CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3360 |
1.3372 |
0.0012 |
0.1% |
1.3125 |
| High |
1.3360 |
1.3455 |
0.0095 |
0.7% |
1.3340 |
| Low |
1.3285 |
1.3290 |
0.0005 |
0.0% |
1.2990 |
| Close |
1.3347 |
1.3370 |
0.0023 |
0.2% |
1.3265 |
| Range |
0.0075 |
0.0165 |
0.0090 |
120.0% |
0.0350 |
| ATR |
0.0133 |
0.0135 |
0.0002 |
1.7% |
0.0000 |
| Volume |
155,362 |
190,627 |
35,265 |
22.7% |
829,292 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3783 |
1.3461 |
|
| R3 |
1.3702 |
1.3618 |
1.3415 |
|
| R2 |
1.3537 |
1.3537 |
1.3400 |
|
| R1 |
1.3453 |
1.3453 |
1.3385 |
1.3413 |
| PP |
1.3372 |
1.3372 |
1.3372 |
1.3351 |
| S1 |
1.3288 |
1.3288 |
1.3355 |
1.3248 |
| S2 |
1.3207 |
1.3207 |
1.3340 |
|
| S3 |
1.3042 |
1.3123 |
1.3325 |
|
| S4 |
1.2877 |
1.2958 |
1.3279 |
|
|
| 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 |
1.3455 |
1.3250 |
0.0205 |
1.5% |
0.0094 |
0.7% |
59% |
True |
False |
147,217 |
| 10 |
1.3455 |
1.2990 |
0.0465 |
3.5% |
0.0101 |
0.8% |
82% |
True |
False |
151,166 |
| 20 |
1.3455 |
1.2895 |
0.0560 |
4.2% |
0.0088 |
0.7% |
85% |
True |
False |
144,278 |
| 40 |
1.3740 |
1.2750 |
0.0990 |
7.4% |
0.0098 |
0.7% |
63% |
False |
False |
160,522 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0073 |
0.5% |
69% |
False |
False |
109,411 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0056 |
0.4% |
69% |
False |
False |
82,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4156 |
|
2.618 |
1.3887 |
|
1.618 |
1.3722 |
|
1.000 |
1.3620 |
|
0.618 |
1.3557 |
|
HIGH |
1.3455 |
|
0.618 |
1.3392 |
|
0.500 |
1.3373 |
|
0.382 |
1.3353 |
|
LOW |
1.3290 |
|
0.618 |
1.3188 |
|
1.000 |
1.3125 |
|
1.618 |
1.3023 |
|
2.618 |
1.2858 |
|
4.250 |
1.2589 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3373 |
1.3370 |
| PP |
1.3372 |
1.3370 |
| S1 |
1.3371 |
1.3370 |
|