CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4239 |
1.4209 |
-0.0030 |
-0.2% |
1.3982 |
| High |
1.4320 |
1.4215 |
-0.0105 |
-0.7% |
1.4160 |
| Low |
1.4215 |
1.4120 |
-0.0095 |
-0.7% |
1.3865 |
| Close |
1.4318 |
1.4133 |
-0.0185 |
-1.3% |
1.4131 |
| Range |
0.0105 |
0.0095 |
-0.0010 |
-9.5% |
0.0295 |
| ATR |
0.0131 |
0.0135 |
0.0005 |
3.7% |
0.0000 |
| Volume |
207,838 |
239,900 |
32,062 |
15.4% |
846,068 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4441 |
1.4382 |
1.4185 |
|
| R3 |
1.4346 |
1.4287 |
1.4159 |
|
| R2 |
1.4251 |
1.4251 |
1.4150 |
|
| R1 |
1.4192 |
1.4192 |
1.4142 |
1.4174 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4147 |
| S1 |
1.4097 |
1.4097 |
1.4124 |
1.4079 |
| S2 |
1.4061 |
1.4061 |
1.4116 |
|
| S3 |
1.3966 |
1.4002 |
1.4107 |
|
| S4 |
1.3871 |
1.3907 |
1.4081 |
|
|
| 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 |
1.4320 |
1.3865 |
0.0455 |
3.2% |
0.0092 |
0.7% |
59% |
False |
False |
228,980 |
| 10 |
1.4320 |
1.3675 |
0.0645 |
4.6% |
0.0101 |
0.7% |
71% |
False |
False |
219,567 |
| 20 |
1.4320 |
1.3285 |
0.1035 |
7.3% |
0.0097 |
0.7% |
82% |
False |
False |
198,934 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.1% |
0.0089 |
0.6% |
87% |
False |
False |
170,184 |
| 60 |
1.4320 |
1.2620 |
0.1700 |
12.0% |
0.0097 |
0.7% |
89% |
False |
False |
168,989 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.7% |
0.0076 |
0.5% |
90% |
False |
False |
127,474 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.7% |
0.0063 |
0.4% |
90% |
False |
False |
102,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4619 |
|
2.618 |
1.4464 |
|
1.618 |
1.4369 |
|
1.000 |
1.4310 |
|
0.618 |
1.4274 |
|
HIGH |
1.4215 |
|
0.618 |
1.4179 |
|
0.500 |
1.4168 |
|
0.382 |
1.4156 |
|
LOW |
1.4120 |
|
0.618 |
1.4061 |
|
1.000 |
1.4025 |
|
1.618 |
1.3966 |
|
2.618 |
1.3871 |
|
4.250 |
1.3716 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4168 |
1.4220 |
| PP |
1.4156 |
1.4191 |
| S1 |
1.4145 |
1.4162 |
|