CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4209 |
1.4139 |
-0.0070 |
-0.5% |
1.3982 |
| High |
1.4215 |
1.4220 |
0.0005 |
0.0% |
1.4160 |
| Low |
1.4120 |
1.4102 |
-0.0018 |
-0.1% |
1.3865 |
| Close |
1.4133 |
1.4178 |
0.0045 |
0.3% |
1.4131 |
| Range |
0.0095 |
0.0118 |
0.0023 |
24.2% |
0.0295 |
| ATR |
0.0135 |
0.0134 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
239,900 |
264,799 |
24,899 |
10.4% |
846,068 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4521 |
1.4467 |
1.4243 |
|
| R3 |
1.4403 |
1.4349 |
1.4210 |
|
| R2 |
1.4285 |
1.4285 |
1.4200 |
|
| R1 |
1.4231 |
1.4231 |
1.4189 |
1.4258 |
| PP |
1.4167 |
1.4167 |
1.4167 |
1.4180 |
| S1 |
1.4113 |
1.4113 |
1.4167 |
1.4140 |
| S2 |
1.4049 |
1.4049 |
1.4156 |
|
| S3 |
1.3931 |
1.3995 |
1.4146 |
|
| S4 |
1.3813 |
1.3877 |
1.4113 |
|
|
| 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 |
1.4085 |
0.0235 |
1.7% |
0.0094 |
0.7% |
40% |
False |
False |
233,657 |
| 10 |
1.4320 |
1.3730 |
0.0590 |
4.2% |
0.0098 |
0.7% |
76% |
False |
False |
226,544 |
| 20 |
1.4320 |
1.3290 |
0.1030 |
7.3% |
0.0099 |
0.7% |
86% |
False |
False |
204,406 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.1% |
0.0091 |
0.6% |
90% |
False |
False |
173,161 |
| 60 |
1.4320 |
1.2750 |
0.1570 |
11.1% |
0.0096 |
0.7% |
91% |
False |
False |
172,879 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.6% |
0.0077 |
0.5% |
92% |
False |
False |
130,779 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.6% |
0.0064 |
0.5% |
92% |
False |
False |
104,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4722 |
|
2.618 |
1.4529 |
|
1.618 |
1.4411 |
|
1.000 |
1.4338 |
|
0.618 |
1.4293 |
|
HIGH |
1.4220 |
|
0.618 |
1.4175 |
|
0.500 |
1.4161 |
|
0.382 |
1.4147 |
|
LOW |
1.4102 |
|
0.618 |
1.4029 |
|
1.000 |
1.3984 |
|
1.618 |
1.3911 |
|
2.618 |
1.3793 |
|
4.250 |
1.3601 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4172 |
1.4211 |
| PP |
1.4167 |
1.4200 |
| S1 |
1.4161 |
1.4189 |
|