CME Euro FX (E) Future September 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 |
1.4021 |
1.3980 |
-0.0041 |
-0.3% |
1.3450 |
High |
1.4021 |
1.3982 |
-0.0039 |
-0.3% |
1.4035 |
Low |
1.3846 |
1.3820 |
-0.0026 |
-0.2% |
1.3416 |
Close |
1.3972 |
1.3905 |
-0.0067 |
-0.5% |
1.4002 |
Range |
0.0175 |
0.0162 |
-0.0013 |
-7.4% |
0.0619 |
ATR |
0.0165 |
0.0165 |
0.0000 |
-0.1% |
0.0000 |
Volume |
1,597 |
4,639 |
3,042 |
190.5% |
6,319 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4388 |
1.4309 |
1.3994 |
|
R3 |
1.4226 |
1.4147 |
1.3950 |
|
R2 |
1.4064 |
1.4064 |
1.3935 |
|
R1 |
1.3985 |
1.3985 |
1.3920 |
1.3944 |
PP |
1.3902 |
1.3902 |
1.3902 |
1.3882 |
S1 |
1.3823 |
1.3823 |
1.3890 |
1.3782 |
S2 |
1.3740 |
1.3740 |
1.3875 |
|
S3 |
1.3578 |
1.3661 |
1.3860 |
|
S4 |
1.3416 |
1.3499 |
1.3816 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5675 |
1.5457 |
1.4342 |
|
R3 |
1.5056 |
1.4838 |
1.4172 |
|
R2 |
1.4437 |
1.4437 |
1.4115 |
|
R1 |
1.4219 |
1.4219 |
1.4059 |
1.4328 |
PP |
1.3818 |
1.3818 |
1.3818 |
1.3872 |
S1 |
1.3600 |
1.3600 |
1.3945 |
1.3709 |
S2 |
1.3199 |
1.3199 |
1.3889 |
|
S3 |
1.2580 |
1.2981 |
1.3832 |
|
S4 |
1.1961 |
1.2362 |
1.3662 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4671 |
2.618 |
1.4406 |
1.618 |
1.4244 |
1.000 |
1.4144 |
0.618 |
1.4082 |
HIGH |
1.3982 |
0.618 |
1.3920 |
0.500 |
1.3901 |
0.382 |
1.3882 |
LOW |
1.3820 |
0.618 |
1.3720 |
1.000 |
1.3658 |
1.618 |
1.3558 |
2.618 |
1.3396 |
4.250 |
1.3132 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3904 |
1.3928 |
PP |
1.3902 |
1.3920 |
S1 |
1.3901 |
1.3913 |
|