CME Euro FX (E) Future September 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 |
1.3820 |
1.3915 |
0.0095 |
0.7% |
1.4021 |
| High |
1.3970 |
1.4155 |
0.0185 |
1.3% |
1.4155 |
| Low |
1.3785 |
1.3915 |
0.0130 |
0.9% |
1.3785 |
| Close |
1.3950 |
1.4121 |
0.0171 |
1.2% |
1.4121 |
| Range |
0.0185 |
0.0240 |
0.0055 |
29.7% |
0.0370 |
| ATR |
0.0166 |
0.0172 |
0.0005 |
3.2% |
0.0000 |
| Volume |
2,333 |
6,659 |
4,326 |
185.4% |
15,228 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4784 |
1.4692 |
1.4253 |
|
| R3 |
1.4544 |
1.4452 |
1.4187 |
|
| R2 |
1.4304 |
1.4304 |
1.4165 |
|
| R1 |
1.4212 |
1.4212 |
1.4143 |
1.4258 |
| PP |
1.4064 |
1.4064 |
1.4064 |
1.4087 |
| S1 |
1.3972 |
1.3972 |
1.4099 |
1.4018 |
| S2 |
1.3824 |
1.3824 |
1.4077 |
|
| S3 |
1.3584 |
1.3732 |
1.4055 |
|
| S4 |
1.3344 |
1.3492 |
1.3989 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5130 |
1.4996 |
1.4325 |
|
| R3 |
1.4760 |
1.4626 |
1.4223 |
|
| R2 |
1.4390 |
1.4390 |
1.4189 |
|
| R1 |
1.4256 |
1.4256 |
1.4155 |
1.4323 |
| PP |
1.4020 |
1.4020 |
1.4020 |
1.4054 |
| S1 |
1.3886 |
1.3886 |
1.4087 |
1.3953 |
| S2 |
1.3650 |
1.3650 |
1.4053 |
|
| S3 |
1.3280 |
1.3516 |
1.4019 |
|
| S4 |
1.2910 |
1.3146 |
1.3918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4155 |
1.3785 |
0.0370 |
2.6% |
0.0180 |
1.3% |
91% |
True |
False |
3,436 |
| 10 |
1.4155 |
1.3416 |
0.0739 |
5.2% |
0.0178 |
1.3% |
95% |
True |
False |
2,178 |
| 20 |
1.4155 |
1.3221 |
0.0934 |
6.6% |
0.0163 |
1.2% |
96% |
True |
False |
1,267 |
| 40 |
1.4155 |
1.2876 |
0.1279 |
9.1% |
0.0159 |
1.1% |
97% |
True |
False |
727 |
| 60 |
1.4155 |
1.2554 |
0.1601 |
11.3% |
0.0150 |
1.1% |
98% |
True |
False |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5175 |
|
2.618 |
1.4783 |
|
1.618 |
1.4543 |
|
1.000 |
1.4395 |
|
0.618 |
1.4303 |
|
HIGH |
1.4155 |
|
0.618 |
1.4063 |
|
0.500 |
1.4035 |
|
0.382 |
1.4007 |
|
LOW |
1.3915 |
|
0.618 |
1.3767 |
|
1.000 |
1.3675 |
|
1.618 |
1.3527 |
|
2.618 |
1.3287 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4092 |
1.4071 |
| PP |
1.4064 |
1.4020 |
| S1 |
1.4035 |
1.3970 |
|