CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3255 |
1.3222 |
-0.0033 |
-0.2% |
1.3240 |
| High |
1.3384 |
1.3328 |
-0.0056 |
-0.4% |
1.3384 |
| Low |
1.3185 |
1.3215 |
0.0030 |
0.2% |
1.2961 |
| Close |
1.3261 |
1.3265 |
0.0004 |
0.0% |
1.3265 |
| Range |
0.0199 |
0.0113 |
-0.0086 |
-43.2% |
0.0423 |
| ATR |
0.0196 |
0.0190 |
-0.0006 |
-3.0% |
0.0000 |
| Volume |
164,285 |
190,696 |
26,411 |
16.1% |
820,140 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3550 |
1.3327 |
|
| R3 |
1.3495 |
1.3437 |
1.3296 |
|
| R2 |
1.3382 |
1.3382 |
1.3286 |
|
| R1 |
1.3324 |
1.3324 |
1.3275 |
1.3353 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3284 |
| S1 |
1.3211 |
1.3211 |
1.3255 |
1.3240 |
| S2 |
1.3156 |
1.3156 |
1.3244 |
|
| S3 |
1.3043 |
1.3098 |
1.3234 |
|
| S4 |
1.2930 |
1.2985 |
1.3203 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4472 |
1.4292 |
1.3498 |
|
| R3 |
1.4049 |
1.3869 |
1.3381 |
|
| R2 |
1.3626 |
1.3626 |
1.3343 |
|
| R1 |
1.3446 |
1.3446 |
1.3304 |
1.3536 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3249 |
| S1 |
1.3023 |
1.3023 |
1.3226 |
1.3113 |
| S2 |
1.2780 |
1.2780 |
1.3187 |
|
| S3 |
1.2357 |
1.2600 |
1.3149 |
|
| S4 |
1.1934 |
1.2177 |
1.3032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3384 |
1.2961 |
0.0423 |
3.2% |
0.0201 |
1.5% |
72% |
False |
False |
164,028 |
| 10 |
1.3384 |
1.2878 |
0.0506 |
3.8% |
0.0179 |
1.4% |
76% |
False |
False |
151,426 |
| 20 |
1.3582 |
1.2878 |
0.0704 |
5.3% |
0.0181 |
1.4% |
55% |
False |
False |
149,257 |
| 40 |
1.3740 |
1.2519 |
0.1221 |
9.2% |
0.0204 |
1.5% |
61% |
False |
False |
148,193 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0197 |
1.5% |
63% |
False |
False |
99,431 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.7% |
0.0205 |
1.5% |
63% |
False |
False |
74,642 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
16.1% |
0.0208 |
1.6% |
38% |
False |
False |
59,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3808 |
|
2.618 |
1.3624 |
|
1.618 |
1.3511 |
|
1.000 |
1.3441 |
|
0.618 |
1.3398 |
|
HIGH |
1.3328 |
|
0.618 |
1.3285 |
|
0.500 |
1.3272 |
|
0.382 |
1.3258 |
|
LOW |
1.3215 |
|
0.618 |
1.3145 |
|
1.000 |
1.3102 |
|
1.618 |
1.3032 |
|
2.618 |
1.2919 |
|
4.250 |
1.2735 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3272 |
1.3261 |
| PP |
1.3269 |
1.3256 |
| S1 |
1.3267 |
1.3252 |
|