CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4017 |
1.3982 |
-0.0035 |
-0.2% |
1.3508 |
| High |
1.4017 |
1.4000 |
-0.0017 |
-0.1% |
1.4017 |
| Low |
1.3975 |
1.3939 |
-0.0036 |
-0.3% |
1.3480 |
| Close |
1.4013 |
1.3982 |
-0.0031 |
-0.2% |
1.4013 |
| Range |
0.0042 |
0.0061 |
0.0019 |
45.2% |
0.0537 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
227,309 |
183,497 |
-43,812 |
-19.3% |
982,233 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4157 |
1.4130 |
1.4016 |
|
| R3 |
1.4096 |
1.4069 |
1.3999 |
|
| R2 |
1.4035 |
1.4035 |
1.3993 |
|
| R1 |
1.4008 |
1.4008 |
1.3988 |
1.4013 |
| PP |
1.3974 |
1.3974 |
1.3974 |
1.3976 |
| S1 |
1.3947 |
1.3947 |
1.3976 |
1.3952 |
| S2 |
1.3913 |
1.3913 |
1.3971 |
|
| S3 |
1.3852 |
1.3886 |
1.3965 |
|
| S4 |
1.3791 |
1.3825 |
1.3948 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5448 |
1.5267 |
1.4308 |
|
| R3 |
1.4911 |
1.4730 |
1.4161 |
|
| R2 |
1.4374 |
1.4374 |
1.4111 |
|
| R1 |
1.4193 |
1.4193 |
1.4062 |
1.4284 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3882 |
| S1 |
1.3656 |
1.3656 |
1.3964 |
1.3747 |
| S2 |
1.3300 |
1.3300 |
1.3915 |
|
| S3 |
1.2763 |
1.3119 |
1.3865 |
|
| S4 |
1.2226 |
1.2582 |
1.3718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4017 |
1.3570 |
0.0447 |
3.2% |
0.0102 |
0.7% |
92% |
False |
False |
197,200 |
| 10 |
1.4017 |
1.3465 |
0.0552 |
3.9% |
0.0094 |
0.7% |
94% |
False |
False |
183,965 |
| 20 |
1.4017 |
1.2990 |
0.1027 |
7.3% |
0.0097 |
0.7% |
97% |
False |
False |
174,147 |
| 40 |
1.4017 |
1.2895 |
0.1122 |
8.0% |
0.0089 |
0.6% |
97% |
False |
False |
161,884 |
| 60 |
1.4017 |
1.2544 |
0.1473 |
10.5% |
0.0090 |
0.6% |
98% |
False |
False |
146,988 |
| 80 |
1.4017 |
1.2530 |
0.1487 |
10.6% |
0.0068 |
0.5% |
98% |
False |
False |
110,469 |
| 100 |
1.4017 |
1.2530 |
0.1487 |
10.6% |
0.0059 |
0.4% |
98% |
False |
False |
88,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4259 |
|
2.618 |
1.4160 |
|
1.618 |
1.4099 |
|
1.000 |
1.4061 |
|
0.618 |
1.4038 |
|
HIGH |
1.4000 |
|
0.618 |
1.3977 |
|
0.500 |
1.3970 |
|
0.382 |
1.3962 |
|
LOW |
1.3939 |
|
0.618 |
1.3901 |
|
1.000 |
1.3878 |
|
1.618 |
1.3840 |
|
2.618 |
1.3779 |
|
4.250 |
1.3680 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3978 |
1.3946 |
| PP |
1.3974 |
1.3910 |
| S1 |
1.3970 |
1.3874 |
|