CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4139 |
1.4173 |
0.0034 |
0.2% |
1.4171 |
| High |
1.4220 |
1.4256 |
0.0036 |
0.3% |
1.4320 |
| Low |
1.4102 |
1.3935 |
-0.0167 |
-1.2% |
1.3935 |
| Close |
1.4178 |
1.3961 |
-0.0217 |
-1.5% |
1.3961 |
| Range |
0.0118 |
0.0321 |
0.0203 |
172.0% |
0.0385 |
| ATR |
0.0134 |
0.0147 |
0.0013 |
10.0% |
0.0000 |
| Volume |
264,799 |
277,174 |
12,375 |
4.7% |
1,241,098 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5014 |
1.4808 |
1.4138 |
|
| R3 |
1.4693 |
1.4487 |
1.4049 |
|
| R2 |
1.4372 |
1.4372 |
1.4020 |
|
| R1 |
1.4166 |
1.4166 |
1.3990 |
1.4109 |
| PP |
1.4051 |
1.4051 |
1.4051 |
1.4022 |
| S1 |
1.3845 |
1.3845 |
1.3932 |
1.3788 |
| S2 |
1.3730 |
1.3730 |
1.3902 |
|
| S3 |
1.3409 |
1.3524 |
1.3873 |
|
| S4 |
1.3088 |
1.3203 |
1.3784 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5227 |
1.4979 |
1.4173 |
|
| R3 |
1.4842 |
1.4594 |
1.4067 |
|
| R2 |
1.4457 |
1.4457 |
1.4032 |
|
| R1 |
1.4209 |
1.4209 |
1.3996 |
1.4141 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4038 |
| S1 |
1.3824 |
1.3824 |
1.3926 |
1.3756 |
| S2 |
1.3687 |
1.3687 |
1.3890 |
|
| S3 |
1.3302 |
1.3439 |
1.3855 |
|
| S4 |
1.2917 |
1.3054 |
1.3749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4320 |
1.3935 |
0.0385 |
2.8% |
0.0143 |
1.0% |
7% |
False |
True |
248,219 |
| 10 |
1.4320 |
1.3865 |
0.0455 |
3.3% |
0.0112 |
0.8% |
21% |
False |
False |
231,447 |
| 20 |
1.4320 |
1.3465 |
0.0855 |
6.1% |
0.0107 |
0.8% |
58% |
False |
False |
208,733 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.2% |
0.0097 |
0.7% |
75% |
False |
False |
176,506 |
| 60 |
1.4320 |
1.2750 |
0.1570 |
11.2% |
0.0101 |
0.7% |
77% |
False |
False |
176,592 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.8% |
0.0081 |
0.6% |
80% |
False |
False |
134,242 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.8% |
0.0067 |
0.5% |
80% |
False |
False |
107,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5620 |
|
2.618 |
1.5096 |
|
1.618 |
1.4775 |
|
1.000 |
1.4577 |
|
0.618 |
1.4454 |
|
HIGH |
1.4256 |
|
0.618 |
1.4133 |
|
0.500 |
1.4096 |
|
0.382 |
1.4058 |
|
LOW |
1.3935 |
|
0.618 |
1.3737 |
|
1.000 |
1.3614 |
|
1.618 |
1.3416 |
|
2.618 |
1.3095 |
|
4.250 |
1.2571 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4096 |
1.4096 |
| PP |
1.4051 |
1.4051 |
| S1 |
1.4006 |
1.4006 |
|