CME Euro FX 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 |
1.3870 |
1.3908 |
0.0038 |
0.3% |
1.3508 |
| High |
1.3990 |
1.3975 |
-0.0015 |
-0.1% |
1.4017 |
| Low |
1.3870 |
1.3865 |
-0.0005 |
0.0% |
1.3480 |
| Close |
1.3916 |
1.3960 |
0.0044 |
0.3% |
1.4013 |
| Range |
0.0120 |
0.0110 |
-0.0010 |
-8.3% |
0.0537 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
216,794 |
241,413 |
24,619 |
11.4% |
982,233 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4263 |
1.4222 |
1.4021 |
|
| R3 |
1.4153 |
1.4112 |
1.3990 |
|
| R2 |
1.4043 |
1.4043 |
1.3980 |
|
| R1 |
1.4002 |
1.4002 |
1.3970 |
1.4023 |
| PP |
1.3933 |
1.3933 |
1.3933 |
1.3944 |
| S1 |
1.3892 |
1.3892 |
1.3950 |
1.3913 |
| S2 |
1.3823 |
1.3823 |
1.3940 |
|
| S3 |
1.3713 |
1.3782 |
1.3930 |
|
| S4 |
1.3603 |
1.3672 |
1.3900 |
|
|
| 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 |
1.3730 |
0.0287 |
2.1% |
0.0103 |
0.7% |
80% |
False |
False |
219,430 |
| 10 |
1.4017 |
1.3465 |
0.0552 |
4.0% |
0.0103 |
0.7% |
90% |
False |
False |
196,207 |
| 20 |
1.4017 |
1.3185 |
0.0832 |
6.0% |
0.0095 |
0.7% |
93% |
False |
False |
181,592 |
| 40 |
1.4017 |
1.2895 |
0.1122 |
8.0% |
0.0090 |
0.6% |
95% |
False |
False |
164,516 |
| 60 |
1.4017 |
1.2544 |
0.1473 |
10.6% |
0.0093 |
0.7% |
96% |
False |
False |
154,428 |
| 80 |
1.4017 |
1.2530 |
0.1487 |
10.7% |
0.0071 |
0.5% |
96% |
False |
False |
116,192 |
| 100 |
1.4017 |
1.2530 |
0.1487 |
10.7% |
0.0061 |
0.4% |
96% |
False |
False |
93,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4443 |
|
2.618 |
1.4263 |
|
1.618 |
1.4153 |
|
1.000 |
1.4085 |
|
0.618 |
1.4043 |
|
HIGH |
1.3975 |
|
0.618 |
1.3933 |
|
0.500 |
1.3920 |
|
0.382 |
1.3907 |
|
LOW |
1.3865 |
|
0.618 |
1.3797 |
|
1.000 |
1.3755 |
|
1.618 |
1.3687 |
|
2.618 |
1.3577 |
|
4.250 |
1.3398 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3947 |
1.3951 |
| PP |
1.3933 |
1.3942 |
| S1 |
1.3920 |
1.3933 |
|