CME Euro FX (E) Future June 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 |
1.3835 |
1.3933 |
0.0098 |
0.7% |
1.4023 |
| High |
1.3981 |
1.4168 |
0.0187 |
1.3% |
1.4168 |
| Low |
1.3791 |
1.3922 |
0.0131 |
0.9% |
1.3791 |
| Close |
1.3960 |
1.4131 |
0.0171 |
1.2% |
1.4131 |
| Range |
0.0190 |
0.0246 |
0.0056 |
29.5% |
0.0377 |
| ATR |
0.0181 |
0.0186 |
0.0005 |
2.6% |
0.0000 |
| Volume |
240,582 |
203,677 |
-36,905 |
-15.3% |
843,321 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4812 |
1.4717 |
1.4266 |
|
| R3 |
1.4566 |
1.4471 |
1.4199 |
|
| R2 |
1.4320 |
1.4320 |
1.4176 |
|
| R1 |
1.4225 |
1.4225 |
1.4154 |
1.4273 |
| PP |
1.4074 |
1.4074 |
1.4074 |
1.4097 |
| S1 |
1.3979 |
1.3979 |
1.4108 |
1.4027 |
| S2 |
1.3828 |
1.3828 |
1.4086 |
|
| S3 |
1.3582 |
1.3733 |
1.4063 |
|
| S4 |
1.3336 |
1.3487 |
1.3996 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5161 |
1.5023 |
1.4338 |
|
| R3 |
1.4784 |
1.4646 |
1.4235 |
|
| R2 |
1.4407 |
1.4407 |
1.4200 |
|
| R1 |
1.4269 |
1.4269 |
1.4166 |
1.4338 |
| PP |
1.4030 |
1.4030 |
1.4030 |
1.4065 |
| S1 |
1.3892 |
1.3892 |
1.4096 |
1.3961 |
| S2 |
1.3653 |
1.3653 |
1.4062 |
|
| S3 |
1.3276 |
1.3515 |
1.4027 |
|
| S4 |
1.2899 |
1.3138 |
1.3924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4168 |
1.3791 |
0.0377 |
2.7% |
0.0188 |
1.3% |
90% |
True |
False |
214,028 |
| 10 |
1.4168 |
1.3420 |
0.0748 |
5.3% |
0.0186 |
1.3% |
95% |
True |
False |
196,520 |
| 20 |
1.4168 |
1.3210 |
0.0958 |
6.8% |
0.0178 |
1.3% |
96% |
True |
False |
182,184 |
| 40 |
1.4168 |
1.2878 |
0.1290 |
9.1% |
0.0184 |
1.3% |
97% |
True |
False |
164,469 |
| 60 |
1.4168 |
1.2472 |
0.1696 |
12.0% |
0.0197 |
1.4% |
98% |
True |
False |
156,425 |
| 80 |
1.4168 |
1.2456 |
0.1712 |
12.1% |
0.0194 |
1.4% |
98% |
True |
False |
117,739 |
| 100 |
1.4168 |
1.2456 |
0.1712 |
12.1% |
0.0199 |
1.4% |
98% |
True |
False |
94,244 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.1% |
0.0202 |
1.4% |
78% |
False |
False |
78,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5214 |
|
2.618 |
1.4812 |
|
1.618 |
1.4566 |
|
1.000 |
1.4414 |
|
0.618 |
1.4320 |
|
HIGH |
1.4168 |
|
0.618 |
1.4074 |
|
0.500 |
1.4045 |
|
0.382 |
1.4016 |
|
LOW |
1.3922 |
|
0.618 |
1.3770 |
|
1.000 |
1.3676 |
|
1.618 |
1.3524 |
|
2.618 |
1.3278 |
|
4.250 |
1.2877 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4102 |
1.4081 |
| PP |
1.4074 |
1.4030 |
| S1 |
1.4045 |
1.3980 |
|