CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3139 |
1.3255 |
0.0116 |
0.9% |
1.3043 |
| High |
1.3360 |
1.3384 |
0.0024 |
0.2% |
1.3297 |
| Low |
1.3119 |
1.3185 |
0.0066 |
0.5% |
1.2878 |
| Close |
1.3288 |
1.3261 |
-0.0027 |
-0.2% |
1.3243 |
| Range |
0.0241 |
0.0199 |
-0.0042 |
-17.4% |
0.0419 |
| ATR |
0.0196 |
0.0196 |
0.0000 |
0.1% |
0.0000 |
| Volume |
153,277 |
164,285 |
11,008 |
7.2% |
694,122 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3874 |
1.3766 |
1.3370 |
|
| R3 |
1.3675 |
1.3567 |
1.3316 |
|
| R2 |
1.3476 |
1.3476 |
1.3297 |
|
| R1 |
1.3368 |
1.3368 |
1.3279 |
1.3422 |
| PP |
1.3277 |
1.3277 |
1.3277 |
1.3304 |
| S1 |
1.3169 |
1.3169 |
1.3243 |
1.3223 |
| S2 |
1.3078 |
1.3078 |
1.3225 |
|
| S3 |
1.2879 |
1.2970 |
1.3206 |
|
| S4 |
1.2680 |
1.2771 |
1.3152 |
|
|
| 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 |
1.3384 |
1.2961 |
0.0423 |
3.2% |
0.0216 |
1.6% |
71% |
True |
False |
153,318 |
| 10 |
1.3384 |
1.2878 |
0.0506 |
3.8% |
0.0186 |
1.4% |
76% |
True |
False |
146,801 |
| 20 |
1.3582 |
1.2878 |
0.0704 |
5.3% |
0.0189 |
1.4% |
54% |
False |
False |
146,754 |
| 40 |
1.3740 |
1.2472 |
0.1268 |
9.6% |
0.0206 |
1.6% |
62% |
False |
False |
143,545 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0199 |
1.5% |
63% |
False |
False |
96,257 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0205 |
1.5% |
63% |
False |
False |
72,259 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
16.1% |
0.0207 |
1.6% |
38% |
False |
False |
57,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4230 |
|
2.618 |
1.3905 |
|
1.618 |
1.3706 |
|
1.000 |
1.3583 |
|
0.618 |
1.3507 |
|
HIGH |
1.3384 |
|
0.618 |
1.3308 |
|
0.500 |
1.3285 |
|
0.382 |
1.3261 |
|
LOW |
1.3185 |
|
0.618 |
1.3062 |
|
1.000 |
1.2986 |
|
1.618 |
1.2863 |
|
2.618 |
1.2664 |
|
4.250 |
1.2339 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3285 |
1.3232 |
| PP |
1.3277 |
1.3202 |
| S1 |
1.3269 |
1.3173 |
|