CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3312 |
1.3309 |
-0.0003 |
0.0% |
1.3240 |
| High |
1.3374 |
1.3469 |
0.0095 |
0.7% |
1.3384 |
| Low |
1.3244 |
1.3250 |
0.0006 |
0.0% |
1.2961 |
| Close |
1.3347 |
1.3370 |
0.0023 |
0.2% |
1.3265 |
| Range |
0.0130 |
0.0219 |
0.0089 |
68.5% |
0.0423 |
| ATR |
0.0186 |
0.0188 |
0.0002 |
1.3% |
0.0000 |
| Volume |
154,498 |
188,672 |
34,174 |
22.1% |
820,140 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4020 |
1.3914 |
1.3490 |
|
| R3 |
1.3801 |
1.3695 |
1.3430 |
|
| R2 |
1.3582 |
1.3582 |
1.3410 |
|
| R1 |
1.3476 |
1.3476 |
1.3390 |
1.3529 |
| PP |
1.3363 |
1.3363 |
1.3363 |
1.3390 |
| S1 |
1.3257 |
1.3257 |
1.3350 |
1.3310 |
| S2 |
1.3144 |
1.3144 |
1.3330 |
|
| S3 |
1.2925 |
1.3038 |
1.3310 |
|
| S4 |
1.2706 |
1.2819 |
1.3250 |
|
|
| 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 |
1.3469 |
1.3210 |
0.0259 |
1.9% |
0.0167 |
1.3% |
62% |
True |
False |
146,245 |
| 10 |
1.3469 |
1.2961 |
0.0508 |
3.8% |
0.0192 |
1.4% |
81% |
True |
False |
149,781 |
| 20 |
1.3469 |
1.2878 |
0.0591 |
4.4% |
0.0182 |
1.4% |
83% |
True |
False |
143,161 |
| 40 |
1.3740 |
1.2732 |
0.1008 |
7.5% |
0.0200 |
1.5% |
63% |
False |
False |
159,113 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0196 |
1.5% |
71% |
False |
False |
108,422 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.6% |
0.0203 |
1.5% |
71% |
False |
False |
81,391 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
16.0% |
0.0209 |
1.6% |
43% |
False |
False |
65,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4400 |
|
2.618 |
1.4042 |
|
1.618 |
1.3823 |
|
1.000 |
1.3688 |
|
0.618 |
1.3604 |
|
HIGH |
1.3469 |
|
0.618 |
1.3385 |
|
0.500 |
1.3360 |
|
0.382 |
1.3334 |
|
LOW |
1.3250 |
|
0.618 |
1.3115 |
|
1.000 |
1.3031 |
|
1.618 |
1.2896 |
|
2.618 |
1.2677 |
|
4.250 |
1.2319 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3367 |
1.3366 |
| PP |
1.3363 |
1.3361 |
| S1 |
1.3360 |
1.3357 |
|