CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3759 |
1.3899 |
0.0140 |
1.0% |
1.3481 |
| High |
1.3922 |
1.4048 |
0.0126 |
0.9% |
1.4048 |
| Low |
1.3724 |
1.3894 |
0.0170 |
1.2% |
1.3420 |
| Close |
1.3888 |
1.4013 |
0.0125 |
0.9% |
1.4013 |
| Range |
0.0198 |
0.0154 |
-0.0044 |
-22.2% |
0.0628 |
| ATR |
0.0183 |
0.0181 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
224,853 |
226,822 |
1,969 |
0.9% |
973,221 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4447 |
1.4384 |
1.4098 |
|
| R3 |
1.4293 |
1.4230 |
1.4055 |
|
| R2 |
1.4139 |
1.4139 |
1.4041 |
|
| R1 |
1.4076 |
1.4076 |
1.4027 |
1.4108 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.4001 |
| S1 |
1.3922 |
1.3922 |
1.3999 |
1.3954 |
| S2 |
1.3831 |
1.3831 |
1.3985 |
|
| S3 |
1.3677 |
1.3768 |
1.3971 |
|
| S4 |
1.3523 |
1.3614 |
1.3928 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5490 |
1.4358 |
|
| R3 |
1.5083 |
1.4862 |
1.4186 |
|
| R2 |
1.4455 |
1.4455 |
1.4128 |
|
| R1 |
1.4234 |
1.4234 |
1.4071 |
1.4345 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3882 |
| S1 |
1.3606 |
1.3606 |
1.3955 |
1.3717 |
| S2 |
1.3199 |
1.3199 |
1.3898 |
|
| S3 |
1.2571 |
1.2978 |
1.3840 |
|
| S4 |
1.1943 |
1.2350 |
1.3668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4048 |
1.3420 |
0.0628 |
4.5% |
0.0176 |
1.3% |
94% |
True |
False |
194,644 |
| 10 |
1.4048 |
1.3420 |
0.0628 |
4.5% |
0.0163 |
1.2% |
94% |
True |
False |
181,993 |
| 20 |
1.4048 |
1.2961 |
0.1087 |
7.8% |
0.0183 |
1.3% |
97% |
True |
False |
171,490 |
| 40 |
1.4048 |
1.2878 |
0.1170 |
8.3% |
0.0184 |
1.3% |
97% |
True |
False |
160,191 |
| 60 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0193 |
1.4% |
98% |
True |
False |
142,646 |
| 80 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0193 |
1.4% |
98% |
True |
False |
107,206 |
| 100 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0201 |
1.4% |
98% |
True |
False |
85,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4703 |
|
2.618 |
1.4451 |
|
1.618 |
1.4297 |
|
1.000 |
1.4202 |
|
0.618 |
1.4143 |
|
HIGH |
1.4048 |
|
0.618 |
1.3989 |
|
0.500 |
1.3971 |
|
0.382 |
1.3953 |
|
LOW |
1.3894 |
|
0.618 |
1.3799 |
|
1.000 |
1.3740 |
|
1.618 |
1.3645 |
|
2.618 |
1.3491 |
|
4.250 |
1.3240 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3999 |
1.3947 |
| PP |
1.3985 |
1.3880 |
| S1 |
1.3971 |
1.3814 |
|