CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3588 |
1.3635 |
0.0047 |
0.3% |
1.3654 |
| High |
1.3664 |
1.3649 |
-0.0015 |
-0.1% |
1.3719 |
| Low |
1.3522 |
1.3459 |
-0.0063 |
-0.5% |
1.3459 |
| Close |
1.3650 |
1.3471 |
-0.0179 |
-1.3% |
1.3471 |
| Range |
0.0142 |
0.0190 |
0.0048 |
33.8% |
0.0260 |
| ATR |
0.0182 |
0.0183 |
0.0001 |
0.3% |
0.0000 |
| Volume |
188,288 |
148,663 |
-39,625 |
-21.0% |
846,709 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4096 |
1.3974 |
1.3576 |
|
| R3 |
1.3906 |
1.3784 |
1.3523 |
|
| R2 |
1.3716 |
1.3716 |
1.3506 |
|
| R1 |
1.3594 |
1.3594 |
1.3488 |
1.3560 |
| PP |
1.3526 |
1.3526 |
1.3526 |
1.3510 |
| S1 |
1.3404 |
1.3404 |
1.3454 |
1.3370 |
| S2 |
1.3336 |
1.3336 |
1.3436 |
|
| S3 |
1.3146 |
1.3214 |
1.3419 |
|
| S4 |
1.2956 |
1.3024 |
1.3367 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4330 |
1.4160 |
1.3614 |
|
| R3 |
1.4070 |
1.3900 |
1.3543 |
|
| R2 |
1.3810 |
1.3810 |
1.3519 |
|
| R1 |
1.3640 |
1.3640 |
1.3495 |
1.3595 |
| PP |
1.3550 |
1.3550 |
1.3550 |
1.3527 |
| S1 |
1.3380 |
1.3380 |
1.3447 |
1.3335 |
| S2 |
1.3290 |
1.3290 |
1.3423 |
|
| S3 |
1.3030 |
1.3120 |
1.3400 |
|
| S4 |
1.2770 |
1.2860 |
1.3328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3719 |
1.3459 |
0.0260 |
1.9% |
0.0149 |
1.1% |
5% |
False |
True |
169,341 |
| 10 |
1.3719 |
1.3210 |
0.0509 |
3.8% |
0.0178 |
1.3% |
51% |
False |
False |
163,645 |
| 20 |
1.3719 |
1.2878 |
0.0841 |
6.2% |
0.0179 |
1.3% |
71% |
False |
False |
157,535 |
| 40 |
1.3736 |
1.2878 |
0.0858 |
6.4% |
0.0189 |
1.4% |
69% |
False |
False |
161,705 |
| 60 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0196 |
1.5% |
79% |
False |
False |
126,620 |
| 80 |
1.3740 |
1.2456 |
0.1284 |
9.5% |
0.0197 |
1.5% |
79% |
False |
False |
95,061 |
| 100 |
1.4291 |
1.2456 |
0.1835 |
13.6% |
0.0198 |
1.5% |
55% |
False |
False |
76,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4457 |
|
2.618 |
1.4146 |
|
1.618 |
1.3956 |
|
1.000 |
1.3839 |
|
0.618 |
1.3766 |
|
HIGH |
1.3649 |
|
0.618 |
1.3576 |
|
0.500 |
1.3554 |
|
0.382 |
1.3532 |
|
LOW |
1.3459 |
|
0.618 |
1.3342 |
|
1.000 |
1.3269 |
|
1.618 |
1.3152 |
|
2.618 |
1.2962 |
|
4.250 |
1.2652 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3554 |
1.3589 |
| PP |
1.3526 |
1.3550 |
| S1 |
1.3499 |
1.3510 |
|