CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3245 |
1.3410 |
0.0165 |
1.2% |
1.3555 |
| High |
1.3270 |
1.3510 |
0.0240 |
1.8% |
1.3650 |
| Low |
1.3200 |
1.3400 |
0.0200 |
1.5% |
1.3270 |
| Close |
1.3234 |
1.3443 |
0.0209 |
1.6% |
1.3305 |
| Range |
0.0070 |
0.0110 |
0.0040 |
57.1% |
0.0380 |
| ATR |
0.0152 |
0.0161 |
0.0009 |
5.9% |
0.0000 |
| Volume |
155,128 |
141,021 |
-14,107 |
-9.1% |
977,694 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3781 |
1.3722 |
1.3504 |
|
| R3 |
1.3671 |
1.3612 |
1.3473 |
|
| R2 |
1.3561 |
1.3561 |
1.3463 |
|
| R1 |
1.3502 |
1.3502 |
1.3453 |
1.3532 |
| PP |
1.3451 |
1.3451 |
1.3451 |
1.3466 |
| S1 |
1.3392 |
1.3392 |
1.3433 |
1.3422 |
| S2 |
1.3341 |
1.3341 |
1.3423 |
|
| S3 |
1.3231 |
1.3282 |
1.3413 |
|
| S4 |
1.3121 |
1.3172 |
1.3383 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4548 |
1.4307 |
1.3514 |
|
| R3 |
1.4168 |
1.3927 |
1.3410 |
|
| R2 |
1.3788 |
1.3788 |
1.3375 |
|
| R1 |
1.3547 |
1.3547 |
1.3340 |
1.3478 |
| PP |
1.3408 |
1.3408 |
1.3408 |
1.3374 |
| S1 |
1.3167 |
1.3167 |
1.3270 |
1.3098 |
| S2 |
1.3028 |
1.3028 |
1.3235 |
|
| S3 |
1.2648 |
1.2787 |
1.3201 |
|
| S4 |
1.2268 |
1.2407 |
1.3096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3510 |
1.3120 |
0.0390 |
2.9% |
0.0080 |
0.6% |
83% |
True |
False |
163,733 |
| 10 |
1.3650 |
1.3120 |
0.0530 |
3.9% |
0.0106 |
0.8% |
61% |
False |
False |
186,114 |
| 20 |
1.3740 |
1.2565 |
0.1175 |
8.7% |
0.0108 |
0.8% |
75% |
False |
False |
148,616 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0057 |
0.4% |
75% |
False |
False |
75,262 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0044 |
0.3% |
75% |
False |
False |
50,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3978 |
|
2.618 |
1.3798 |
|
1.618 |
1.3688 |
|
1.000 |
1.3620 |
|
0.618 |
1.3578 |
|
HIGH |
1.3510 |
|
0.618 |
1.3468 |
|
0.500 |
1.3455 |
|
0.382 |
1.3442 |
|
LOW |
1.3400 |
|
0.618 |
1.3332 |
|
1.000 |
1.3290 |
|
1.618 |
1.3222 |
|
2.618 |
1.3112 |
|
4.250 |
1.2933 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3455 |
1.3414 |
| PP |
1.3451 |
1.3384 |
| S1 |
1.3447 |
1.3355 |
|