CME Euro FX 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 |
1.3982 |
1.3870 |
-0.0112 |
-0.8% |
1.3508 |
| High |
1.4000 |
1.3990 |
-0.0010 |
-0.1% |
1.4017 |
| Low |
1.3939 |
1.3870 |
-0.0069 |
-0.5% |
1.3480 |
| Close |
1.3982 |
1.3916 |
-0.0066 |
-0.5% |
1.4013 |
| Range |
0.0061 |
0.0120 |
0.0059 |
96.7% |
0.0537 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
183,497 |
216,794 |
33,297 |
18.1% |
982,233 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4285 |
1.4221 |
1.3982 |
|
| R3 |
1.4165 |
1.4101 |
1.3949 |
|
| R2 |
1.4045 |
1.4045 |
1.3938 |
|
| R1 |
1.3981 |
1.3981 |
1.3927 |
1.4013 |
| PP |
1.3925 |
1.3925 |
1.3925 |
1.3942 |
| S1 |
1.3861 |
1.3861 |
1.3905 |
1.3893 |
| S2 |
1.3805 |
1.3805 |
1.3894 |
|
| S3 |
1.3685 |
1.3741 |
1.3883 |
|
| S4 |
1.3565 |
1.3621 |
1.3850 |
|
|
| 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 |
1.3675 |
0.0342 |
2.5% |
0.0110 |
0.8% |
70% |
False |
False |
210,154 |
| 10 |
1.4017 |
1.3465 |
0.0552 |
4.0% |
0.0097 |
0.7% |
82% |
False |
False |
191,223 |
| 20 |
1.4017 |
1.3185 |
0.0832 |
6.0% |
0.0095 |
0.7% |
88% |
False |
False |
177,310 |
| 40 |
1.4017 |
1.2895 |
0.1122 |
8.1% |
0.0090 |
0.6% |
91% |
False |
False |
162,615 |
| 60 |
1.4017 |
1.2544 |
0.1473 |
10.6% |
0.0091 |
0.7% |
93% |
False |
False |
150,500 |
| 80 |
1.4017 |
1.2530 |
0.1487 |
10.7% |
0.0070 |
0.5% |
93% |
False |
False |
113,178 |
| 100 |
1.4017 |
1.2530 |
0.1487 |
10.7% |
0.0061 |
0.4% |
93% |
False |
False |
90,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4500 |
|
2.618 |
1.4304 |
|
1.618 |
1.4184 |
|
1.000 |
1.4110 |
|
0.618 |
1.4064 |
|
HIGH |
1.3990 |
|
0.618 |
1.3944 |
|
0.500 |
1.3930 |
|
0.382 |
1.3916 |
|
LOW |
1.3870 |
|
0.618 |
1.3796 |
|
1.000 |
1.3750 |
|
1.618 |
1.3676 |
|
2.618 |
1.3556 |
|
4.250 |
1.3360 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3930 |
1.3944 |
| PP |
1.3925 |
1.3934 |
| S1 |
1.3921 |
1.3925 |
|