CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3309 |
1.3385 |
0.0076 |
0.6% |
1.3275 |
| High |
1.3469 |
1.3649 |
0.0180 |
1.3% |
1.3649 |
| Low |
1.3250 |
1.3339 |
0.0089 |
0.7% |
1.3210 |
| Close |
1.3370 |
1.3618 |
0.0248 |
1.9% |
1.3618 |
| Range |
0.0219 |
0.0310 |
0.0091 |
41.6% |
0.0439 |
| ATR |
0.0188 |
0.0197 |
0.0009 |
4.6% |
0.0000 |
| Volume |
188,672 |
249,212 |
60,540 |
32.1% |
789,744 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4465 |
1.4352 |
1.3789 |
|
| R3 |
1.4155 |
1.4042 |
1.3703 |
|
| R2 |
1.3845 |
1.3845 |
1.3675 |
|
| R1 |
1.3732 |
1.3732 |
1.3646 |
1.3789 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3564 |
| S1 |
1.3422 |
1.3422 |
1.3590 |
1.3479 |
| S2 |
1.3225 |
1.3225 |
1.3561 |
|
| S3 |
1.2915 |
1.3112 |
1.3533 |
|
| S4 |
1.2605 |
1.2802 |
1.3448 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4809 |
1.4653 |
1.3859 |
|
| R3 |
1.4370 |
1.4214 |
1.3739 |
|
| R2 |
1.3931 |
1.3931 |
1.3698 |
|
| R1 |
1.3775 |
1.3775 |
1.3658 |
1.3853 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3532 |
| S1 |
1.3336 |
1.3336 |
1.3578 |
1.3414 |
| S2 |
1.3053 |
1.3053 |
1.3538 |
|
| S3 |
1.2614 |
1.2897 |
1.3497 |
|
| S4 |
1.2175 |
1.2458 |
1.3377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3649 |
1.3210 |
0.0439 |
3.2% |
0.0207 |
1.5% |
93% |
True |
False |
157,948 |
| 10 |
1.3649 |
1.2961 |
0.0688 |
5.1% |
0.0204 |
1.5% |
95% |
True |
False |
160,988 |
| 20 |
1.3649 |
1.2878 |
0.0771 |
5.7% |
0.0186 |
1.4% |
96% |
True |
False |
148,514 |
| 40 |
1.3740 |
1.2836 |
0.0904 |
6.6% |
0.0203 |
1.5% |
87% |
False |
False |
163,185 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0199 |
1.5% |
90% |
False |
False |
112,571 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0204 |
1.5% |
90% |
False |
False |
84,502 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
15.7% |
0.0209 |
1.5% |
54% |
False |
False |
67,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4967 |
|
2.618 |
1.4461 |
|
1.618 |
1.4151 |
|
1.000 |
1.3959 |
|
0.618 |
1.3841 |
|
HIGH |
1.3649 |
|
0.618 |
1.3531 |
|
0.500 |
1.3494 |
|
0.382 |
1.3457 |
|
LOW |
1.3339 |
|
0.618 |
1.3147 |
|
1.000 |
1.3029 |
|
1.618 |
1.2837 |
|
2.618 |
1.2527 |
|
4.250 |
1.2022 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3561 |
| PP |
1.3535 |
1.3504 |
| S1 |
1.3494 |
1.3447 |
|