CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3372 |
1.3507 |
0.0135 |
1.0% |
1.3375 |
| High |
1.3455 |
1.3626 |
0.0171 |
1.3% |
1.3626 |
| Low |
1.3290 |
1.3480 |
0.0190 |
1.4% |
1.3285 |
| Close |
1.3370 |
1.3618 |
0.0248 |
1.9% |
1.3618 |
| Range |
0.0165 |
0.0146 |
-0.0019 |
-11.5% |
0.0341 |
| ATR |
0.0135 |
0.0144 |
0.0009 |
6.4% |
0.0000 |
| Volume |
190,627 |
251,587 |
60,960 |
32.0% |
796,275 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4013 |
1.3961 |
1.3698 |
|
| R3 |
1.3867 |
1.3815 |
1.3658 |
|
| R2 |
1.3721 |
1.3721 |
1.3645 |
|
| R1 |
1.3669 |
1.3669 |
1.3631 |
1.3695 |
| PP |
1.3575 |
1.3575 |
1.3575 |
1.3588 |
| S1 |
1.3523 |
1.3523 |
1.3605 |
1.3549 |
| S2 |
1.3429 |
1.3429 |
1.3591 |
|
| S3 |
1.3283 |
1.3377 |
1.3578 |
|
| S4 |
1.3137 |
1.3231 |
1.3538 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4533 |
1.4416 |
1.3806 |
|
| R3 |
1.4192 |
1.4075 |
1.3712 |
|
| R2 |
1.3851 |
1.3851 |
1.3681 |
|
| R1 |
1.3734 |
1.3734 |
1.3649 |
1.3793 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3539 |
| S1 |
1.3393 |
1.3393 |
1.3587 |
1.3452 |
| S2 |
1.3169 |
1.3169 |
1.3555 |
|
| S3 |
1.2828 |
1.3052 |
1.3524 |
|
| S4 |
1.2487 |
1.2711 |
1.3430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3626 |
1.3285 |
0.0341 |
2.5% |
0.0116 |
0.9% |
98% |
True |
False |
159,255 |
| 10 |
1.3626 |
1.2990 |
0.0636 |
4.7% |
0.0110 |
0.8% |
99% |
True |
False |
162,556 |
| 20 |
1.3626 |
1.2895 |
0.0731 |
5.4% |
0.0087 |
0.6% |
99% |
True |
False |
149,702 |
| 40 |
1.3740 |
1.2875 |
0.0865 |
6.4% |
0.0098 |
0.7% |
86% |
False |
False |
164,590 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0075 |
0.6% |
90% |
False |
False |
113,600 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0058 |
0.4% |
90% |
False |
False |
85,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4247 |
|
2.618 |
1.4008 |
|
1.618 |
1.3862 |
|
1.000 |
1.3772 |
|
0.618 |
1.3716 |
|
HIGH |
1.3626 |
|
0.618 |
1.3570 |
|
0.500 |
1.3553 |
|
0.382 |
1.3536 |
|
LOW |
1.3480 |
|
0.618 |
1.3390 |
|
1.000 |
1.3334 |
|
1.618 |
1.3244 |
|
2.618 |
1.3098 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3596 |
1.3564 |
| PP |
1.3575 |
1.3510 |
| S1 |
1.3553 |
1.3456 |
|