CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3684 |
1.3620 |
-0.0064 |
-0.5% |
1.3375 |
| High |
1.3684 |
1.3620 |
-0.0064 |
-0.5% |
1.3626 |
| Low |
1.3595 |
1.3575 |
-0.0020 |
-0.1% |
1.3285 |
| Close |
1.3637 |
1.3607 |
-0.0030 |
-0.2% |
1.3618 |
| Range |
0.0089 |
0.0045 |
-0.0044 |
-49.4% |
0.0341 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
144,214 |
191,574 |
47,360 |
32.8% |
796,275 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3736 |
1.3716 |
1.3632 |
|
| R3 |
1.3691 |
1.3671 |
1.3619 |
|
| R2 |
1.3646 |
1.3646 |
1.3615 |
|
| R1 |
1.3626 |
1.3626 |
1.3611 |
1.3614 |
| PP |
1.3601 |
1.3601 |
1.3601 |
1.3594 |
| S1 |
1.3581 |
1.3581 |
1.3603 |
1.3569 |
| S2 |
1.3556 |
1.3556 |
1.3599 |
|
| S3 |
1.3511 |
1.3536 |
1.3595 |
|
| S4 |
1.3466 |
1.3491 |
1.3582 |
|
|
| 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 |
1.3684 |
1.3290 |
0.0394 |
2.9% |
0.0096 |
0.7% |
80% |
False |
False |
191,552 |
| 10 |
1.3684 |
1.3185 |
0.0499 |
3.7% |
0.0087 |
0.6% |
85% |
False |
False |
166,977 |
| 20 |
1.3684 |
1.2895 |
0.0789 |
5.8% |
0.0085 |
0.6% |
90% |
False |
False |
157,032 |
| 40 |
1.3740 |
1.2895 |
0.0845 |
6.2% |
0.0098 |
0.7% |
84% |
False |
False |
164,269 |
| 60 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0078 |
0.6% |
89% |
False |
False |
122,159 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0058 |
0.4% |
89% |
False |
False |
91,698 |
| 100 |
1.4259 |
1.2530 |
0.1729 |
12.7% |
0.0052 |
0.4% |
62% |
False |
False |
73,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3811 |
|
2.618 |
1.3738 |
|
1.618 |
1.3693 |
|
1.000 |
1.3665 |
|
0.618 |
1.3648 |
|
HIGH |
1.3620 |
|
0.618 |
1.3603 |
|
0.500 |
1.3598 |
|
0.382 |
1.3592 |
|
LOW |
1.3575 |
|
0.618 |
1.3547 |
|
1.000 |
1.3530 |
|
1.618 |
1.3502 |
|
2.618 |
1.3457 |
|
4.250 |
1.3384 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3604 |
1.3630 |
| PP |
1.3601 |
1.3622 |
| S1 |
1.3598 |
1.3615 |
|