TECHNICAL PICTURE -- EURO/DOLLAR FX

Thu 5/23/02

      The June European Currency posted an 8-month high at 9268 and an overall low at 9172 during Tuesday night's Globex session. ECM opened higher yesterday morning, traded sideways early to post the session low, traded higher, and then drifted lower to settle +62 bp at 9252. The contract posted an IMM high at 9267 and an IMM low at 9231. The 9-day RSI rose to 69.8 from the previous session's 64.5 where it is now moderately high. The short-term and intermediate term trends are bullish as ECM posted an 8-month high and contract high settlement yesterday. The long-term trend is bearish as the cash Euro has been trending lower ever since it was introduced. Primary resistance levels for ECM are: 9268, 9275 and 9310. Primary support levels for ECM are: 9172 9151, 9101, 8987, 8973, 8897, 8842, 8751 & 8710. Theoretical basis for today: +9 IMM bp.

SUPPORT/RESISTANCE LEVELS -- CASH EURO/DOLLAR FX

1.2407  5-1/4 year high (10/8/98)
1.1956  3-1/2 year high (12/14/98)
1.0909  3-year high (10/15/99)
1.0414  2-1/2 year high (1/6/00)
1.0086  2-1/4 year high (2/23/00)
.9699  2-year high (6/8/00)
.9594  1-3/4 year high (1/5/01)
.9481  15-1/2 month high (2/2/01)
.9331  14-1/2 month high (9/17/01)
.9276  8-month high (Yesterday)
*.9263 8-month high settle (Wed 2pm)
.9178  Yesterday's low
.8996  3-week low (Last Wednesday)
.8989  3-week low (May 1)
.8863  1-month low (Apr 23)
.8775  1-1/4 month low (Apr 12)
.8735  1-1/2 month low (Apr 8)
.8712  2-1/2 month low settle (Mar 28)
.8700  2-1/2 month low (Mar 28)
.8615  3-3/4 month low (Feb 26)
.8565  10-1/4 month low (Feb 1)
.8352  1-1/2 year low (July 6)
.8284  All-time low settle (10/25/00)
.8230  All-time low (10/26/00)

RETRACEMENTS-- CASH EURO/DOLLAR FX
3-1/2 year .4177 point downmove from 1.2407 (10/8/98) to .8230 (10/26/00)       33% retrace (1/5/01 high) .9594

HIGH   3/4    2/3    .618   1/2    .382   1/3    1/4    LOW
1.2407 1.1363 1.1015 1.0811 1.0318 .9826  .9622  .9274  .8230

SUPPORT/RESISTANCE EURO/DOLLAR FX FUTURES (ECM02) 9310 14-month hi wkly nrst (9/17/01 Z01) 9275 Contract high (9/19/01) 9268 8-month high (Wednesday-Glbx) 9267 Yesterday's IMM high *9252 Contract high settle (Wednesday) 9231 Yesterday IMM low and Pivot Point 9172 Yesterday's overall low (Globex) 9151 Tuesday's low 9101 Last Friday's low 9010 3-week low stl (Last Tue & May 2) 8987 2-1/2 week low (Last Wednesday) 9010 30-day moving average 8973 3-week low (Apr 30) 8911 50-day moving average 8897 May 25 low 8883 200-day moving average 8842 1-month low (Apr 23) 8817 100-day moving average 8751 1-1/4 month low (Apr 12) 8716 1-1/2 month low settle (Apr 8) 8710 1-1/2 month low (Apr 8) 8682 2-1/2 month low settle (Mar 28) 8673 2-1/4 month low (Mar 28) 8672 2-1/2 month low (Mar 12) 8600 3-1/2 month low settle (Feb 26) 8582 3-3/4 month low (Feb 26) 8537 10-1/4 month low settle (Jan 31) 8528 10-1/4 month low (Jan 28) 8349 Contract low & low settle (July 5)

RETRACEMENTS-- EURO/DOLLAR FX FUTURES (ECM02)
3-1/2 month 740 bp upmove from 8528 (1/28/02) to 9268 (Yesterday)

HIGH   1/4    1/3    .382   1/2    .618   2/3    3/4    LOW
9268   9083   9021   8955   8898   8811   8775   8713   8528


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