CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3285 |
0.0013 |
0.1% |
1.3125 |
| High |
1.3272 |
1.3285 |
0.0013 |
0.1% |
1.3340 |
| Low |
1.3185 |
1.3250 |
0.0065 |
0.5% |
1.2990 |
| Close |
1.3261 |
1.3265 |
0.0004 |
0.0% |
1.3265 |
| Range |
0.0087 |
0.0035 |
-0.0052 |
-59.8% |
0.0350 |
| ATR |
0.0144 |
0.0137 |
-0.0008 |
-5.4% |
0.0000 |
| Volume |
166,552 |
191,401 |
24,849 |
14.9% |
829,292 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3372 |
1.3353 |
1.3284 |
|
| R3 |
1.3337 |
1.3318 |
1.3275 |
|
| R2 |
1.3302 |
1.3302 |
1.3271 |
|
| R1 |
1.3283 |
1.3283 |
1.3268 |
1.3275 |
| PP |
1.3267 |
1.3267 |
1.3267 |
1.3263 |
| S1 |
1.3248 |
1.3248 |
1.3262 |
1.3240 |
| S2 |
1.3232 |
1.3232 |
1.3259 |
|
| S3 |
1.3197 |
1.3213 |
1.3255 |
|
| S4 |
1.3162 |
1.3178 |
1.3246 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4248 |
1.4107 |
1.3458 |
|
| R3 |
1.3898 |
1.3757 |
1.3361 |
|
| R2 |
1.3548 |
1.3548 |
1.3329 |
|
| R1 |
1.3407 |
1.3407 |
1.3297 |
1.3478 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3234 |
| S1 |
1.3057 |
1.3057 |
1.3233 |
1.3128 |
| S2 |
1.2848 |
1.2848 |
1.3201 |
|
| S3 |
1.2498 |
1.2707 |
1.3169 |
|
| S4 |
1.2148 |
1.2357 |
1.3073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3340 |
1.2990 |
0.0350 |
2.6% |
0.0104 |
0.8% |
79% |
False |
False |
165,858 |
| 10 |
1.3340 |
1.2895 |
0.0445 |
3.4% |
0.0082 |
0.6% |
83% |
False |
False |
152,753 |
| 20 |
1.3492 |
1.2895 |
0.0597 |
4.5% |
0.0082 |
0.6% |
62% |
False |
False |
150,530 |
| 40 |
1.3740 |
1.2565 |
0.1175 |
8.9% |
0.0095 |
0.7% |
60% |
False |
False |
149,573 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0065 |
0.5% |
61% |
False |
False |
100,351 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0054 |
0.4% |
61% |
False |
False |
75,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3377 |
|
1.618 |
1.3342 |
|
1.000 |
1.3320 |
|
0.618 |
1.3307 |
|
HIGH |
1.3285 |
|
0.618 |
1.3272 |
|
0.500 |
1.3268 |
|
0.382 |
1.3263 |
|
LOW |
1.3250 |
|
0.618 |
1.3228 |
|
1.000 |
1.3215 |
|
1.618 |
1.3193 |
|
2.618 |
1.3158 |
|
4.250 |
1.3101 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3268 |
1.3264 |
| PP |
1.3267 |
1.3263 |
| S1 |
1.3266 |
1.3263 |
|