CME Euro FX 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 |
1.3905 |
1.3902 |
-0.0003 |
0.0% |
1.3526 |
| High |
1.3905 |
1.3950 |
0.0045 |
0.3% |
1.4002 |
| Low |
1.3905 |
1.3900 |
-0.0005 |
0.0% |
1.3526 |
| Close |
1.3905 |
1.3950 |
0.0045 |
0.3% |
1.4002 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0476 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.2% |
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 |
1.4083 |
1.4067 |
1.3978 |
|
| R3 |
1.4033 |
1.4017 |
1.3964 |
|
| R2 |
1.3983 |
1.3983 |
1.3959 |
|
| R1 |
1.3967 |
1.3967 |
1.3955 |
1.3975 |
| PP |
1.3933 |
1.3933 |
1.3933 |
1.3938 |
| S1 |
1.3917 |
1.3917 |
1.3945 |
1.3925 |
| S2 |
1.3883 |
1.3883 |
1.3941 |
|
| S3 |
1.3833 |
1.3867 |
1.3936 |
|
| S4 |
1.3783 |
1.3817 |
1.3923 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5271 |
1.5113 |
1.4264 |
|
| R3 |
1.4795 |
1.4637 |
1.4133 |
|
| R2 |
1.4319 |
1.4319 |
1.4089 |
|
| R1 |
1.4161 |
1.4161 |
1.4046 |
1.4240 |
| PP |
1.3843 |
1.3843 |
1.3843 |
1.3883 |
| S1 |
1.3685 |
1.3685 |
1.3958 |
1.3764 |
| S2 |
1.3367 |
1.3367 |
1.3915 |
|
| S3 |
1.2891 |
1.3209 |
1.3871 |
|
| S4 |
1.2415 |
1.2733 |
1.3740 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4163 |
|
2.618 |
1.4081 |
|
1.618 |
1.4031 |
|
1.000 |
1.4000 |
|
0.618 |
1.3981 |
|
HIGH |
1.3950 |
|
0.618 |
1.3931 |
|
0.500 |
1.3925 |
|
0.382 |
1.3919 |
|
LOW |
1.3900 |
|
0.618 |
1.3869 |
|
1.000 |
1.3850 |
|
1.618 |
1.3819 |
|
2.618 |
1.3769 |
|
4.250 |
1.3688 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3942 |
1.3945 |
| PP |
1.3933 |
1.3941 |
| S1 |
1.3925 |
1.3936 |
|