CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3772 |
1.4017 |
0.0245 |
1.8% |
1.3508 |
| High |
1.3910 |
1.4017 |
0.0107 |
0.8% |
1.4017 |
| Low |
1.3730 |
1.3975 |
0.0245 |
1.8% |
1.3480 |
| Close |
1.3888 |
1.4013 |
0.0125 |
0.9% |
1.4013 |
| Range |
0.0180 |
0.0042 |
-0.0138 |
-76.7% |
0.0537 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
228,140 |
227,309 |
-831 |
-0.4% |
982,233 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4128 |
1.4112 |
1.4036 |
|
| R3 |
1.4086 |
1.4070 |
1.4025 |
|
| R2 |
1.4044 |
1.4044 |
1.4021 |
|
| R1 |
1.4028 |
1.4028 |
1.4017 |
1.4015 |
| PP |
1.4002 |
1.4002 |
1.4002 |
1.3995 |
| S1 |
1.3986 |
1.3986 |
1.4009 |
1.3973 |
| S2 |
1.3960 |
1.3960 |
1.4005 |
|
| S3 |
1.3918 |
1.3944 |
1.4001 |
|
| S4 |
1.3876 |
1.3902 |
1.3990 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5448 |
1.5267 |
1.4308 |
|
| R3 |
1.4911 |
1.4730 |
1.4161 |
|
| R2 |
1.4374 |
1.4374 |
1.4111 |
|
| R1 |
1.4193 |
1.4193 |
1.4062 |
1.4284 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3882 |
| S1 |
1.3656 |
1.3656 |
1.3964 |
1.3747 |
| S2 |
1.3300 |
1.3300 |
1.3915 |
|
| S3 |
1.2763 |
1.3119 |
1.3865 |
|
| S4 |
1.2226 |
1.2582 |
1.3718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4017 |
1.3480 |
0.0537 |
3.8% |
0.0100 |
0.7% |
99% |
True |
False |
196,446 |
| 10 |
1.4017 |
1.3465 |
0.0552 |
3.9% |
0.0091 |
0.7% |
99% |
True |
False |
183,592 |
| 20 |
1.4017 |
1.2990 |
0.1027 |
7.3% |
0.0101 |
0.7% |
100% |
True |
False |
173,074 |
| 40 |
1.4017 |
1.2895 |
0.1122 |
8.0% |
0.0088 |
0.6% |
100% |
True |
False |
161,536 |
| 60 |
1.4017 |
1.2544 |
0.1473 |
10.5% |
0.0089 |
0.6% |
100% |
True |
False |
143,941 |
| 80 |
1.4017 |
1.2530 |
0.1487 |
10.6% |
0.0068 |
0.5% |
100% |
True |
False |
108,177 |
| 100 |
1.4028 |
1.2530 |
0.1498 |
10.7% |
0.0059 |
0.4% |
99% |
False |
False |
86,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4196 |
|
2.618 |
1.4127 |
|
1.618 |
1.4085 |
|
1.000 |
1.4059 |
|
0.618 |
1.4043 |
|
HIGH |
1.4017 |
|
0.618 |
1.4001 |
|
0.500 |
1.3996 |
|
0.382 |
1.3991 |
|
LOW |
1.3975 |
|
0.618 |
1.3949 |
|
1.000 |
1.3933 |
|
1.618 |
1.3907 |
|
2.618 |
1.3865 |
|
4.250 |
1.3797 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4007 |
1.3957 |
| PP |
1.4002 |
1.3902 |
| S1 |
1.3996 |
1.3846 |
|