CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3051 |
1.2925 |
-0.0126 |
-1.0% |
1.3295 |
| High |
1.3051 |
1.2925 |
-0.0126 |
-1.0% |
1.3375 |
| Low |
1.3018 |
1.2895 |
-0.0123 |
-0.9% |
1.3018 |
| Close |
1.3020 |
1.2917 |
-0.0103 |
-0.8% |
1.3020 |
| Range |
0.0033 |
0.0030 |
-0.0003 |
-9.1% |
0.0357 |
| ATR |
0.0145 |
0.0143 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
146,029 |
124,106 |
-21,923 |
-15.0% |
670,232 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3002 |
1.2990 |
1.2934 |
|
| R3 |
1.2972 |
1.2960 |
1.2925 |
|
| R2 |
1.2942 |
1.2942 |
1.2923 |
|
| R1 |
1.2930 |
1.2930 |
1.2920 |
1.2921 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2908 |
| S1 |
1.2900 |
1.2900 |
1.2914 |
1.2891 |
| S2 |
1.2882 |
1.2882 |
1.2912 |
|
| S3 |
1.2852 |
1.2870 |
1.2909 |
|
| S4 |
1.2822 |
1.2840 |
1.2901 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4209 |
1.3971 |
1.3216 |
|
| R3 |
1.3852 |
1.3614 |
1.3118 |
|
| R2 |
1.3495 |
1.3495 |
1.3085 |
|
| R1 |
1.3257 |
1.3257 |
1.3053 |
1.3198 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3108 |
| S1 |
1.2900 |
1.2900 |
1.2987 |
1.2841 |
| S2 |
1.2781 |
1.2781 |
1.2955 |
|
| S3 |
1.2424 |
1.2543 |
1.2922 |
|
| S4 |
1.2067 |
1.2186 |
1.2824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3300 |
1.2895 |
0.0405 |
3.1% |
0.0058 |
0.4% |
5% |
False |
True |
127,767 |
| 10 |
1.3492 |
1.2895 |
0.0597 |
4.6% |
0.0073 |
0.6% |
4% |
False |
True |
138,305 |
| 20 |
1.3650 |
1.2895 |
0.0755 |
5.8% |
0.0089 |
0.7% |
3% |
False |
True |
161,697 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.3% |
0.0076 |
0.6% |
31% |
False |
False |
115,304 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.4% |
0.0052 |
0.4% |
32% |
False |
False |
76,990 |
| 80 |
1.4034 |
1.2530 |
0.1504 |
11.6% |
0.0045 |
0.3% |
26% |
False |
False |
57,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3053 |
|
2.618 |
1.3004 |
|
1.618 |
1.2974 |
|
1.000 |
1.2955 |
|
0.618 |
1.2944 |
|
HIGH |
1.2925 |
|
0.618 |
1.2914 |
|
0.500 |
1.2910 |
|
0.382 |
1.2906 |
|
LOW |
1.2895 |
|
0.618 |
1.2876 |
|
1.000 |
1.2865 |
|
1.618 |
1.2846 |
|
2.618 |
1.2816 |
|
4.250 |
1.2768 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2915 |
1.3060 |
| PP |
1.2912 |
1.3012 |
| S1 |
1.2910 |
1.2965 |
|