CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3222 |
1.3275 |
0.0053 |
0.4% |
1.3240 |
| High |
1.3328 |
1.3428 |
0.0100 |
0.8% |
1.3384 |
| Low |
1.3215 |
1.3210 |
-0.0005 |
0.0% |
1.2961 |
| Close |
1.3265 |
1.3371 |
0.0106 |
0.8% |
1.3265 |
| Range |
0.0113 |
0.0218 |
0.0105 |
92.9% |
0.0423 |
| ATR |
0.0190 |
0.0192 |
0.0002 |
1.0% |
0.0000 |
| Volume |
190,696 |
69,545 |
-121,151 |
-63.5% |
820,140 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3990 |
1.3899 |
1.3491 |
|
| R3 |
1.3772 |
1.3681 |
1.3431 |
|
| R2 |
1.3554 |
1.3554 |
1.3411 |
|
| R1 |
1.3463 |
1.3463 |
1.3391 |
1.3509 |
| PP |
1.3336 |
1.3336 |
1.3336 |
1.3359 |
| S1 |
1.3245 |
1.3245 |
1.3351 |
1.3291 |
| S2 |
1.3118 |
1.3118 |
1.3331 |
|
| S3 |
1.2900 |
1.3027 |
1.3311 |
|
| S4 |
1.2682 |
1.2809 |
1.3251 |
|
|
| 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 |
1.3428 |
1.2961 |
0.0467 |
3.5% |
0.0195 |
1.5% |
88% |
True |
False |
145,966 |
| 10 |
1.3428 |
1.2878 |
0.0550 |
4.1% |
0.0185 |
1.4% |
90% |
True |
False |
146,139 |
| 20 |
1.3582 |
1.2878 |
0.0704 |
5.3% |
0.0185 |
1.4% |
70% |
False |
False |
141,559 |
| 40 |
1.3740 |
1.2560 |
0.1180 |
8.8% |
0.0204 |
1.5% |
69% |
False |
False |
149,754 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0198 |
1.5% |
71% |
False |
False |
100,586 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0204 |
1.5% |
71% |
False |
False |
75,510 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
16.0% |
0.0208 |
1.6% |
43% |
False |
False |
60,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4355 |
|
2.618 |
1.3999 |
|
1.618 |
1.3781 |
|
1.000 |
1.3646 |
|
0.618 |
1.3563 |
|
HIGH |
1.3428 |
|
0.618 |
1.3345 |
|
0.500 |
1.3319 |
|
0.382 |
1.3293 |
|
LOW |
1.3210 |
|
0.618 |
1.3075 |
|
1.000 |
1.2992 |
|
1.618 |
1.2857 |
|
2.618 |
1.2639 |
|
4.250 |
1.2284 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3354 |
1.3350 |
| PP |
1.3336 |
1.3328 |
| S1 |
1.3319 |
1.3307 |
|