CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3481 |
1.3551 |
0.0070 |
0.5% |
1.3654 |
| High |
1.3563 |
1.3665 |
0.0102 |
0.8% |
1.3719 |
| Low |
1.3420 |
1.3528 |
0.0108 |
0.8% |
1.3459 |
| Close |
1.3533 |
1.3648 |
0.0115 |
0.8% |
1.3471 |
| Range |
0.0143 |
0.0137 |
-0.0006 |
-4.2% |
0.0260 |
| ATR |
0.0180 |
0.0177 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
178,293 |
149,212 |
-29,081 |
-16.3% |
846,709 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4025 |
1.3973 |
1.3723 |
|
| R3 |
1.3888 |
1.3836 |
1.3686 |
|
| R2 |
1.3751 |
1.3751 |
1.3673 |
|
| R1 |
1.3699 |
1.3699 |
1.3661 |
1.3725 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3627 |
| S1 |
1.3562 |
1.3562 |
1.3635 |
1.3588 |
| S2 |
1.3477 |
1.3477 |
1.3623 |
|
| S3 |
1.3340 |
1.3425 |
1.3610 |
|
| S4 |
1.3203 |
1.3288 |
1.3573 |
|
|
| 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% |
0.0154 |
1.1% |
76% |
False |
False |
170,934 |
| 10 |
1.3719 |
1.3244 |
0.0475 |
3.5% |
0.0169 |
1.2% |
85% |
False |
False |
176,659 |
| 20 |
1.3719 |
1.2878 |
0.0841 |
6.2% |
0.0180 |
1.3% |
92% |
False |
False |
160,729 |
| 40 |
1.3719 |
1.2878 |
0.0841 |
6.2% |
0.0185 |
1.4% |
92% |
False |
False |
159,541 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0191 |
1.4% |
93% |
False |
False |
132,059 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0195 |
1.4% |
93% |
False |
False |
99,143 |
| 100 |
1.4291 |
1.2456 |
0.1835 |
13.4% |
0.0200 |
1.5% |
65% |
False |
False |
79,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4247 |
|
2.618 |
1.4024 |
|
1.618 |
1.3887 |
|
1.000 |
1.3802 |
|
0.618 |
1.3750 |
|
HIGH |
1.3665 |
|
0.618 |
1.3613 |
|
0.500 |
1.3597 |
|
0.382 |
1.3580 |
|
LOW |
1.3528 |
|
0.618 |
1.3443 |
|
1.000 |
1.3391 |
|
1.618 |
1.3306 |
|
2.618 |
1.3169 |
|
4.250 |
1.2946 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3613 |
| PP |
1.3614 |
1.3578 |
| S1 |
1.3597 |
1.3543 |
|