CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3985 |
1.3835 |
-0.0150 |
-1.1% |
1.3481 |
| High |
1.3999 |
1.3981 |
-0.0018 |
-0.1% |
1.4048 |
| Low |
1.3825 |
1.3791 |
-0.0034 |
-0.2% |
1.3420 |
| Close |
1.3916 |
1.3960 |
0.0044 |
0.3% |
1.4013 |
| Range |
0.0174 |
0.0190 |
0.0016 |
9.2% |
0.0628 |
| ATR |
0.0181 |
0.0181 |
0.0001 |
0.4% |
0.0000 |
| Volume |
216,548 |
240,582 |
24,034 |
11.1% |
973,221 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4481 |
1.4410 |
1.4065 |
|
| R3 |
1.4291 |
1.4220 |
1.4012 |
|
| R2 |
1.4101 |
1.4101 |
1.3995 |
|
| R1 |
1.4030 |
1.4030 |
1.3977 |
1.4066 |
| PP |
1.3911 |
1.3911 |
1.3911 |
1.3928 |
| S1 |
1.3840 |
1.3840 |
1.3943 |
1.3876 |
| S2 |
1.3721 |
1.3721 |
1.3925 |
|
| S3 |
1.3531 |
1.3650 |
1.3908 |
|
| S4 |
1.3341 |
1.3460 |
1.3856 |
|
|
| 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 |
1.3724 |
0.0324 |
2.3% |
0.0179 |
1.3% |
73% |
False |
False |
218,263 |
| 10 |
1.4048 |
1.3420 |
0.0628 |
4.5% |
0.0175 |
1.3% |
86% |
False |
False |
194,981 |
| 20 |
1.4048 |
1.3185 |
0.0863 |
6.2% |
0.0176 |
1.3% |
90% |
False |
False |
180,214 |
| 40 |
1.4048 |
1.2878 |
0.1170 |
8.4% |
0.0180 |
1.3% |
92% |
False |
False |
163,236 |
| 60 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0196 |
1.4% |
94% |
False |
False |
153,099 |
| 80 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0193 |
1.4% |
94% |
False |
False |
115,195 |
| 100 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0199 |
1.4% |
94% |
False |
False |
92,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4789 |
|
2.618 |
1.4478 |
|
1.618 |
1.4288 |
|
1.000 |
1.4171 |
|
0.618 |
1.4098 |
|
HIGH |
1.3981 |
|
0.618 |
1.3908 |
|
0.500 |
1.3886 |
|
0.382 |
1.3864 |
|
LOW |
1.3791 |
|
0.618 |
1.3674 |
|
1.000 |
1.3601 |
|
1.618 |
1.3484 |
|
2.618 |
1.3294 |
|
4.250 |
1.2984 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3935 |
1.3944 |
| PP |
1.3911 |
1.3928 |
| S1 |
1.3886 |
1.3913 |
|