CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3642 |
1.3588 |
-0.0054 |
-0.4% |
1.3275 |
| High |
1.3719 |
1.3664 |
-0.0055 |
-0.4% |
1.3649 |
| Low |
1.3562 |
1.3522 |
-0.0040 |
-0.3% |
1.3210 |
| Close |
1.3607 |
1.3650 |
0.0043 |
0.3% |
1.3618 |
| Range |
0.0157 |
0.0142 |
-0.0015 |
-9.6% |
0.0439 |
| ATR |
0.0185 |
0.0182 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
190,214 |
188,288 |
-1,926 |
-1.0% |
789,744 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4038 |
1.3986 |
1.3728 |
|
| R3 |
1.3896 |
1.3844 |
1.3689 |
|
| R2 |
1.3754 |
1.3754 |
1.3676 |
|
| R1 |
1.3702 |
1.3702 |
1.3663 |
1.3728 |
| PP |
1.3612 |
1.3612 |
1.3612 |
1.3625 |
| S1 |
1.3560 |
1.3560 |
1.3637 |
1.3586 |
| S2 |
1.3470 |
1.3470 |
1.3624 |
|
| S3 |
1.3328 |
1.3418 |
1.3611 |
|
| S4 |
1.3186 |
1.3276 |
1.3572 |
|
|
| 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 |
1.3719 |
1.3339 |
0.0380 |
2.8% |
0.0173 |
1.3% |
82% |
False |
False |
189,451 |
| 10 |
1.3719 |
1.3210 |
0.0509 |
3.7% |
0.0170 |
1.2% |
86% |
False |
False |
167,848 |
| 20 |
1.3719 |
1.2878 |
0.0841 |
6.2% |
0.0178 |
1.3% |
92% |
False |
False |
157,325 |
| 40 |
1.3740 |
1.2878 |
0.0862 |
6.3% |
0.0193 |
1.4% |
90% |
False |
False |
163,815 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0196 |
1.4% |
93% |
False |
False |
124,150 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.4% |
0.0197 |
1.4% |
93% |
False |
False |
93,206 |
| 100 |
1.4291 |
1.2456 |
0.1835 |
13.4% |
0.0198 |
1.4% |
65% |
False |
False |
74,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4268 |
|
2.618 |
1.4036 |
|
1.618 |
1.3894 |
|
1.000 |
1.3806 |
|
0.618 |
1.3752 |
|
HIGH |
1.3664 |
|
0.618 |
1.3610 |
|
0.500 |
1.3593 |
|
0.382 |
1.3576 |
|
LOW |
1.3522 |
|
0.618 |
1.3434 |
|
1.000 |
1.3380 |
|
1.618 |
1.3292 |
|
2.618 |
1.3150 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3640 |
| PP |
1.3612 |
1.3630 |
| S1 |
1.3593 |
1.3621 |
|