CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4101 |
1.4171 |
0.0070 |
0.5% |
1.3982 |
| High |
1.4160 |
1.4230 |
0.0070 |
0.5% |
1.4160 |
| Low |
1.4085 |
1.4155 |
0.0070 |
0.5% |
1.3865 |
| Close |
1.4131 |
1.4169 |
0.0038 |
0.3% |
1.4131 |
| Range |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0295 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
204,364 |
251,387 |
47,023 |
23.0% |
846,068 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4410 |
1.4364 |
1.4210 |
|
| R3 |
1.4335 |
1.4289 |
1.4190 |
|
| R2 |
1.4260 |
1.4260 |
1.4183 |
|
| R1 |
1.4214 |
1.4214 |
1.4176 |
1.4200 |
| PP |
1.4185 |
1.4185 |
1.4185 |
1.4177 |
| S1 |
1.4139 |
1.4139 |
1.4162 |
1.4125 |
| S2 |
1.4110 |
1.4110 |
1.4155 |
|
| S3 |
1.4035 |
1.4064 |
1.4148 |
|
| S4 |
1.3960 |
1.3989 |
1.4128 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4937 |
1.4829 |
1.4293 |
|
| R3 |
1.4642 |
1.4534 |
1.4212 |
|
| R2 |
1.4347 |
1.4347 |
1.4185 |
|
| R1 |
1.4239 |
1.4239 |
1.4158 |
1.4293 |
| PP |
1.4052 |
1.4052 |
1.4052 |
1.4079 |
| S1 |
1.3944 |
1.3944 |
1.4104 |
1.3998 |
| S2 |
1.3757 |
1.3757 |
1.4077 |
|
| S3 |
1.3462 |
1.3649 |
1.4050 |
|
| S4 |
1.3167 |
1.3354 |
1.3969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4230 |
1.3865 |
0.0365 |
2.6% |
0.0088 |
0.6% |
83% |
True |
False |
219,491 |
| 10 |
1.4230 |
1.3480 |
0.0750 |
5.3% |
0.0094 |
0.7% |
92% |
True |
False |
207,968 |
| 20 |
1.4230 |
1.3285 |
0.0945 |
6.7% |
0.0097 |
0.7% |
94% |
True |
False |
186,482 |
| 40 |
1.4230 |
1.2895 |
0.1335 |
9.4% |
0.0089 |
0.6% |
95% |
True |
False |
168,506 |
| 60 |
1.4230 |
1.2565 |
0.1665 |
11.8% |
0.0095 |
0.7% |
96% |
True |
False |
161,876 |
| 80 |
1.4230 |
1.2530 |
0.1700 |
12.0% |
0.0073 |
0.5% |
96% |
True |
False |
121,884 |
| 100 |
1.4230 |
1.2530 |
0.1700 |
12.0% |
0.0062 |
0.4% |
96% |
True |
False |
97,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4549 |
|
2.618 |
1.4426 |
|
1.618 |
1.4351 |
|
1.000 |
1.4305 |
|
0.618 |
1.4276 |
|
HIGH |
1.4230 |
|
0.618 |
1.4201 |
|
0.500 |
1.4193 |
|
0.382 |
1.4184 |
|
LOW |
1.4155 |
|
0.618 |
1.4109 |
|
1.000 |
1.4080 |
|
1.618 |
1.4034 |
|
2.618 |
1.3959 |
|
4.250 |
1.3836 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4193 |
1.4129 |
| PP |
1.4185 |
1.4088 |
| S1 |
1.4177 |
1.4048 |
|