CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4152 |
1.4304 |
0.0152 |
1.1% |
1.4023 |
| High |
1.4332 |
1.4338 |
0.0006 |
0.0% |
1.4168 |
| Low |
1.4101 |
1.4108 |
0.0007 |
0.0% |
1.3791 |
| Close |
1.4318 |
1.4133 |
-0.0185 |
-1.3% |
1.4131 |
| Range |
0.0231 |
0.0230 |
-0.0001 |
-0.4% |
0.0377 |
| ATR |
0.0187 |
0.0190 |
0.0003 |
1.7% |
0.0000 |
| Volume |
206,432 |
238,976 |
32,544 |
15.8% |
843,321 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4883 |
1.4738 |
1.4260 |
|
| R3 |
1.4653 |
1.4508 |
1.4196 |
|
| R2 |
1.4423 |
1.4423 |
1.4175 |
|
| R1 |
1.4278 |
1.4278 |
1.4154 |
1.4236 |
| PP |
1.4193 |
1.4193 |
1.4193 |
1.4172 |
| S1 |
1.4048 |
1.4048 |
1.4112 |
1.4006 |
| S2 |
1.3963 |
1.3963 |
1.4091 |
|
| S3 |
1.3733 |
1.3818 |
1.4070 |
|
| S4 |
1.3503 |
1.3588 |
1.4007 |
|
|
| 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 |
1.4338 |
1.3791 |
0.0547 |
3.9% |
0.0209 |
1.5% |
63% |
True |
False |
228,055 |
| 10 |
1.4338 |
1.3579 |
0.0759 |
5.4% |
0.0200 |
1.4% |
73% |
True |
False |
218,505 |
| 20 |
1.4338 |
1.3244 |
0.1094 |
7.7% |
0.0184 |
1.3% |
81% |
True |
False |
197,582 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.3% |
0.0183 |
1.3% |
86% |
True |
False |
168,881 |
| 60 |
1.4338 |
1.2586 |
0.1752 |
12.4% |
0.0197 |
1.4% |
88% |
True |
False |
167,601 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.3% |
0.0194 |
1.4% |
89% |
True |
False |
126,430 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.3% |
0.0199 |
1.4% |
89% |
True |
False |
101,200 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.1% |
0.0205 |
1.4% |
79% |
False |
False |
84,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5316 |
|
2.618 |
1.4940 |
|
1.618 |
1.4710 |
|
1.000 |
1.4568 |
|
0.618 |
1.4480 |
|
HIGH |
1.4338 |
|
0.618 |
1.4250 |
|
0.500 |
1.4223 |
|
0.382 |
1.4196 |
|
LOW |
1.4108 |
|
0.618 |
1.3966 |
|
1.000 |
1.3878 |
|
1.618 |
1.3736 |
|
2.618 |
1.3506 |
|
4.250 |
1.3131 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4223 |
1.4218 |
| PP |
1.4193 |
1.4189 |
| S1 |
1.4163 |
1.4161 |
|