CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3414 |
1.3312 |
-0.0102 |
-0.8% |
1.3240 |
| High |
1.3436 |
1.3374 |
-0.0062 |
-0.5% |
1.3384 |
| Low |
1.3280 |
1.3244 |
-0.0036 |
-0.3% |
1.2961 |
| Close |
1.3311 |
1.3347 |
0.0036 |
0.3% |
1.3265 |
| Range |
0.0156 |
0.0130 |
-0.0026 |
-16.7% |
0.0423 |
| ATR |
0.0190 |
0.0186 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
127,817 |
154,498 |
26,681 |
20.9% |
820,140 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3712 |
1.3659 |
1.3419 |
|
| R3 |
1.3582 |
1.3529 |
1.3383 |
|
| R2 |
1.3452 |
1.3452 |
1.3371 |
|
| R1 |
1.3399 |
1.3399 |
1.3359 |
1.3426 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3335 |
| S1 |
1.3269 |
1.3269 |
1.3335 |
1.3296 |
| S2 |
1.3192 |
1.3192 |
1.3323 |
|
| S3 |
1.3062 |
1.3139 |
1.3311 |
|
| S4 |
1.2932 |
1.3009 |
1.3276 |
|
|
| 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 |
1.3436 |
1.3185 |
0.0251 |
1.9% |
0.0163 |
1.2% |
65% |
False |
False |
141,368 |
| 10 |
1.3436 |
1.2961 |
0.0475 |
3.6% |
0.0188 |
1.4% |
81% |
False |
False |
147,455 |
| 20 |
1.3436 |
1.2878 |
0.0558 |
4.2% |
0.0179 |
1.3% |
84% |
False |
False |
140,729 |
| 40 |
1.3740 |
1.2621 |
0.1119 |
8.4% |
0.0201 |
1.5% |
65% |
False |
False |
155,729 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0196 |
1.5% |
69% |
False |
False |
105,280 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0203 |
1.5% |
69% |
False |
False |
79,034 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
16.0% |
0.0208 |
1.6% |
42% |
False |
False |
63,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3927 |
|
2.618 |
1.3714 |
|
1.618 |
1.3584 |
|
1.000 |
1.3504 |
|
0.618 |
1.3454 |
|
HIGH |
1.3374 |
|
0.618 |
1.3324 |
|
0.500 |
1.3309 |
|
0.382 |
1.3294 |
|
LOW |
1.3244 |
|
0.618 |
1.3164 |
|
1.000 |
1.3114 |
|
1.618 |
1.3034 |
|
2.618 |
1.2904 |
|
4.250 |
1.2692 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3334 |
1.3339 |
| PP |
1.3322 |
1.3331 |
| S1 |
1.3309 |
1.3323 |
|