CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3630 |
1.3684 |
0.0054 |
0.4% |
1.3375 |
| High |
1.3630 |
1.3684 |
0.0054 |
0.4% |
1.3626 |
| Low |
1.3595 |
1.3595 |
0.0000 |
0.0% |
1.3285 |
| Close |
1.3595 |
1.3637 |
0.0042 |
0.3% |
1.3618 |
| Range |
0.0035 |
0.0089 |
0.0054 |
154.3% |
0.0341 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
179,760 |
144,214 |
-35,546 |
-19.8% |
796,275 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3860 |
1.3686 |
|
| R3 |
1.3817 |
1.3771 |
1.3661 |
|
| R2 |
1.3728 |
1.3728 |
1.3653 |
|
| R1 |
1.3682 |
1.3682 |
1.3645 |
1.3661 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3628 |
| S1 |
1.3593 |
1.3593 |
1.3629 |
1.3572 |
| S2 |
1.3550 |
1.3550 |
1.3621 |
|
| S3 |
1.3461 |
1.3504 |
1.3613 |
|
| S4 |
1.3372 |
1.3415 |
1.3588 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4533 |
1.4416 |
1.3806 |
|
| R3 |
1.4192 |
1.4075 |
1.3712 |
|
| R2 |
1.3851 |
1.3851 |
1.3681 |
|
| R1 |
1.3734 |
1.3734 |
1.3649 |
1.3793 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3539 |
| S1 |
1.3393 |
1.3393 |
1.3587 |
1.3452 |
| S2 |
1.3169 |
1.3169 |
1.3555 |
|
| S3 |
1.2828 |
1.3052 |
1.3524 |
|
| S4 |
1.2487 |
1.2711 |
1.3430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3684 |
1.3285 |
0.0399 |
2.9% |
0.0102 |
0.7% |
88% |
True |
False |
184,310 |
| 10 |
1.3684 |
1.3185 |
0.0499 |
3.7% |
0.0093 |
0.7% |
91% |
True |
False |
163,398 |
| 20 |
1.3684 |
1.2895 |
0.0789 |
5.8% |
0.0087 |
0.6% |
94% |
True |
False |
154,178 |
| 40 |
1.3740 |
1.2895 |
0.0845 |
6.2% |
0.0099 |
0.7% |
88% |
False |
False |
164,222 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0077 |
0.6% |
91% |
False |
False |
118,970 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0058 |
0.4% |
91% |
False |
False |
89,307 |
| 100 |
1.4287 |
1.2530 |
0.1757 |
12.9% |
0.0052 |
0.4% |
63% |
False |
False |
71,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4062 |
|
2.618 |
1.3917 |
|
1.618 |
1.3828 |
|
1.000 |
1.3773 |
|
0.618 |
1.3739 |
|
HIGH |
1.3684 |
|
0.618 |
1.3650 |
|
0.500 |
1.3640 |
|
0.382 |
1.3629 |
|
LOW |
1.3595 |
|
0.618 |
1.3540 |
|
1.000 |
1.3506 |
|
1.618 |
1.3451 |
|
2.618 |
1.3362 |
|
4.250 |
1.3217 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3640 |
1.3619 |
| PP |
1.3639 |
1.3600 |
| S1 |
1.3638 |
1.3582 |
|