CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3275 |
1.3414 |
0.0139 |
1.0% |
1.3240 |
| High |
1.3428 |
1.3436 |
0.0008 |
0.1% |
1.3384 |
| Low |
1.3210 |
1.3280 |
0.0070 |
0.5% |
1.2961 |
| Close |
1.3371 |
1.3311 |
-0.0060 |
-0.4% |
1.3265 |
| Range |
0.0218 |
0.0156 |
-0.0062 |
-28.4% |
0.0423 |
| ATR |
0.0192 |
0.0190 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
69,545 |
127,817 |
58,272 |
83.8% |
820,140 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3717 |
1.3397 |
|
| R3 |
1.3654 |
1.3561 |
1.3354 |
|
| R2 |
1.3498 |
1.3498 |
1.3340 |
|
| R1 |
1.3405 |
1.3405 |
1.3325 |
1.3374 |
| PP |
1.3342 |
1.3342 |
1.3342 |
1.3327 |
| S1 |
1.3249 |
1.3249 |
1.3297 |
1.3218 |
| S2 |
1.3186 |
1.3186 |
1.3282 |
|
| S3 |
1.3030 |
1.3093 |
1.3268 |
|
| S4 |
1.2874 |
1.2937 |
1.3225 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4472 |
1.4292 |
1.3498 |
|
| R3 |
1.4049 |
1.3869 |
1.3381 |
|
| R2 |
1.3626 |
1.3626 |
1.3343 |
|
| R1 |
1.3446 |
1.3446 |
1.3304 |
1.3536 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3249 |
| S1 |
1.3023 |
1.3023 |
1.3226 |
1.3113 |
| S2 |
1.2780 |
1.2780 |
1.3187 |
|
| S3 |
1.2357 |
1.2600 |
1.3149 |
|
| S4 |
1.1934 |
1.2177 |
1.3032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3436 |
1.3119 |
0.0317 |
2.4% |
0.0185 |
1.4% |
61% |
True |
False |
141,124 |
| 10 |
1.3436 |
1.2878 |
0.0558 |
4.2% |
0.0191 |
1.4% |
78% |
True |
False |
144,798 |
| 20 |
1.3436 |
1.2878 |
0.0558 |
4.2% |
0.0181 |
1.4% |
78% |
True |
False |
140,179 |
| 40 |
1.3740 |
1.2586 |
0.1154 |
8.7% |
0.0204 |
1.5% |
63% |
False |
False |
152,610 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0197 |
1.5% |
67% |
False |
False |
102,712 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0202 |
1.5% |
67% |
False |
False |
77,104 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
16.0% |
0.0209 |
1.6% |
40% |
False |
False |
61,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4099 |
|
2.618 |
1.3844 |
|
1.618 |
1.3688 |
|
1.000 |
1.3592 |
|
0.618 |
1.3532 |
|
HIGH |
1.3436 |
|
0.618 |
1.3376 |
|
0.500 |
1.3358 |
|
0.382 |
1.3340 |
|
LOW |
1.3280 |
|
0.618 |
1.3184 |
|
1.000 |
1.3124 |
|
1.618 |
1.3028 |
|
2.618 |
1.2872 |
|
4.250 |
1.2617 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3358 |
1.3323 |
| PP |
1.3342 |
1.3319 |
| S1 |
1.3327 |
1.3315 |
|