CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3693 |
1.3772 |
0.0079 |
0.6% |
1.3630 |
| High |
1.3820 |
1.3910 |
0.0090 |
0.7% |
1.3684 |
| Low |
1.3675 |
1.3730 |
0.0055 |
0.4% |
1.3465 |
| Close |
1.3800 |
1.3888 |
0.0088 |
0.6% |
1.3471 |
| Range |
0.0145 |
0.0180 |
0.0035 |
24.1% |
0.0219 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
2.9% |
0.0000 |
| Volume |
195,033 |
228,140 |
33,107 |
17.0% |
853,687 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4383 |
1.4315 |
1.3987 |
|
| R3 |
1.4203 |
1.4135 |
1.3938 |
|
| R2 |
1.4023 |
1.4023 |
1.3921 |
|
| R1 |
1.3955 |
1.3955 |
1.3905 |
1.3989 |
| PP |
1.3843 |
1.3843 |
1.3843 |
1.3860 |
| S1 |
1.3775 |
1.3775 |
1.3872 |
1.3809 |
| S2 |
1.3663 |
1.3663 |
1.3855 |
|
| S3 |
1.3483 |
1.3595 |
1.3839 |
|
| S4 |
1.3303 |
1.3415 |
1.3789 |
|
|
| 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 |
1.3910 |
1.3465 |
0.0445 |
3.2% |
0.0119 |
0.9% |
95% |
True |
False |
180,879 |
| 10 |
1.3910 |
1.3465 |
0.0445 |
3.2% |
0.0102 |
0.7% |
95% |
True |
False |
186,019 |
| 20 |
1.3910 |
1.2990 |
0.0920 |
6.6% |
0.0101 |
0.7% |
98% |
True |
False |
168,593 |
| 40 |
1.3910 |
1.2895 |
0.1015 |
7.3% |
0.0090 |
0.6% |
98% |
True |
False |
162,017 |
| 60 |
1.3910 |
1.2544 |
0.1366 |
9.8% |
0.0088 |
0.6% |
98% |
True |
False |
140,170 |
| 80 |
1.3910 |
1.2530 |
0.1380 |
9.9% |
0.0067 |
0.5% |
98% |
True |
False |
105,337 |
| 100 |
1.4034 |
1.2530 |
0.1504 |
10.8% |
0.0058 |
0.4% |
90% |
False |
False |
84,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4675 |
|
2.618 |
1.4381 |
|
1.618 |
1.4201 |
|
1.000 |
1.4090 |
|
0.618 |
1.4021 |
|
HIGH |
1.3910 |
|
0.618 |
1.3841 |
|
0.500 |
1.3820 |
|
0.382 |
1.3799 |
|
LOW |
1.3730 |
|
0.618 |
1.3619 |
|
1.000 |
1.3550 |
|
1.618 |
1.3439 |
|
2.618 |
1.3259 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3865 |
1.3839 |
| PP |
1.3843 |
1.3789 |
| S1 |
1.3820 |
1.3740 |
|