CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4304 |
1.4147 |
-0.0157 |
-1.1% |
1.4023 |
| High |
1.4338 |
1.4241 |
-0.0097 |
-0.7% |
1.4168 |
| Low |
1.4108 |
1.4069 |
-0.0039 |
-0.3% |
1.3791 |
| Close |
1.4133 |
1.4178 |
0.0045 |
0.3% |
1.4131 |
| Range |
0.0230 |
0.0172 |
-0.0058 |
-25.2% |
0.0377 |
| ATR |
0.0190 |
0.0188 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
238,976 |
262,944 |
23,968 |
10.0% |
843,321 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4679 |
1.4600 |
1.4273 |
|
| R3 |
1.4507 |
1.4428 |
1.4225 |
|
| R2 |
1.4335 |
1.4335 |
1.4210 |
|
| R1 |
1.4256 |
1.4256 |
1.4194 |
1.4296 |
| PP |
1.4163 |
1.4163 |
1.4163 |
1.4182 |
| S1 |
1.4084 |
1.4084 |
1.4162 |
1.4124 |
| S2 |
1.3991 |
1.3991 |
1.4146 |
|
| S3 |
1.3819 |
1.3912 |
1.4131 |
|
| S4 |
1.3647 |
1.3740 |
1.4083 |
|
|
| 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 |
1.3922 |
0.0416 |
2.9% |
0.0205 |
1.4% |
62% |
False |
False |
232,527 |
| 10 |
1.4338 |
1.3724 |
0.0614 |
4.3% |
0.0192 |
1.4% |
74% |
False |
False |
225,395 |
| 20 |
1.4338 |
1.3250 |
0.1088 |
7.7% |
0.0186 |
1.3% |
85% |
False |
False |
203,004 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.3% |
0.0182 |
1.3% |
89% |
False |
False |
171,866 |
| 60 |
1.4338 |
1.2621 |
0.1717 |
12.1% |
0.0196 |
1.4% |
91% |
False |
False |
171,488 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.3% |
0.0194 |
1.4% |
91% |
False |
False |
129,711 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.3% |
0.0199 |
1.4% |
91% |
False |
False |
103,828 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.1% |
0.0204 |
1.4% |
81% |
False |
False |
86,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4972 |
|
2.618 |
1.4691 |
|
1.618 |
1.4519 |
|
1.000 |
1.4413 |
|
0.618 |
1.4347 |
|
HIGH |
1.4241 |
|
0.618 |
1.4175 |
|
0.500 |
1.4155 |
|
0.382 |
1.4135 |
|
LOW |
1.4069 |
|
0.618 |
1.3963 |
|
1.000 |
1.3897 |
|
1.618 |
1.3791 |
|
2.618 |
1.3619 |
|
4.250 |
1.3338 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4170 |
1.4204 |
| PP |
1.4163 |
1.4195 |
| S1 |
1.4155 |
1.4187 |
|