CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3908 |
1.4101 |
0.0193 |
1.4% |
1.3982 |
| High |
1.3975 |
1.4160 |
0.0185 |
1.3% |
1.4160 |
| Low |
1.3865 |
1.4085 |
0.0220 |
1.6% |
1.3865 |
| Close |
1.3960 |
1.4131 |
0.0171 |
1.2% |
1.4131 |
| Range |
0.0110 |
0.0075 |
-0.0035 |
-31.8% |
0.0295 |
| ATR |
0.0126 |
0.0131 |
0.0005 |
4.2% |
0.0000 |
| Volume |
241,413 |
204,364 |
-37,049 |
-15.3% |
846,068 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4316 |
1.4172 |
|
| R3 |
1.4275 |
1.4241 |
1.4152 |
|
| R2 |
1.4200 |
1.4200 |
1.4145 |
|
| R1 |
1.4166 |
1.4166 |
1.4138 |
1.4183 |
| PP |
1.4125 |
1.4125 |
1.4125 |
1.4134 |
| S1 |
1.4091 |
1.4091 |
1.4124 |
1.4108 |
| S2 |
1.4050 |
1.4050 |
1.4117 |
|
| S3 |
1.3975 |
1.4016 |
1.4110 |
|
| S4 |
1.3900 |
1.3941 |
1.4090 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4937 |
1.4829 |
1.4293 |
|
| R3 |
1.4642 |
1.4534 |
1.4212 |
|
| R2 |
1.4347 |
1.4347 |
1.4185 |
|
| R1 |
1.4239 |
1.4239 |
1.4158 |
1.4293 |
| PP |
1.4052 |
1.4052 |
1.4052 |
1.4079 |
| S1 |
1.3944 |
1.3944 |
1.4104 |
1.3998 |
| S2 |
1.3757 |
1.3757 |
1.4077 |
|
| S3 |
1.3462 |
1.3649 |
1.4050 |
|
| S4 |
1.3167 |
1.3354 |
1.3969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4160 |
1.3865 |
0.0295 |
2.1% |
0.0082 |
0.6% |
90% |
True |
False |
214,675 |
| 10 |
1.4160 |
1.3465 |
0.0695 |
4.9% |
0.0100 |
0.7% |
96% |
True |
False |
197,777 |
| 20 |
1.4160 |
1.3250 |
0.0910 |
6.4% |
0.0095 |
0.7% |
97% |
True |
False |
183,483 |
| 40 |
1.4160 |
1.2895 |
0.1265 |
9.0% |
0.0090 |
0.6% |
98% |
True |
False |
165,747 |
| 60 |
1.4160 |
1.2544 |
0.1616 |
11.4% |
0.0094 |
0.7% |
98% |
True |
False |
157,766 |
| 80 |
1.4160 |
1.2530 |
0.1630 |
11.5% |
0.0072 |
0.5% |
98% |
True |
False |
118,744 |
| 100 |
1.4160 |
1.2530 |
0.1630 |
11.5% |
0.0062 |
0.4% |
98% |
True |
False |
95,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4479 |
|
2.618 |
1.4356 |
|
1.618 |
1.4281 |
|
1.000 |
1.4235 |
|
0.618 |
1.4206 |
|
HIGH |
1.4160 |
|
0.618 |
1.4131 |
|
0.500 |
1.4123 |
|
0.382 |
1.4114 |
|
LOW |
1.4085 |
|
0.618 |
1.4039 |
|
1.000 |
1.4010 |
|
1.618 |
1.3964 |
|
2.618 |
1.3889 |
|
4.250 |
1.3766 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4128 |
1.4092 |
| PP |
1.4125 |
1.4052 |
| S1 |
1.4123 |
1.4013 |
|