CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3508 |
1.3625 |
0.0117 |
0.9% |
1.3630 |
| High |
1.3533 |
1.3650 |
0.0117 |
0.9% |
1.3684 |
| Low |
1.3480 |
1.3570 |
0.0090 |
0.7% |
1.3465 |
| Close |
1.3533 |
1.3648 |
0.0115 |
0.8% |
1.3471 |
| Range |
0.0053 |
0.0080 |
0.0027 |
50.9% |
0.0219 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
179,730 |
152,021 |
-27,709 |
-15.4% |
853,687 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3863 |
1.3835 |
1.3692 |
|
| R3 |
1.3783 |
1.3755 |
1.3670 |
|
| R2 |
1.3703 |
1.3703 |
1.3663 |
|
| R1 |
1.3675 |
1.3675 |
1.3655 |
1.3689 |
| PP |
1.3623 |
1.3623 |
1.3623 |
1.3630 |
| S1 |
1.3595 |
1.3595 |
1.3641 |
1.3609 |
| S2 |
1.3543 |
1.3543 |
1.3633 |
|
| S3 |
1.3463 |
1.3515 |
1.3626 |
|
| S4 |
1.3383 |
1.3435 |
1.3604 |
|
|
| 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 |
1.3658 |
1.3465 |
0.0193 |
1.4% |
0.0084 |
0.6% |
95% |
False |
False |
172,292 |
| 10 |
1.3684 |
1.3285 |
0.0399 |
2.9% |
0.0093 |
0.7% |
91% |
False |
False |
178,301 |
| 20 |
1.3684 |
1.2985 |
0.0699 |
5.1% |
0.0092 |
0.7% |
95% |
False |
False |
162,133 |
| 40 |
1.3684 |
1.2895 |
0.0789 |
5.8% |
0.0088 |
0.6% |
95% |
False |
False |
160,823 |
| 60 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0083 |
0.6% |
92% |
False |
False |
133,275 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0063 |
0.5% |
92% |
False |
False |
100,055 |
| 100 |
1.4034 |
1.2530 |
0.1504 |
11.0% |
0.0055 |
0.4% |
74% |
False |
False |
80,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3990 |
|
2.618 |
1.3859 |
|
1.618 |
1.3779 |
|
1.000 |
1.3730 |
|
0.618 |
1.3699 |
|
HIGH |
1.3650 |
|
0.618 |
1.3619 |
|
0.500 |
1.3610 |
|
0.382 |
1.3601 |
|
LOW |
1.3570 |
|
0.618 |
1.3521 |
|
1.000 |
1.3490 |
|
1.618 |
1.3441 |
|
2.618 |
1.3361 |
|
4.250 |
1.3230 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3635 |
1.3618 |
| PP |
1.3623 |
1.3588 |
| S1 |
1.3610 |
1.3558 |
|