CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4173 |
1.3875 |
-0.0298 |
-2.1% |
1.4171 |
| High |
1.4256 |
1.3905 |
-0.0351 |
-2.5% |
1.4320 |
| Low |
1.3935 |
1.3830 |
-0.0105 |
-0.8% |
1.3935 |
| Close |
1.3961 |
1.3891 |
-0.0070 |
-0.5% |
1.3961 |
| Range |
0.0321 |
0.0075 |
-0.0246 |
-76.6% |
0.0385 |
| ATR |
0.0147 |
0.0146 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
277,174 |
283,258 |
6,084 |
2.2% |
1,241,098 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4100 |
1.4071 |
1.3932 |
|
| R3 |
1.4025 |
1.3996 |
1.3912 |
|
| R2 |
1.3950 |
1.3950 |
1.3905 |
|
| R1 |
1.3921 |
1.3921 |
1.3898 |
1.3936 |
| PP |
1.3875 |
1.3875 |
1.3875 |
1.3883 |
| S1 |
1.3846 |
1.3846 |
1.3884 |
1.3861 |
| S2 |
1.3800 |
1.3800 |
1.3877 |
|
| S3 |
1.3725 |
1.3771 |
1.3870 |
|
| S4 |
1.3650 |
1.3696 |
1.3850 |
|
|
| 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 |
1.3830 |
0.0490 |
3.5% |
0.0143 |
1.0% |
12% |
False |
True |
254,593 |
| 10 |
1.4320 |
1.3830 |
0.0490 |
3.5% |
0.0116 |
0.8% |
12% |
False |
True |
237,042 |
| 20 |
1.4320 |
1.3465 |
0.0855 |
6.2% |
0.0103 |
0.7% |
50% |
False |
False |
210,317 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.3% |
0.0095 |
0.7% |
70% |
False |
False |
180,009 |
| 60 |
1.4320 |
1.2875 |
0.1445 |
10.4% |
0.0100 |
0.7% |
70% |
False |
False |
179,832 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.9% |
0.0082 |
0.6% |
76% |
False |
False |
137,779 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.9% |
0.0067 |
0.5% |
76% |
False |
False |
110,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4224 |
|
2.618 |
1.4101 |
|
1.618 |
1.4026 |
|
1.000 |
1.3980 |
|
0.618 |
1.3951 |
|
HIGH |
1.3905 |
|
0.618 |
1.3876 |
|
0.500 |
1.3868 |
|
0.382 |
1.3859 |
|
LOW |
1.3830 |
|
0.618 |
1.3784 |
|
1.000 |
1.3755 |
|
1.618 |
1.3709 |
|
2.618 |
1.3634 |
|
4.250 |
1.3511 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3883 |
1.4043 |
| PP |
1.3875 |
1.3992 |
| S1 |
1.3868 |
1.3942 |
|