CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3375 |
1.3393 |
0.0018 |
0.1% |
1.3125 |
| High |
1.3415 |
1.3429 |
0.0014 |
0.1% |
1.3340 |
| Low |
1.3360 |
1.3290 |
-0.0070 |
-0.5% |
1.2990 |
| Close |
1.3371 |
1.3311 |
-0.0060 |
-0.4% |
1.3265 |
| Range |
0.0055 |
0.0139 |
0.0084 |
152.7% |
0.0350 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
0.1% |
0.0000 |
| Volume |
69,905 |
128,794 |
58,889 |
84.2% |
829,292 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3760 |
1.3675 |
1.3387 |
|
| R3 |
1.3621 |
1.3536 |
1.3349 |
|
| R2 |
1.3482 |
1.3482 |
1.3336 |
|
| R1 |
1.3397 |
1.3397 |
1.3324 |
1.3370 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3330 |
| S1 |
1.3258 |
1.3258 |
1.3298 |
1.3231 |
| S2 |
1.3204 |
1.3204 |
1.3286 |
|
| S3 |
1.3065 |
1.3119 |
1.3273 |
|
| S4 |
1.2926 |
1.2980 |
1.3235 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4248 |
1.4107 |
1.3458 |
|
| R3 |
1.3898 |
1.3757 |
1.3361 |
|
| R2 |
1.3548 |
1.3548 |
1.3329 |
|
| R1 |
1.3407 |
1.3407 |
1.3297 |
1.3478 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3234 |
| S1 |
1.3057 |
1.3057 |
1.3233 |
1.3128 |
| S2 |
1.2848 |
1.2848 |
1.3201 |
|
| S3 |
1.2498 |
1.2707 |
1.3169 |
|
| S4 |
1.2148 |
1.2357 |
1.3073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3429 |
1.3185 |
0.0244 |
1.8% |
0.0083 |
0.6% |
52% |
True |
False |
142,486 |
| 10 |
1.3429 |
1.2985 |
0.0444 |
3.3% |
0.0092 |
0.7% |
73% |
True |
False |
145,965 |
| 20 |
1.3429 |
1.2895 |
0.0534 |
4.0% |
0.0081 |
0.6% |
78% |
True |
False |
141,435 |
| 40 |
1.3740 |
1.2620 |
0.1120 |
8.4% |
0.0097 |
0.7% |
62% |
False |
False |
154,017 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0069 |
0.5% |
65% |
False |
False |
103,655 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0055 |
0.4% |
65% |
False |
False |
77,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4020 |
|
2.618 |
1.3793 |
|
1.618 |
1.3654 |
|
1.000 |
1.3568 |
|
0.618 |
1.3515 |
|
HIGH |
1.3429 |
|
0.618 |
1.3376 |
|
0.500 |
1.3360 |
|
0.382 |
1.3343 |
|
LOW |
1.3290 |
|
0.618 |
1.3204 |
|
1.000 |
1.3151 |
|
1.618 |
1.3065 |
|
2.618 |
1.2926 |
|
4.250 |
1.2699 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3360 |
1.3340 |
| PP |
1.3343 |
1.3330 |
| S1 |
1.3327 |
1.3321 |
|