CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3551 |
1.3625 |
0.0074 |
0.5% |
1.3654 |
| High |
1.3665 |
1.3826 |
0.0161 |
1.2% |
1.3719 |
| Low |
1.3528 |
1.3579 |
0.0051 |
0.4% |
1.3459 |
| Close |
1.3648 |
1.3800 |
0.0152 |
1.1% |
1.3471 |
| Range |
0.0137 |
0.0247 |
0.0110 |
80.3% |
0.0260 |
| ATR |
0.0177 |
0.0182 |
0.0005 |
2.8% |
0.0000 |
| Volume |
149,212 |
194,041 |
44,829 |
30.0% |
846,709 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4476 |
1.4385 |
1.3936 |
|
| R3 |
1.4229 |
1.4138 |
1.3868 |
|
| R2 |
1.3982 |
1.3982 |
1.3845 |
|
| R1 |
1.3891 |
1.3891 |
1.3823 |
1.3937 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3758 |
| S1 |
1.3644 |
1.3644 |
1.3777 |
1.3690 |
| S2 |
1.3488 |
1.3488 |
1.3755 |
|
| S3 |
1.3241 |
1.3397 |
1.3732 |
|
| S4 |
1.2994 |
1.3150 |
1.3664 |
|
|
| 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 |
1.3826 |
1.3420 |
0.0406 |
2.9% |
0.0172 |
1.2% |
94% |
True |
False |
171,699 |
| 10 |
1.3826 |
1.3250 |
0.0576 |
4.2% |
0.0180 |
1.3% |
95% |
True |
False |
180,613 |
| 20 |
1.3826 |
1.2961 |
0.0865 |
6.3% |
0.0184 |
1.3% |
97% |
True |
False |
164,034 |
| 40 |
1.3826 |
1.2878 |
0.0948 |
6.9% |
0.0185 |
1.3% |
97% |
True |
False |
160,317 |
| 60 |
1.3826 |
1.2456 |
0.1370 |
9.9% |
0.0192 |
1.4% |
98% |
True |
False |
135,283 |
| 80 |
1.3826 |
1.2456 |
0.1370 |
9.9% |
0.0194 |
1.4% |
98% |
True |
False |
101,566 |
| 100 |
1.4291 |
1.2456 |
0.1835 |
13.3% |
0.0202 |
1.5% |
73% |
False |
False |
81,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4876 |
|
2.618 |
1.4473 |
|
1.618 |
1.4226 |
|
1.000 |
1.4073 |
|
0.618 |
1.3979 |
|
HIGH |
1.3826 |
|
0.618 |
1.3732 |
|
0.500 |
1.3703 |
|
0.382 |
1.3673 |
|
LOW |
1.3579 |
|
0.618 |
1.3426 |
|
1.000 |
1.3332 |
|
1.618 |
1.3179 |
|
2.618 |
1.2932 |
|
4.250 |
1.2529 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3768 |
1.3741 |
| PP |
1.3735 |
1.3682 |
| S1 |
1.3703 |
1.3623 |
|