CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3933 |
1.4133 |
0.0200 |
1.4% |
1.4023 |
| High |
1.4168 |
1.4245 |
0.0077 |
0.5% |
1.4168 |
| Low |
1.3922 |
1.4097 |
0.0175 |
1.3% |
1.3791 |
| Close |
1.4131 |
1.4169 |
0.0038 |
0.3% |
1.4131 |
| Range |
0.0246 |
0.0148 |
-0.0098 |
-39.8% |
0.0377 |
| ATR |
0.0186 |
0.0183 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
203,677 |
250,610 |
46,933 |
23.0% |
843,321 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4614 |
1.4540 |
1.4250 |
|
| R3 |
1.4466 |
1.4392 |
1.4210 |
|
| R2 |
1.4318 |
1.4318 |
1.4196 |
|
| R1 |
1.4244 |
1.4244 |
1.4183 |
1.4281 |
| PP |
1.4170 |
1.4170 |
1.4170 |
1.4189 |
| S1 |
1.4096 |
1.4096 |
1.4155 |
1.4133 |
| S2 |
1.4022 |
1.4022 |
1.4142 |
|
| S3 |
1.3874 |
1.3948 |
1.4128 |
|
| S4 |
1.3726 |
1.3800 |
1.4088 |
|
|
| 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 |
1.4245 |
1.3791 |
0.0454 |
3.2% |
0.0187 |
1.3% |
83% |
True |
False |
218,786 |
| 10 |
1.4245 |
1.3420 |
0.0825 |
5.8% |
0.0181 |
1.3% |
91% |
True |
False |
206,715 |
| 20 |
1.4245 |
1.3210 |
0.1035 |
7.3% |
0.0180 |
1.3% |
93% |
True |
False |
185,180 |
| 40 |
1.4245 |
1.2878 |
0.1367 |
9.6% |
0.0180 |
1.3% |
94% |
True |
False |
167,219 |
| 60 |
1.4245 |
1.2519 |
0.1726 |
12.2% |
0.0196 |
1.4% |
96% |
True |
False |
160,522 |
| 80 |
1.4245 |
1.2456 |
0.1789 |
12.6% |
0.0192 |
1.4% |
96% |
True |
False |
120,868 |
| 100 |
1.4245 |
1.2456 |
0.1789 |
12.6% |
0.0200 |
1.4% |
96% |
True |
False |
96,750 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.1% |
0.0203 |
1.4% |
80% |
False |
False |
80,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4874 |
|
2.618 |
1.4632 |
|
1.618 |
1.4484 |
|
1.000 |
1.4393 |
|
0.618 |
1.4336 |
|
HIGH |
1.4245 |
|
0.618 |
1.4188 |
|
0.500 |
1.4171 |
|
0.382 |
1.4154 |
|
LOW |
1.4097 |
|
0.618 |
1.4006 |
|
1.000 |
1.3949 |
|
1.618 |
1.3858 |
|
2.618 |
1.3710 |
|
4.250 |
1.3468 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4171 |
1.4119 |
| PP |
1.4170 |
1.4068 |
| S1 |
1.4170 |
1.4018 |
|