CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3507 |
1.3630 |
0.0123 |
0.9% |
1.3375 |
| High |
1.3626 |
1.3630 |
0.0004 |
0.0% |
1.3626 |
| Low |
1.3480 |
1.3595 |
0.0115 |
0.9% |
1.3285 |
| Close |
1.3618 |
1.3595 |
-0.0023 |
-0.2% |
1.3618 |
| Range |
0.0146 |
0.0035 |
-0.0111 |
-76.0% |
0.0341 |
| ATR |
0.0144 |
0.0136 |
-0.0008 |
-5.4% |
0.0000 |
| Volume |
251,587 |
179,760 |
-71,827 |
-28.5% |
796,275 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3712 |
1.3688 |
1.3614 |
|
| R3 |
1.3677 |
1.3653 |
1.3605 |
|
| R2 |
1.3642 |
1.3642 |
1.3601 |
|
| R1 |
1.3618 |
1.3618 |
1.3598 |
1.3613 |
| PP |
1.3607 |
1.3607 |
1.3607 |
1.3604 |
| S1 |
1.3583 |
1.3583 |
1.3592 |
1.3578 |
| S2 |
1.3572 |
1.3572 |
1.3589 |
|
| S3 |
1.3537 |
1.3548 |
1.3585 |
|
| S4 |
1.3502 |
1.3513 |
1.3576 |
|
|
| 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 |
1.3630 |
1.3285 |
0.0345 |
2.5% |
0.0112 |
0.8% |
90% |
True |
False |
181,226 |
| 10 |
1.3630 |
1.2990 |
0.0640 |
4.7% |
0.0100 |
0.7% |
95% |
True |
False |
164,328 |
| 20 |
1.3630 |
1.2895 |
0.0735 |
5.4% |
0.0085 |
0.6% |
95% |
True |
False |
150,915 |
| 40 |
1.3740 |
1.2895 |
0.0845 |
6.2% |
0.0098 |
0.7% |
83% |
False |
False |
164,409 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0076 |
0.6% |
88% |
False |
False |
116,592 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0059 |
0.4% |
88% |
False |
False |
87,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3779 |
|
2.618 |
1.3722 |
|
1.618 |
1.3687 |
|
1.000 |
1.3665 |
|
0.618 |
1.3652 |
|
HIGH |
1.3630 |
|
0.618 |
1.3617 |
|
0.500 |
1.3613 |
|
0.382 |
1.3608 |
|
LOW |
1.3595 |
|
0.618 |
1.3573 |
|
1.000 |
1.3560 |
|
1.618 |
1.3538 |
|
2.618 |
1.3503 |
|
4.250 |
1.3446 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3550 |
| PP |
1.3607 |
1.3505 |
| S1 |
1.3601 |
1.3460 |
|