CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3285 |
1.3375 |
0.0090 |
0.7% |
1.3125 |
| High |
1.3285 |
1.3415 |
0.0130 |
1.0% |
1.3340 |
| Low |
1.3250 |
1.3360 |
0.0110 |
0.8% |
1.2990 |
| Close |
1.3265 |
1.3371 |
0.0106 |
0.8% |
1.3265 |
| Range |
0.0035 |
0.0055 |
0.0020 |
57.1% |
0.0350 |
| ATR |
0.0137 |
0.0138 |
0.0001 |
0.7% |
0.0000 |
| Volume |
191,401 |
69,905 |
-121,496 |
-63.5% |
829,292 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3514 |
1.3401 |
|
| R3 |
1.3492 |
1.3459 |
1.3386 |
|
| R2 |
1.3437 |
1.3437 |
1.3381 |
|
| R1 |
1.3404 |
1.3404 |
1.3376 |
1.3393 |
| PP |
1.3382 |
1.3382 |
1.3382 |
1.3377 |
| S1 |
1.3349 |
1.3349 |
1.3366 |
1.3338 |
| S2 |
1.3327 |
1.3327 |
1.3361 |
|
| S3 |
1.3272 |
1.3294 |
1.3356 |
|
| S4 |
1.3217 |
1.3239 |
1.3341 |
|
|
| 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 |
1.3415 |
1.2990 |
0.0425 |
3.2% |
0.0087 |
0.7% |
90% |
True |
False |
147,431 |
| 10 |
1.3415 |
1.2915 |
0.0500 |
3.7% |
0.0084 |
0.6% |
91% |
True |
False |
147,333 |
| 20 |
1.3492 |
1.2895 |
0.0597 |
4.5% |
0.0079 |
0.6% |
80% |
False |
False |
142,819 |
| 40 |
1.3740 |
1.2565 |
0.1175 |
8.8% |
0.0096 |
0.7% |
69% |
False |
False |
151,142 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0066 |
0.5% |
70% |
False |
False |
101,512 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0053 |
0.4% |
70% |
False |
False |
76,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3649 |
|
2.618 |
1.3559 |
|
1.618 |
1.3504 |
|
1.000 |
1.3470 |
|
0.618 |
1.3449 |
|
HIGH |
1.3415 |
|
0.618 |
1.3394 |
|
0.500 |
1.3388 |
|
0.382 |
1.3381 |
|
LOW |
1.3360 |
|
0.618 |
1.3326 |
|
1.000 |
1.3305 |
|
1.618 |
1.3271 |
|
2.618 |
1.3216 |
|
4.250 |
1.3126 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3388 |
1.3347 |
| PP |
1.3382 |
1.3324 |
| S1 |
1.3377 |
1.3300 |
|