CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3393 |
1.3360 |
-0.0033 |
-0.2% |
1.3125 |
| High |
1.3429 |
1.3360 |
-0.0069 |
-0.5% |
1.3340 |
| Low |
1.3290 |
1.3285 |
-0.0005 |
0.0% |
1.2990 |
| Close |
1.3311 |
1.3347 |
0.0036 |
0.3% |
1.3265 |
| Range |
0.0139 |
0.0075 |
-0.0064 |
-46.0% |
0.0350 |
| ATR |
0.0138 |
0.0133 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
128,794 |
155,362 |
26,568 |
20.6% |
829,292 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3526 |
1.3388 |
|
| R3 |
1.3481 |
1.3451 |
1.3368 |
|
| R2 |
1.3406 |
1.3406 |
1.3361 |
|
| R1 |
1.3376 |
1.3376 |
1.3354 |
1.3354 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3319 |
| S1 |
1.3301 |
1.3301 |
1.3340 |
1.3279 |
| S2 |
1.3256 |
1.3256 |
1.3333 |
|
| S3 |
1.3181 |
1.3226 |
1.3326 |
|
| S4 |
1.3106 |
1.3151 |
1.3306 |
|
|
| 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% |
0.0078 |
0.6% |
66% |
False |
False |
142,402 |
| 10 |
1.3429 |
1.2990 |
0.0439 |
3.3% |
0.0095 |
0.7% |
81% |
False |
False |
148,670 |
| 20 |
1.3429 |
1.2895 |
0.0534 |
4.0% |
0.0083 |
0.6% |
85% |
False |
False |
141,915 |
| 40 |
1.3740 |
1.2750 |
0.0990 |
7.4% |
0.0094 |
0.7% |
60% |
False |
False |
157,116 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0070 |
0.5% |
68% |
False |
False |
106,237 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.1% |
0.0056 |
0.4% |
68% |
False |
False |
79,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3679 |
|
2.618 |
1.3556 |
|
1.618 |
1.3481 |
|
1.000 |
1.3435 |
|
0.618 |
1.3406 |
|
HIGH |
1.3360 |
|
0.618 |
1.3331 |
|
0.500 |
1.3323 |
|
0.382 |
1.3314 |
|
LOW |
1.3285 |
|
0.618 |
1.3239 |
|
1.000 |
1.3210 |
|
1.618 |
1.3164 |
|
2.618 |
1.3089 |
|
4.250 |
1.2966 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3339 |
1.3357 |
| PP |
1.3331 |
1.3354 |
| S1 |
1.3323 |
1.3350 |
|