CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4177 |
1.3841 |
-0.0336 |
-2.4% |
1.4133 |
| High |
1.4267 |
1.4002 |
-0.0265 |
-1.9% |
1.4338 |
| Low |
1.3931 |
1.3804 |
-0.0127 |
-0.9% |
1.3931 |
| Close |
1.3961 |
1.3891 |
-0.0070 |
-0.5% |
1.3961 |
| Range |
0.0336 |
0.0198 |
-0.0138 |
-41.1% |
0.0407 |
| ATR |
0.0199 |
0.0199 |
0.0000 |
0.0% |
0.0000 |
| Volume |
275,312 |
278,203 |
2,891 |
1.1% |
1,234,274 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4493 |
1.4390 |
1.4000 |
|
| R3 |
1.4295 |
1.4192 |
1.3945 |
|
| R2 |
1.4097 |
1.4097 |
1.3927 |
|
| R1 |
1.3994 |
1.3994 |
1.3909 |
1.4046 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3925 |
| S1 |
1.3796 |
1.3796 |
1.3873 |
1.3848 |
| S2 |
1.3701 |
1.3701 |
1.3855 |
|
| S3 |
1.3503 |
1.3598 |
1.3837 |
|
| S4 |
1.3305 |
1.3400 |
1.3782 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5298 |
1.5036 |
1.4185 |
|
| R3 |
1.4891 |
1.4629 |
1.4073 |
|
| R2 |
1.4484 |
1.4484 |
1.4036 |
|
| R1 |
1.4222 |
1.4222 |
1.3998 |
1.4150 |
| PP |
1.4077 |
1.4077 |
1.4077 |
1.4040 |
| S1 |
1.3815 |
1.3815 |
1.3924 |
1.3743 |
| S2 |
1.3670 |
1.3670 |
1.3886 |
|
| S3 |
1.3263 |
1.3408 |
1.3849 |
|
| S4 |
1.2856 |
1.3001 |
1.3737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4338 |
1.3804 |
0.0534 |
3.8% |
0.0233 |
1.7% |
16% |
False |
True |
252,373 |
| 10 |
1.4338 |
1.3791 |
0.0547 |
3.9% |
0.0210 |
1.5% |
18% |
False |
False |
235,579 |
| 20 |
1.4338 |
1.3420 |
0.0918 |
6.6% |
0.0186 |
1.3% |
51% |
False |
False |
208,786 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.5% |
0.0186 |
1.3% |
69% |
False |
False |
178,650 |
| 60 |
1.4338 |
1.2836 |
0.1502 |
10.8% |
0.0197 |
1.4% |
70% |
False |
False |
178,385 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.5% |
0.0196 |
1.4% |
76% |
False |
False |
136,625 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.5% |
0.0201 |
1.4% |
76% |
False |
False |
109,359 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.4% |
0.0206 |
1.5% |
67% |
False |
False |
91,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4844 |
|
2.618 |
1.4520 |
|
1.618 |
1.4322 |
|
1.000 |
1.4200 |
|
0.618 |
1.4124 |
|
HIGH |
1.4002 |
|
0.618 |
1.3926 |
|
0.500 |
1.3903 |
|
0.382 |
1.3880 |
|
LOW |
1.3804 |
|
0.618 |
1.3682 |
|
1.000 |
1.3606 |
|
1.618 |
1.3484 |
|
2.618 |
1.3286 |
|
4.250 |
1.2963 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3903 |
1.4036 |
| PP |
1.3899 |
1.3987 |
| S1 |
1.3895 |
1.3939 |
|