CME Euro FX (E) Future September 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 |
1.3980 |
1.3820 |
-0.0160 |
-1.1% |
1.3450 |
| High |
1.3982 |
1.3970 |
-0.0012 |
-0.1% |
1.4035 |
| Low |
1.3820 |
1.3785 |
-0.0035 |
-0.3% |
1.3416 |
| Close |
1.3905 |
1.3950 |
0.0045 |
0.3% |
1.4002 |
| Range |
0.0162 |
0.0185 |
0.0023 |
14.2% |
0.0619 |
| ATR |
0.0165 |
0.0166 |
0.0001 |
0.9% |
0.0000 |
| Volume |
4,639 |
2,333 |
-2,306 |
-49.7% |
6,319 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4457 |
1.4388 |
1.4052 |
|
| R3 |
1.4272 |
1.4203 |
1.4001 |
|
| R2 |
1.4087 |
1.4087 |
1.3984 |
|
| R1 |
1.4018 |
1.4018 |
1.3967 |
1.4053 |
| PP |
1.3902 |
1.3902 |
1.3902 |
1.3919 |
| S1 |
1.3833 |
1.3833 |
1.3933 |
1.3868 |
| S2 |
1.3717 |
1.3717 |
1.3916 |
|
| S3 |
1.3532 |
1.3648 |
1.3899 |
|
| S4 |
1.3347 |
1.3463 |
1.3848 |
|
|
| 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 |
1.4756 |
|
2.618 |
1.4454 |
|
1.618 |
1.4269 |
|
1.000 |
1.4155 |
|
0.618 |
1.4084 |
|
HIGH |
1.3970 |
|
0.618 |
1.3899 |
|
0.500 |
1.3878 |
|
0.382 |
1.3856 |
|
LOW |
1.3785 |
|
0.618 |
1.3671 |
|
1.000 |
1.3600 |
|
1.618 |
1.3486 |
|
2.618 |
1.3301 |
|
4.250 |
1.2999 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3926 |
1.3934 |
| PP |
1.3902 |
1.3919 |
| S1 |
1.3878 |
1.3903 |
|