CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4071 |
1.3970 |
-0.0101 |
-0.7% |
1.4133 |
| High |
1.4144 |
1.4178 |
0.0034 |
0.2% |
1.4338 |
| Low |
1.3913 |
1.3942 |
0.0029 |
0.2% |
1.3931 |
| Close |
1.3968 |
1.4128 |
0.0160 |
1.1% |
1.3961 |
| Range |
0.0231 |
0.0236 |
0.0005 |
2.2% |
0.0407 |
| ATR |
0.0205 |
0.0207 |
0.0002 |
1.1% |
0.0000 |
| Volume |
231,826 |
249,133 |
17,307 |
7.5% |
1,234,274 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4791 |
1.4695 |
1.4258 |
|
| R3 |
1.4555 |
1.4459 |
1.4193 |
|
| R2 |
1.4319 |
1.4319 |
1.4171 |
|
| R1 |
1.4223 |
1.4223 |
1.4150 |
1.4271 |
| PP |
1.4083 |
1.4083 |
1.4083 |
1.4107 |
| S1 |
1.3987 |
1.3987 |
1.4106 |
1.4035 |
| S2 |
1.3847 |
1.3847 |
1.4085 |
|
| S3 |
1.3611 |
1.3751 |
1.4063 |
|
| S4 |
1.3375 |
1.3515 |
1.3998 |
|
|
| 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 |
1.4267 |
1.3804 |
0.0463 |
3.3% |
0.0251 |
1.8% |
70% |
False |
False |
249,443 |
| 10 |
1.4338 |
1.3804 |
0.0534 |
3.8% |
0.0228 |
1.6% |
61% |
False |
False |
240,985 |
| 20 |
1.4338 |
1.3420 |
0.0918 |
6.5% |
0.0202 |
1.4% |
77% |
False |
False |
217,983 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.3% |
0.0190 |
1.3% |
86% |
False |
False |
186,821 |
| 60 |
1.4338 |
1.2878 |
0.1460 |
10.3% |
0.0202 |
1.4% |
86% |
False |
False |
181,238 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.3% |
0.0197 |
1.4% |
89% |
False |
False |
145,271 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.3% |
0.0202 |
1.4% |
89% |
False |
False |
116,280 |
| 120 |
1.4338 |
1.2456 |
0.1882 |
13.3% |
0.0201 |
1.4% |
89% |
False |
False |
96,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5181 |
|
2.618 |
1.4796 |
|
1.618 |
1.4560 |
|
1.000 |
1.4414 |
|
0.618 |
1.4324 |
|
HIGH |
1.4178 |
|
0.618 |
1.4088 |
|
0.500 |
1.4060 |
|
0.382 |
1.4032 |
|
LOW |
1.3942 |
|
0.618 |
1.3796 |
|
1.000 |
1.3706 |
|
1.618 |
1.3560 |
|
2.618 |
1.3324 |
|
4.250 |
1.2939 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4105 |
1.4090 |
| PP |
1.4083 |
1.4052 |
| S1 |
1.4060 |
1.4014 |
|