CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2926 |
0.0001 |
0.0% |
1.3295 |
| High |
1.2925 |
1.2980 |
0.0055 |
0.4% |
1.3375 |
| Low |
1.2895 |
1.2915 |
0.0020 |
0.2% |
1.3018 |
| Close |
1.2917 |
1.2924 |
0.0007 |
0.1% |
1.3020 |
| Range |
0.0030 |
0.0065 |
0.0035 |
116.7% |
0.0357 |
| ATR |
0.0143 |
0.0138 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
124,106 |
142,470 |
18,364 |
14.8% |
670,232 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3135 |
1.3094 |
1.2960 |
|
| R3 |
1.3070 |
1.3029 |
1.2942 |
|
| R2 |
1.3005 |
1.3005 |
1.2936 |
|
| R1 |
1.2964 |
1.2964 |
1.2930 |
1.2952 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2934 |
| S1 |
1.2899 |
1.2899 |
1.2918 |
1.2887 |
| S2 |
1.2875 |
1.2875 |
1.2912 |
|
| S3 |
1.2810 |
1.2834 |
1.2906 |
|
| S4 |
1.2745 |
1.2769 |
1.2888 |
|
|
| 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 |
1.3230 |
1.2895 |
0.0335 |
2.6% |
0.0061 |
0.5% |
9% |
False |
False |
140,473 |
| 10 |
1.3375 |
1.2895 |
0.0480 |
3.7% |
0.0070 |
0.5% |
6% |
False |
False |
136,905 |
| 20 |
1.3630 |
1.2895 |
0.0735 |
5.7% |
0.0084 |
0.7% |
4% |
False |
False |
159,514 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.3% |
0.0078 |
0.6% |
32% |
False |
False |
118,845 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.4% |
0.0053 |
0.4% |
33% |
False |
False |
79,363 |
| 80 |
1.4034 |
1.2530 |
0.1504 |
11.6% |
0.0046 |
0.4% |
26% |
False |
False |
59,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3256 |
|
2.618 |
1.3150 |
|
1.618 |
1.3085 |
|
1.000 |
1.3045 |
|
0.618 |
1.3020 |
|
HIGH |
1.2980 |
|
0.618 |
1.2955 |
|
0.500 |
1.2948 |
|
0.382 |
1.2940 |
|
LOW |
1.2915 |
|
0.618 |
1.2875 |
|
1.000 |
1.2850 |
|
1.618 |
1.2810 |
|
2.618 |
1.2745 |
|
4.250 |
1.2639 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2948 |
1.2973 |
| PP |
1.2940 |
1.2957 |
| S1 |
1.2932 |
1.2940 |
|