CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3625 |
1.3759 |
0.0134 |
1.0% |
1.3654 |
| High |
1.3826 |
1.3922 |
0.0096 |
0.7% |
1.3719 |
| Low |
1.3579 |
1.3724 |
0.0145 |
1.1% |
1.3459 |
| Close |
1.3800 |
1.3888 |
0.0088 |
0.6% |
1.3471 |
| Range |
0.0247 |
0.0198 |
-0.0049 |
-19.8% |
0.0260 |
| ATR |
0.0182 |
0.0183 |
0.0001 |
0.6% |
0.0000 |
| Volume |
194,041 |
224,853 |
30,812 |
15.9% |
846,709 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4439 |
1.4361 |
1.3997 |
|
| R3 |
1.4241 |
1.4163 |
1.3942 |
|
| R2 |
1.4043 |
1.4043 |
1.3924 |
|
| R1 |
1.3965 |
1.3965 |
1.3906 |
1.4004 |
| PP |
1.3845 |
1.3845 |
1.3845 |
1.3864 |
| S1 |
1.3767 |
1.3767 |
1.3870 |
1.3806 |
| S2 |
1.3647 |
1.3647 |
1.3852 |
|
| S3 |
1.3449 |
1.3569 |
1.3834 |
|
| S4 |
1.3251 |
1.3371 |
1.3779 |
|
|
| 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 |
1.3922 |
1.3420 |
0.0502 |
3.6% |
0.0183 |
1.3% |
93% |
True |
False |
179,012 |
| 10 |
1.3922 |
1.3339 |
0.0583 |
4.2% |
0.0178 |
1.3% |
94% |
True |
False |
184,232 |
| 20 |
1.3922 |
1.2961 |
0.0961 |
6.9% |
0.0185 |
1.3% |
96% |
True |
False |
167,006 |
| 40 |
1.3922 |
1.2878 |
0.1044 |
7.5% |
0.0184 |
1.3% |
97% |
True |
False |
160,661 |
| 60 |
1.3922 |
1.2456 |
0.1466 |
10.6% |
0.0192 |
1.4% |
98% |
True |
False |
138,883 |
| 80 |
1.3922 |
1.2456 |
0.1466 |
10.6% |
0.0194 |
1.4% |
98% |
True |
False |
104,372 |
| 100 |
1.4119 |
1.2456 |
0.1663 |
12.0% |
0.0200 |
1.4% |
86% |
False |
False |
83,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4764 |
|
2.618 |
1.4440 |
|
1.618 |
1.4242 |
|
1.000 |
1.4120 |
|
0.618 |
1.4044 |
|
HIGH |
1.3922 |
|
0.618 |
1.3846 |
|
0.500 |
1.3823 |
|
0.382 |
1.3800 |
|
LOW |
1.3724 |
|
0.618 |
1.3602 |
|
1.000 |
1.3526 |
|
1.618 |
1.3404 |
|
2.618 |
1.3206 |
|
4.250 |
1.2883 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3866 |
1.3834 |
| PP |
1.3845 |
1.3779 |
| S1 |
1.3823 |
1.3725 |
|