3051 |
1.3057 |
|