CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3635 |
1.3481 |
-0.0154 |
-1.1% |
1.3654 |
| High |
1.3649 |
1.3563 |
-0.0086 |
-0.6% |
1.3719 |
| Low |
1.3459 |
1.3420 |
-0.0039 |
-0.3% |
1.3459 |
| Close |
1.3471 |
1.3533 |
0.0062 |
0.5% |
1.3471 |
| Range |
0.0190 |
0.0143 |
-0.0047 |
-24.7% |
0.0260 |
| ATR |
0.0183 |
0.0180 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
148,663 |
178,293 |
29,630 |
19.9% |
846,709 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3877 |
1.3612 |
|
| R3 |
1.3791 |
1.3734 |
1.3572 |
|
| R2 |
1.3648 |
1.3648 |
1.3559 |
|
| R1 |
1.3591 |
1.3591 |
1.3546 |
1.3620 |
| PP |
1.3505 |
1.3505 |
1.3505 |
1.3520 |
| S1 |
1.3448 |
1.3448 |
1.3520 |
1.3477 |
| S2 |
1.3362 |
1.3362 |
1.3507 |
|
| S3 |
1.3219 |
1.3305 |
1.3494 |
|
| S4 |
1.3076 |
1.3162 |
1.3454 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4330 |
1.4160 |
1.3614 |
|
| R3 |
1.4070 |
1.3900 |
1.3543 |
|
| R2 |
1.3810 |
1.3810 |
1.3519 |
|
| R1 |
1.3640 |
1.3640 |
1.3495 |
1.3595 |
| PP |
1.3550 |
1.3550 |
1.3550 |
1.3527 |
| S1 |
1.3380 |
1.3380 |
1.3447 |
1.3335 |
| S2 |
1.3290 |
1.3290 |
1.3423 |
|
| S3 |
1.3030 |
1.3120 |
1.3400 |
|
| S4 |
1.2770 |
1.2860 |
1.3328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3719 |
1.3420 |
0.0299 |
2.2% |
0.0155 |
1.1% |
38% |
False |
True |
169,647 |
| 10 |
1.3719 |
1.3244 |
0.0475 |
3.5% |
0.0171 |
1.3% |
61% |
False |
False |
174,520 |
| 20 |
1.3719 |
1.2878 |
0.0841 |
6.2% |
0.0178 |
1.3% |
78% |
False |
False |
160,329 |
| 40 |
1.3736 |
1.2878 |
0.0858 |
6.3% |
0.0188 |
1.4% |
76% |
False |
False |
160,449 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0193 |
1.4% |
84% |
False |
False |
129,585 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0196 |
1.5% |
84% |
False |
False |
97,279 |
| 100 |
1.4291 |
1.2456 |
0.1835 |
13.6% |
0.0199 |
1.5% |
59% |
False |
False |
77,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4171 |
|
2.618 |
1.3937 |
|
1.618 |
1.3794 |
|
1.000 |
1.3706 |
|
0.618 |
1.3651 |
|
HIGH |
1.3563 |
|
0.618 |
1.3508 |
|
0.500 |
1.3492 |
|
0.382 |
1.3475 |
|
LOW |
1.3420 |
|
0.618 |
1.3332 |
|
1.000 |
1.3277 |
|
1.618 |
1.3189 |
|
2.618 |
1.3046 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3519 |
1.3542 |
| PP |
1.3505 |
1.3539 |
| S1 |
1.3492 |
1.3536 |
|