CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3625 |
1.3693 |
0.0068 |
0.5% |
1.3630 |
| High |
1.3650 |
1.3820 |
0.0170 |
1.2% |
1.3684 |
| Low |
1.3570 |
1.3675 |
0.0105 |
0.8% |
1.3465 |
| Close |
1.3648 |
1.3800 |
0.0152 |
1.1% |
1.3471 |
| Range |
0.0080 |
0.0145 |
0.0065 |
81.3% |
0.0219 |
| ATR |
0.0125 |
0.0128 |
0.0003 |
2.7% |
0.0000 |
| Volume |
152,021 |
195,033 |
43,012 |
28.3% |
853,687 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4200 |
1.4145 |
1.3880 |
|
| R3 |
1.4055 |
1.4000 |
1.3840 |
|
| R2 |
1.3910 |
1.3910 |
1.3827 |
|
| R1 |
1.3855 |
1.3855 |
1.3813 |
1.3883 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3779 |
| S1 |
1.3710 |
1.3710 |
1.3787 |
1.3738 |
| S2 |
1.3620 |
1.3620 |
1.3773 |
|
| S3 |
1.3475 |
1.3565 |
1.3760 |
|
| S4 |
1.3330 |
1.3420 |
1.3720 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4197 |
1.4053 |
1.3591 |
|
| R3 |
1.3978 |
1.3834 |
1.3531 |
|
| R2 |
1.3759 |
1.3759 |
1.3511 |
|
| R1 |
1.3615 |
1.3615 |
1.3491 |
1.3578 |
| PP |
1.3540 |
1.3540 |
1.3540 |
1.3521 |
| S1 |
1.3396 |
1.3396 |
1.3451 |
1.3359 |
| S2 |
1.3321 |
1.3321 |
1.3431 |
|
| S3 |
1.3102 |
1.3177 |
1.3411 |
|
| S4 |
1.2883 |
1.2958 |
1.3351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3820 |
1.3465 |
0.0355 |
2.6% |
0.0104 |
0.8% |
94% |
True |
False |
172,984 |
| 10 |
1.3820 |
1.3290 |
0.0530 |
3.8% |
0.0100 |
0.7% |
96% |
True |
False |
182,268 |
| 20 |
1.3820 |
1.2990 |
0.0830 |
6.0% |
0.0098 |
0.7% |
98% |
True |
False |
165,469 |
| 40 |
1.3820 |
1.2895 |
0.0925 |
6.7% |
0.0090 |
0.7% |
98% |
True |
False |
161,605 |
| 60 |
1.3820 |
1.2544 |
0.1276 |
9.2% |
0.0085 |
0.6% |
98% |
True |
False |
136,515 |
| 80 |
1.3820 |
1.2530 |
0.1290 |
9.3% |
0.0065 |
0.5% |
98% |
True |
False |
102,490 |
| 100 |
1.4034 |
1.2530 |
0.1504 |
10.9% |
0.0057 |
0.4% |
84% |
False |
False |
82,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4436 |
|
2.618 |
1.4200 |
|
1.618 |
1.4055 |
|
1.000 |
1.3965 |
|
0.618 |
1.3910 |
|
HIGH |
1.3820 |
|
0.618 |
1.3765 |
|
0.500 |
1.3748 |
|
0.382 |
1.3730 |
|
LOW |
1.3675 |
|
0.618 |
1.3585 |
|
1.000 |
1.3530 |
|
1.618 |
1.3440 |
|
2.618 |
1.3295 |
|
4.250 |
1.3059 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3783 |
1.3750 |
| PP |
1.3765 |
1.3700 |
| S1 |
1.3748 |
1.3650 |
|