CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.3255 |
0.0265 |
2.0% |
1.2925 |
| High |
1.3150 |
1.3340 |
0.0190 |
1.4% |
1.3280 |
| Low |
1.2990 |
1.3240 |
0.0250 |
1.9% |
1.2895 |
| Close |
1.3146 |
1.3288 |
0.0142 |
1.1% |
1.3243 |
| Range |
0.0160 |
0.0100 |
-0.0060 |
-37.5% |
0.0385 |
| ATR |
0.0144 |
0.0148 |
0.0004 |
2.5% |
0.0000 |
| Volume |
153,518 |
155,779 |
2,261 |
1.5% |
698,244 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3539 |
1.3343 |
|
| R3 |
1.3489 |
1.3439 |
1.3316 |
|
| R2 |
1.3389 |
1.3389 |
1.3306 |
|
| R1 |
1.3339 |
1.3339 |
1.3297 |
1.3364 |
| PP |
1.3289 |
1.3289 |
1.3289 |
1.3302 |
| S1 |
1.3239 |
1.3239 |
1.3279 |
1.3264 |
| S2 |
1.3189 |
1.3189 |
1.3270 |
|
| S3 |
1.3089 |
1.3139 |
1.3261 |
|
| S4 |
1.2989 |
1.3039 |
1.3233 |
|
|
| 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 |
1.3340 |
1.2990 |
0.0350 |
2.6% |
0.0112 |
0.8% |
85% |
True |
False |
154,937 |
| 10 |
1.3340 |
1.2895 |
0.0445 |
3.3% |
0.0083 |
0.6% |
88% |
True |
False |
147,088 |
| 20 |
1.3510 |
1.2895 |
0.0615 |
4.6% |
0.0085 |
0.6% |
64% |
False |
False |
147,439 |
| 40 |
1.3740 |
1.2544 |
0.1196 |
9.0% |
0.0092 |
0.7% |
62% |
False |
False |
140,846 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0063 |
0.5% |
63% |
False |
False |
94,393 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0052 |
0.4% |
63% |
False |
False |
70,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3765 |
|
2.618 |
1.3602 |
|
1.618 |
1.3502 |
|
1.000 |
1.3440 |
|
0.618 |
1.3402 |
|
HIGH |
1.3340 |
|
0.618 |
1.3302 |
|
0.500 |
1.3290 |
|
0.382 |
1.3278 |
|
LOW |
1.3240 |
|
0.618 |
1.3178 |
|
1.000 |
1.3140 |
|
1.618 |
1.3078 |
|
2.618 |
1.2978 |
|
4.250 |
1.2815 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3290 |
1.3247 |
| PP |
1.3289 |
1.3206 |
| S1 |
1.3289 |
1.3165 |
|