CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.3233 |
0.0203 |
1.6% |
1.2925 |
| High |
1.3109 |
1.3280 |
0.0171 |
1.3% |
1.3280 |
| Low |
1.3005 |
1.3225 |
0.0220 |
1.7% |
1.2895 |
| Close |
1.3109 |
1.3243 |
0.0134 |
1.0% |
1.3243 |
| Range |
0.0104 |
0.0055 |
-0.0049 |
-47.1% |
0.0385 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.0% |
0.0000 |
| Volume |
165,660 |
137,689 |
-27,971 |
-16.9% |
698,244 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3414 |
1.3384 |
1.3273 |
|
| R3 |
1.3359 |
1.3329 |
1.3258 |
|
| R2 |
1.3304 |
1.3304 |
1.3253 |
|
| R1 |
1.3274 |
1.3274 |
1.3248 |
1.3289 |
| PP |
1.3249 |
1.3249 |
1.3249 |
1.3257 |
| S1 |
1.3219 |
1.3219 |
1.3238 |
1.3234 |
| S2 |
1.3194 |
1.3194 |
1.3233 |
|
| S3 |
1.3139 |
1.3164 |
1.3228 |
|
| S4 |
1.3084 |
1.3109 |
1.3213 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4294 |
1.4154 |
1.3455 |
|
| R3 |
1.3909 |
1.3769 |
1.3349 |
|
| R2 |
1.3524 |
1.3524 |
1.3314 |
|
| R1 |
1.3384 |
1.3384 |
1.3278 |
1.3454 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3175 |
| S1 |
1.2999 |
1.2999 |
1.3208 |
1.3069 |
| S2 |
1.2754 |
1.2754 |
1.3172 |
|
| S3 |
1.2369 |
1.2614 |
1.3137 |
|
| S4 |
1.1984 |
1.2229 |
1.3031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3280 |
1.2895 |
0.0385 |
2.9% |
0.0059 |
0.4% |
90% |
True |
False |
139,648 |
| 10 |
1.3375 |
1.2895 |
0.0480 |
3.6% |
0.0065 |
0.5% |
73% |
False |
False |
136,847 |
| 20 |
1.3510 |
1.2895 |
0.0615 |
4.6% |
0.0076 |
0.6% |
57% |
False |
False |
149,998 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.0% |
0.0083 |
0.6% |
58% |
False |
False |
129,375 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0057 |
0.4% |
59% |
False |
False |
86,545 |
| 80 |
1.4028 |
1.2530 |
0.1498 |
11.3% |
0.0048 |
0.4% |
48% |
False |
False |
64,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3514 |
|
2.618 |
1.3424 |
|
1.618 |
1.3369 |
|
1.000 |
1.3335 |
|
0.618 |
1.3314 |
|
HIGH |
1.3280 |
|
0.618 |
1.3259 |
|
0.500 |
1.3253 |
|
0.382 |
1.3246 |
|
LOW |
1.3225 |
|
0.618 |
1.3191 |
|
1.000 |
1.3170 |
|
1.618 |
1.3136 |
|
2.618 |
1.3081 |
|
4.250 |
1.2991 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3253 |
1.3206 |
| PP |
1.3249 |
1.3169 |
| S1 |
1.3246 |
1.3133 |
|