CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3658 |
1.3570 |
-0.0088 |
-0.6% |
1.3630 |
| High |
1.3658 |
1.3600 |
-0.0058 |
-0.4% |
1.3684 |
| Low |
1.3550 |
1.3465 |
-0.0085 |
-0.6% |
1.3465 |
| Close |
1.3650 |
1.3471 |
-0.0179 |
-1.3% |
1.3471 |
| Range |
0.0108 |
0.0135 |
0.0027 |
25.0% |
0.0219 |
| ATR |
0.0126 |
0.0131 |
0.0004 |
3.3% |
0.0000 |
| Volume |
188,666 |
149,473 |
-39,193 |
-20.8% |
853,687 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3917 |
1.3829 |
1.3545 |
|
| R3 |
1.3782 |
1.3694 |
1.3508 |
|
| R2 |
1.3647 |
1.3647 |
1.3496 |
|
| R1 |
1.3559 |
1.3559 |
1.3483 |
1.3536 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3500 |
| S1 |
1.3424 |
1.3424 |
1.3459 |
1.3401 |
| S2 |
1.3377 |
1.3377 |
1.3446 |
|
| S3 |
1.3242 |
1.3289 |
1.3434 |
|
| S4 |
1.3107 |
1.3154 |
1.3397 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4197 |
1.4053 |
1.3591 |
|
| R3 |
1.3978 |
1.3834 |
1.3531 |
|
| R2 |
1.3759 |
1.3759 |
1.3511 |
|
| R1 |
1.3615 |
1.3615 |
1.3491 |
1.3578 |
| PP |
1.3540 |
1.3540 |
1.3540 |
1.3521 |
| S1 |
1.3396 |
1.3396 |
1.3451 |
1.3359 |
| S2 |
1.3321 |
1.3321 |
1.3431 |
|
| S3 |
1.3102 |
1.3177 |
1.3411 |
|
| S4 |
1.2883 |
1.2958 |
1.3351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3684 |
1.3465 |
0.0219 |
1.6% |
0.0082 |
0.6% |
3% |
False |
True |
170,737 |
| 10 |
1.3684 |
1.3285 |
0.0399 |
3.0% |
0.0099 |
0.7% |
47% |
False |
False |
164,996 |
| 20 |
1.3684 |
1.2895 |
0.0789 |
5.9% |
0.0091 |
0.7% |
73% |
False |
False |
158,874 |
| 40 |
1.3684 |
1.2895 |
0.0789 |
5.9% |
0.0092 |
0.7% |
73% |
False |
False |
163,042 |
| 60 |
1.3740 |
1.2544 |
0.1196 |
8.9% |
0.0081 |
0.6% |
78% |
False |
False |
127,764 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
9.0% |
0.0061 |
0.5% |
78% |
False |
False |
95,920 |
| 100 |
1.4034 |
1.2530 |
0.1504 |
11.2% |
0.0055 |
0.4% |
63% |
False |
False |
76,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4174 |
|
2.618 |
1.3953 |
|
1.618 |
1.3818 |
|
1.000 |
1.3735 |
|
0.618 |
1.3683 |
|
HIGH |
1.3600 |
|
0.618 |
1.3548 |
|
0.500 |
1.3533 |
|
0.382 |
1.3517 |
|
LOW |
1.3465 |
|
0.618 |
1.3382 |
|
1.000 |
1.3330 |
|
1.618 |
1.3247 |
|
2.618 |
1.3112 |
|
4.250 |
1.2891 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3533 |
1.3562 |
| PP |
1.3512 |
1.3531 |
| S1 |
1.3492 |
1.3501 |
|