CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3899 |
1.4023 |
0.0124 |
0.9% |
1.3481 |
| High |
1.4048 |
1.4034 |
-0.0014 |
-0.1% |
1.4048 |
| Low |
1.3894 |
1.3857 |
-0.0037 |
-0.3% |
1.3420 |
| Close |
1.4013 |
1.3982 |
-0.0031 |
-0.2% |
1.4013 |
| Range |
0.0154 |
0.0177 |
0.0023 |
14.9% |
0.0628 |
| ATR |
0.0181 |
0.0181 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
226,822 |
182,514 |
-44,308 |
-19.5% |
973,221 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4489 |
1.4412 |
1.4079 |
|
| R3 |
1.4312 |
1.4235 |
1.4031 |
|
| R2 |
1.4135 |
1.4135 |
1.4014 |
|
| R1 |
1.4058 |
1.4058 |
1.3998 |
1.4008 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.3933 |
| S1 |
1.3881 |
1.3881 |
1.3966 |
1.3831 |
| S2 |
1.3781 |
1.3781 |
1.3950 |
|
| S3 |
1.3604 |
1.3704 |
1.3933 |
|
| S4 |
1.3427 |
1.3527 |
1.3885 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5490 |
1.4358 |
|
| R3 |
1.5083 |
1.4862 |
1.4186 |
|
| R2 |
1.4455 |
1.4455 |
1.4128 |
|
| R1 |
1.4234 |
1.4234 |
1.4071 |
1.4345 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3882 |
| S1 |
1.3606 |
1.3606 |
1.3955 |
1.3717 |
| S2 |
1.3199 |
1.3199 |
1.3898 |
|
| S3 |
1.2571 |
1.2978 |
1.3840 |
|
| S4 |
1.1943 |
1.2350 |
1.3668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4048 |
1.3528 |
0.0520 |
3.7% |
0.0183 |
1.3% |
87% |
False |
False |
195,488 |
| 10 |
1.4048 |
1.3420 |
0.0628 |
4.5% |
0.0169 |
1.2% |
89% |
False |
False |
182,568 |
| 20 |
1.4048 |
1.2961 |
0.1087 |
7.8% |
0.0180 |
1.3% |
94% |
False |
False |
172,623 |
| 40 |
1.4048 |
1.2878 |
0.1170 |
8.4% |
0.0180 |
1.3% |
94% |
False |
False |
160,547 |
| 60 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0194 |
1.4% |
96% |
False |
False |
145,676 |
| 80 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0193 |
1.4% |
96% |
False |
False |
109,485 |
| 100 |
1.4048 |
1.2456 |
0.1592 |
11.4% |
0.0200 |
1.4% |
96% |
False |
False |
87,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4786 |
|
2.618 |
1.4497 |
|
1.618 |
1.4320 |
|
1.000 |
1.4211 |
|
0.618 |
1.4143 |
|
HIGH |
1.4034 |
|
0.618 |
1.3966 |
|
0.500 |
1.3946 |
|
0.382 |
1.3925 |
|
LOW |
1.3857 |
|
0.618 |
1.3748 |
|
1.000 |
1.3680 |
|
1.618 |
1.3571 |
|
2.618 |
1.3394 |
|
4.250 |
1.3105 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3970 |
1.3950 |
| PP |
1.3958 |
1.3918 |
| S1 |
1.3946 |
1.3886 |
|