CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3385 |
1.3654 |
0.0269 |
2.0% |
1.3275 |
| High |
1.3649 |
1.3668 |
0.0019 |
0.1% |
1.3649 |
| Low |
1.3339 |
1.3555 |
0.0216 |
1.6% |
1.3210 |
| Close |
1.3618 |
1.3595 |
-0.0023 |
-0.2% |
1.3618 |
| Range |
0.0310 |
0.0113 |
-0.0197 |
-63.5% |
0.0439 |
| ATR |
0.0197 |
0.0191 |
-0.0006 |
-3.0% |
0.0000 |
| Volume |
249,212 |
176,764 |
-72,448 |
-29.1% |
789,744 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3945 |
1.3883 |
1.3657 |
|
| R3 |
1.3832 |
1.3770 |
1.3626 |
|
| R2 |
1.3719 |
1.3719 |
1.3616 |
|
| R1 |
1.3657 |
1.3657 |
1.3605 |
1.3632 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3593 |
| S1 |
1.3544 |
1.3544 |
1.3585 |
1.3519 |
| S2 |
1.3493 |
1.3493 |
1.3574 |
|
| S3 |
1.3380 |
1.3431 |
1.3564 |
|
| S4 |
1.3267 |
1.3318 |
1.3533 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4809 |
1.4653 |
1.3859 |
|
| R3 |
1.4370 |
1.4214 |
1.3739 |
|
| R2 |
1.3931 |
1.3931 |
1.3698 |
|
| R1 |
1.3775 |
1.3775 |
1.3658 |
1.3853 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3532 |
| S1 |
1.3336 |
1.3336 |
1.3578 |
1.3414 |
| S2 |
1.3053 |
1.3053 |
1.3538 |
|
| S3 |
1.2614 |
1.2897 |
1.3497 |
|
| S4 |
1.2175 |
1.2458 |
1.3377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3668 |
1.3244 |
0.0424 |
3.1% |
0.0186 |
1.4% |
83% |
True |
False |
179,392 |
| 10 |
1.3668 |
1.2961 |
0.0707 |
5.2% |
0.0190 |
1.4% |
90% |
True |
False |
162,679 |
| 20 |
1.3668 |
1.2878 |
0.0790 |
5.8% |
0.0179 |
1.3% |
91% |
True |
False |
149,618 |
| 40 |
1.3740 |
1.2836 |
0.0904 |
6.6% |
0.0203 |
1.5% |
84% |
False |
False |
163,001 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0197 |
1.5% |
89% |
False |
False |
115,513 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0203 |
1.5% |
89% |
False |
False |
86,700 |
| 100 |
1.4590 |
1.2456 |
0.2134 |
15.7% |
0.0206 |
1.5% |
53% |
False |
False |
69,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4148 |
|
2.618 |
1.3964 |
|
1.618 |
1.3851 |
|
1.000 |
1.3781 |
|
0.618 |
1.3738 |
|
HIGH |
1.3668 |
|
0.618 |
1.3625 |
|
0.500 |
1.3612 |
|
0.382 |
1.3598 |
|
LOW |
1.3555 |
|
0.618 |
1.3485 |
|
1.000 |
1.3442 |
|
1.618 |
1.3372 |
|
2.618 |
1.3259 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3612 |
1.3550 |
| PP |
1.3606 |
1.3504 |
| S1 |
1.3601 |
1.3459 |
|