CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3018 |
-0.0222 |
-1.7% |
1.3043 |
| High |
1.3241 |
1.3165 |
-0.0076 |
-0.6% |
1.3297 |
| Low |
1.2994 |
1.2961 |
-0.0033 |
-0.3% |
1.2878 |
| Close |
1.3018 |
1.3146 |
0.0128 |
1.0% |
1.3243 |
| Range |
0.0247 |
0.0204 |
-0.0043 |
-17.4% |
0.0419 |
| ATR |
0.0192 |
0.0193 |
0.0001 |
0.4% |
0.0000 |
| Volume |
159,852 |
152,030 |
-7,822 |
-4.9% |
694,122 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3628 |
1.3258 |
|
| R3 |
1.3499 |
1.3424 |
1.3202 |
|
| R2 |
1.3295 |
1.3295 |
1.3183 |
|
| R1 |
1.3220 |
1.3220 |
1.3165 |
1.3258 |
| PP |
1.3091 |
1.3091 |
1.3091 |
1.3109 |
| S1 |
1.3016 |
1.3016 |
1.3127 |
1.3054 |
| S2 |
1.2887 |
1.2887 |
1.3109 |
|
| S3 |
1.2683 |
1.2812 |
1.3090 |
|
| S4 |
1.2479 |
1.2608 |
1.3034 |
|
|
| 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% |
0.0196 |
1.5% |
64% |
False |
False |
148,473 |
| 10 |
1.3297 |
1.2878 |
0.0419 |
3.2% |
0.0172 |
1.3% |
64% |
False |
False |
143,918 |
| 20 |
1.3582 |
1.2878 |
0.0704 |
5.4% |
0.0182 |
1.4% |
38% |
False |
False |
146,746 |
| 40 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0204 |
1.6% |
54% |
False |
False |
135,852 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.8% |
0.0198 |
1.5% |
54% |
False |
False |
90,972 |
| 80 |
1.3890 |
1.2456 |
0.1434 |
10.9% |
0.0207 |
1.6% |
48% |
False |
False |
68,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4032 |
|
2.618 |
1.3699 |
|
1.618 |
1.3495 |
|
1.000 |
1.3369 |
|
0.618 |
1.3291 |
|
HIGH |
1.3165 |
|
0.618 |
1.3087 |
|
0.500 |
1.3063 |
|
0.382 |
1.3039 |
|
LOW |
1.2961 |
|
0.618 |
1.2835 |
|
1.000 |
1.2757 |
|
1.618 |
1.2631 |
|
2.618 |
1.2427 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3140 |
| PP |
1.3091 |
1.3135 |
| S1 |
1.3063 |
1.3129 |
|