CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3654 |
1.3575 |
-0.0079 |
-0.6% |
1.3275 |
| High |
1.3668 |
1.3705 |
0.0037 |
0.3% |
1.3649 |
| Low |
1.3555 |
1.3560 |
0.0005 |
0.0% |
1.3210 |
| Close |
1.3595 |
1.3637 |
0.0042 |
0.3% |
1.3618 |
| Range |
0.0113 |
0.0145 |
0.0032 |
28.3% |
0.0439 |
| ATR |
0.0191 |
0.0187 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
176,764 |
142,780 |
-33,984 |
-19.2% |
789,744 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4069 |
1.3998 |
1.3717 |
|
| R3 |
1.3924 |
1.3853 |
1.3677 |
|
| R2 |
1.3779 |
1.3779 |
1.3664 |
|
| R1 |
1.3708 |
1.3708 |
1.3650 |
1.3744 |
| PP |
1.3634 |
1.3634 |
1.3634 |
1.3652 |
| S1 |
1.3563 |
1.3563 |
1.3624 |
1.3599 |
| S2 |
1.3489 |
1.3489 |
1.3610 |
|
| S3 |
1.3344 |
1.3418 |
1.3597 |
|
| S4 |
1.3199 |
1.3273 |
1.3557 |
|
|
| 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 |
1.3705 |
1.3244 |
0.0461 |
3.4% |
0.0183 |
1.3% |
85% |
True |
False |
182,385 |
| 10 |
1.3705 |
1.3119 |
0.0586 |
4.3% |
0.0184 |
1.4% |
88% |
True |
False |
161,754 |
| 20 |
1.3705 |
1.2878 |
0.0827 |
6.1% |
0.0178 |
1.3% |
92% |
True |
False |
152,836 |
| 40 |
1.3740 |
1.2878 |
0.0862 |
6.3% |
0.0201 |
1.5% |
88% |
False |
False |
162,832 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0198 |
1.5% |
92% |
False |
False |
117,868 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0203 |
1.5% |
92% |
False |
False |
88,480 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
15.6% |
0.0203 |
1.5% |
55% |
False |
False |
70,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4321 |
|
2.618 |
1.4085 |
|
1.618 |
1.3940 |
|
1.000 |
1.3850 |
|
0.618 |
1.3795 |
|
HIGH |
1.3705 |
|
0.618 |
1.3650 |
|
0.500 |
1.3633 |
|
0.382 |
1.3615 |
|
LOW |
1.3560 |
|
0.618 |
1.3470 |
|
1.000 |
1.3415 |
|
1.618 |
1.3325 |
|
2.618 |
1.3180 |
|
4.250 |
1.2944 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3599 |
| PP |
1.3634 |
1.3560 |
| S1 |
1.3633 |
1.3522 |
|