CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3620 |
1.3658 |
0.0038 |
0.3% |
1.3375 |
| High |
1.3620 |
1.3658 |
0.0038 |
0.3% |
1.3626 |
| Low |
1.3575 |
1.3550 |
-0.0025 |
-0.2% |
1.3285 |
| Close |
1.3607 |
1.3650 |
0.0043 |
0.3% |
1.3618 |
| Range |
0.0045 |
0.0108 |
0.0063 |
140.0% |
0.0341 |
| ATR |
0.0128 |
0.0126 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
191,574 |
188,666 |
-2,908 |
-1.5% |
796,275 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3943 |
1.3905 |
1.3709 |
|
| R3 |
1.3835 |
1.3797 |
1.3680 |
|
| R2 |
1.3727 |
1.3727 |
1.3670 |
|
| R1 |
1.3689 |
1.3689 |
1.3660 |
1.3654 |
| PP |
1.3619 |
1.3619 |
1.3619 |
1.3602 |
| S1 |
1.3581 |
1.3581 |
1.3640 |
1.3546 |
| S2 |
1.3511 |
1.3511 |
1.3630 |
|
| S3 |
1.3403 |
1.3473 |
1.3620 |
|
| S4 |
1.3295 |
1.3365 |
1.3591 |
|
|
| 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 |
1.3480 |
0.0204 |
1.5% |
0.0085 |
0.6% |
83% |
False |
False |
191,160 |
| 10 |
1.3684 |
1.3250 |
0.0434 |
3.2% |
0.0089 |
0.7% |
92% |
False |
False |
169,189 |
| 20 |
1.3684 |
1.2895 |
0.0789 |
5.8% |
0.0085 |
0.6% |
96% |
False |
False |
158,702 |
| 40 |
1.3740 |
1.2895 |
0.0845 |
6.2% |
0.0092 |
0.7% |
89% |
False |
False |
165,201 |
| 60 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0079 |
0.6% |
92% |
False |
False |
125,282 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0060 |
0.4% |
93% |
False |
False |
94,055 |
| 100 |
1.4034 |
1.2530 |
0.1504 |
11.0% |
0.0053 |
0.4% |
74% |
False |
False |
75,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4117 |
|
2.618 |
1.3941 |
|
1.618 |
1.3833 |
|
1.000 |
1.3766 |
|
0.618 |
1.3725 |
|
HIGH |
1.3658 |
|
0.618 |
1.3617 |
|
0.500 |
1.3604 |
|
0.382 |
1.3591 |
|
LOW |
1.3550 |
|
0.618 |
1.3483 |
|
1.000 |
1.3442 |
|
1.618 |
1.3375 |
|
2.618 |
1.3267 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3635 |
1.3639 |
| PP |
1.3619 |
1.3628 |
| S1 |
1.3604 |
1.3617 |
|