CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4023 |
1.3985 |
-0.0038 |
-0.3% |
1.3481 |
| High |
1.4034 |
1.3999 |
-0.0035 |
-0.2% |
1.4048 |
| Low |
1.3857 |
1.3825 |
-0.0032 |
-0.2% |
1.3420 |
| Close |
1.3982 |
1.3916 |
-0.0066 |
-0.5% |
1.4013 |
| Range |
0.0177 |
0.0174 |
-0.0003 |
-1.7% |
0.0628 |
| ATR |
0.0181 |
0.0181 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
182,514 |
216,548 |
34,034 |
18.6% |
973,221 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4435 |
1.4350 |
1.4012 |
|
| R3 |
1.4261 |
1.4176 |
1.3964 |
|
| R2 |
1.4087 |
1.4087 |
1.3948 |
|
| R1 |
1.4002 |
1.4002 |
1.3932 |
1.3958 |
| PP |
1.3913 |
1.3913 |
1.3913 |
1.3891 |
| S1 |
1.3828 |
1.3828 |
1.3900 |
1.3784 |
| S2 |
1.3739 |
1.3739 |
1.3884 |
|
| S3 |
1.3565 |
1.3654 |
1.3868 |
|
| S4 |
1.3391 |
1.3480 |
1.3820 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5490 |
1.4358 |
|
| R3 |
1.5083 |
1.4862 |
1.4186 |
|
| R2 |
1.4455 |
1.4455 |
1.4128 |
|
| R1 |
1.4234 |
1.4234 |
1.4071 |
1.4345 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3882 |
| S1 |
1.3606 |
1.3606 |
1.3955 |
1.3717 |
| S2 |
1.3199 |
1.3199 |
1.3898 |
|
| S3 |
1.2571 |
1.2978 |
1.3840 |
|
| S4 |
1.1943 |
1.2350 |
1.3668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4048 |
1.3579 |
0.0469 |
3.4% |
0.0190 |
1.4% |
72% |
False |
False |
208,955 |
| 10 |
1.4048 |
1.3420 |
0.0628 |
4.5% |
0.0172 |
1.2% |
79% |
False |
False |
189,944 |
| 20 |
1.4048 |
1.3119 |
0.0929 |
6.7% |
0.0178 |
1.3% |
86% |
False |
False |
175,849 |
| 40 |
1.4048 |
1.2878 |
0.1170 |
8.4% |
0.0180 |
1.3% |
89% |
False |
False |
161,297 |
| 60 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0195 |
1.4% |
92% |
False |
False |
149,184 |
| 80 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0193 |
1.4% |
92% |
False |
False |
112,191 |
| 100 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0201 |
1.4% |
92% |
False |
False |
89,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4739 |
|
2.618 |
1.4455 |
|
1.618 |
1.4281 |
|
1.000 |
1.4173 |
|
0.618 |
1.4107 |
|
HIGH |
1.3999 |
|
0.618 |
1.3933 |
|
0.500 |
1.3912 |
|
0.382 |
1.3891 |
|
LOW |
1.3825 |
|
0.618 |
1.3717 |
|
1.000 |
1.3651 |
|
1.618 |
1.3543 |
|
2.618 |
1.3369 |
|
4.250 |
1.3086 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3915 |
1.3937 |
| PP |
1.3913 |
1.3930 |
| S1 |
1.3912 |
1.3923 |
|