CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3277 |
1.3260 |
-0.0017 |
-0.1% |
1.3134 |
| High |
1.3290 |
1.3290 |
0.0000 |
0.0% |
1.3510 |
| Low |
1.3250 |
1.3230 |
-0.0020 |
-0.2% |
1.3120 |
| Close |
1.3252 |
1.3230 |
-0.0022 |
-0.2% |
1.3488 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0390 |
| ATR |
0.0153 |
0.0146 |
-0.0007 |
-4.3% |
0.0000 |
| Volume |
145,754 |
143,371 |
-2,383 |
-1.6% |
873,212 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3430 |
1.3390 |
1.3263 |
|
| R3 |
1.3370 |
1.3330 |
1.3247 |
|
| R2 |
1.3310 |
1.3310 |
1.3241 |
|
| R1 |
1.3270 |
1.3270 |
1.3236 |
1.3260 |
| PP |
1.3250 |
1.3250 |
1.3250 |
1.3245 |
| S1 |
1.3210 |
1.3210 |
1.3225 |
1.3200 |
| S2 |
1.3190 |
1.3190 |
1.3219 |
|
| S3 |
1.3130 |
1.3150 |
1.3214 |
|
| S4 |
1.3070 |
1.3090 |
1.3197 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4543 |
1.4405 |
1.3703 |
|
| R3 |
1.4153 |
1.4015 |
1.3595 |
|
| R2 |
1.3763 |
1.3763 |
1.3560 |
|
| R1 |
1.3625 |
1.3625 |
1.3524 |
1.3694 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3407 |
| S1 |
1.3235 |
1.3235 |
1.3452 |
1.3304 |
| S2 |
1.2983 |
1.2983 |
1.3417 |
|
| S3 |
1.2593 |
1.2845 |
1.3381 |
|
| S4 |
1.2203 |
1.2455 |
1.3274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3510 |
1.3230 |
0.0280 |
2.1% |
0.0085 |
0.6% |
0% |
False |
True |
162,147 |
| 10 |
1.3630 |
1.3120 |
0.0510 |
3.9% |
0.0083 |
0.6% |
22% |
False |
False |
173,494 |
| 20 |
1.3740 |
1.2750 |
0.0990 |
7.5% |
0.0108 |
0.8% |
48% |
False |
False |
176,765 |
| 40 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0065 |
0.5% |
58% |
False |
False |
91,978 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0046 |
0.3% |
58% |
False |
False |
61,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3545 |
|
2.618 |
1.3447 |
|
1.618 |
1.3387 |
|
1.000 |
1.3350 |
|
0.618 |
1.3327 |
|
HIGH |
1.3290 |
|
0.618 |
1.3267 |
|
0.500 |
1.3260 |
|
0.382 |
1.3253 |
|
LOW |
1.3230 |
|
0.618 |
1.3193 |
|
1.000 |
1.3170 |
|
1.618 |
1.3133 |
|
2.618 |
1.3073 |
|
4.250 |
1.2975 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3260 |
1.3361 |
| PP |
1.3250 |
1.3317 |
| S1 |
1.3240 |
1.3274 |
|