CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3897 |
0.0056 |
0.4% |
1.4133 |
| High |
1.4002 |
1.4103 |
0.0101 |
0.7% |
1.4338 |
| Low |
1.3804 |
1.3850 |
0.0046 |
0.3% |
1.3931 |
| Close |
1.3891 |
1.4077 |
0.0186 |
1.3% |
1.3961 |
| Range |
0.0198 |
0.0253 |
0.0055 |
27.8% |
0.0407 |
| ATR |
0.0199 |
0.0203 |
0.0004 |
1.9% |
0.0000 |
| Volume |
278,203 |
212,742 |
-65,461 |
-23.5% |
1,234,274 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4769 |
1.4676 |
1.4216 |
|
| R3 |
1.4516 |
1.4423 |
1.4147 |
|
| R2 |
1.4263 |
1.4263 |
1.4123 |
|
| R1 |
1.4170 |
1.4170 |
1.4100 |
1.4217 |
| PP |
1.4010 |
1.4010 |
1.4010 |
1.4033 |
| S1 |
1.3917 |
1.3917 |
1.4054 |
1.3964 |
| S2 |
1.3757 |
1.3757 |
1.4031 |
|
| S3 |
1.3504 |
1.3664 |
1.4007 |
|
| S4 |
1.3251 |
1.3411 |
1.3938 |
|
|
| 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% |
0.0238 |
1.7% |
51% |
False |
False |
253,635 |
| 10 |
1.4338 |
1.3791 |
0.0547 |
3.9% |
0.0218 |
1.5% |
52% |
False |
False |
238,602 |
| 20 |
1.4338 |
1.3420 |
0.0918 |
6.5% |
0.0193 |
1.4% |
72% |
False |
False |
210,585 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.4% |
0.0186 |
1.3% |
82% |
False |
False |
180,101 |
| 60 |
1.4338 |
1.2836 |
0.1502 |
10.7% |
0.0200 |
1.4% |
83% |
False |
False |
178,862 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.4% |
0.0196 |
1.4% |
86% |
False |
False |
139,281 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.4% |
0.0201 |
1.4% |
86% |
False |
False |
111,477 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.2% |
0.0204 |
1.4% |
76% |
False |
False |
92,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5178 |
|
2.618 |
1.4765 |
|
1.618 |
1.4512 |
|
1.000 |
1.4356 |
|
0.618 |
1.4259 |
|
HIGH |
1.4103 |
|
0.618 |
1.4006 |
|
0.500 |
1.3977 |
|
0.382 |
1.3947 |
|
LOW |
1.3850 |
|
0.618 |
1.3694 |
|
1.000 |
1.3597 |
|
1.618 |
1.3441 |
|
2.618 |
1.3188 |
|
4.250 |
1.2775 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4044 |
1.4063 |
| PP |
1.4010 |
1.4049 |
| S1 |
1.3977 |
1.4036 |
|