CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4133 |
1.4152 |
0.0019 |
0.1% |
1.4023 |
| High |
1.4245 |
1.4332 |
0.0087 |
0.6% |
1.4168 |
| Low |
1.4097 |
1.4101 |
0.0004 |
0.0% |
1.3791 |
| Close |
1.4169 |
1.4318 |
0.0149 |
1.1% |
1.4131 |
| Range |
0.0148 |
0.0231 |
0.0083 |
56.1% |
0.0377 |
| ATR |
0.0183 |
0.0187 |
0.0003 |
1.9% |
0.0000 |
| Volume |
250,610 |
206,432 |
-44,178 |
-17.6% |
843,321 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4943 |
1.4862 |
1.4445 |
|
| R3 |
1.4712 |
1.4631 |
1.4382 |
|
| R2 |
1.4481 |
1.4481 |
1.4360 |
|
| R1 |
1.4400 |
1.4400 |
1.4339 |
1.4441 |
| PP |
1.4250 |
1.4250 |
1.4250 |
1.4271 |
| S1 |
1.4169 |
1.4169 |
1.4297 |
1.4210 |
| S2 |
1.4019 |
1.4019 |
1.4276 |
|
| S3 |
1.3788 |
1.3938 |
1.4254 |
|
| S4 |
1.3557 |
1.3707 |
1.4191 |
|
|
| 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 |
1.4332 |
1.3791 |
0.0541 |
3.8% |
0.0198 |
1.4% |
97% |
True |
False |
223,569 |
| 10 |
1.4332 |
1.3528 |
0.0804 |
5.6% |
0.0190 |
1.3% |
98% |
True |
False |
209,529 |
| 20 |
1.4332 |
1.3244 |
0.1088 |
7.6% |
0.0180 |
1.3% |
99% |
True |
False |
192,024 |
| 40 |
1.4332 |
1.2878 |
0.1454 |
10.2% |
0.0183 |
1.3% |
99% |
True |
False |
166,792 |
| 60 |
1.4332 |
1.2560 |
0.1772 |
12.4% |
0.0196 |
1.4% |
99% |
True |
False |
163,844 |
| 80 |
1.4332 |
1.2456 |
0.1876 |
13.1% |
0.0194 |
1.4% |
99% |
True |
False |
123,446 |
| 100 |
1.4332 |
1.2456 |
0.1876 |
13.1% |
0.0199 |
1.4% |
99% |
True |
False |
98,812 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
14.9% |
0.0204 |
1.4% |
87% |
False |
False |
82,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5314 |
|
2.618 |
1.4937 |
|
1.618 |
1.4706 |
|
1.000 |
1.4563 |
|
0.618 |
1.4475 |
|
HIGH |
1.4332 |
|
0.618 |
1.4244 |
|
0.500 |
1.4217 |
|
0.382 |
1.4189 |
|
LOW |
1.4101 |
|
0.618 |
1.3958 |
|
1.000 |
1.3870 |
|
1.618 |
1.3727 |
|
2.618 |
1.3496 |
|
4.250 |
1.3119 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4284 |
1.4254 |
| PP |
1.4250 |
1.4191 |
| S1 |
1.4217 |
1.4127 |
|