CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3992 |
1.4072 |
0.0080 |
0.6% |
1.4171 |
| High |
1.4077 |
1.4080 |
0.0003 |
0.0% |
1.4320 |
| Low |
1.3992 |
1.3930 |
-0.0062 |
-0.4% |
1.3935 |
| Close |
1.4077 |
1.3968 |
-0.0109 |
-0.8% |
1.3961 |
| Range |
0.0085 |
0.0150 |
0.0065 |
76.5% |
0.0385 |
| ATR |
0.0149 |
0.0149 |
0.0000 |
0.0% |
0.0000 |
| Volume |
217,965 |
234,735 |
16,770 |
7.7% |
1,241,098 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4443 |
1.4355 |
1.4051 |
|
| R3 |
1.4293 |
1.4205 |
1.4009 |
|
| R2 |
1.4143 |
1.4143 |
1.3996 |
|
| R1 |
1.4055 |
1.4055 |
1.3982 |
1.4024 |
| PP |
1.3993 |
1.3993 |
1.3993 |
1.3977 |
| S1 |
1.3905 |
1.3905 |
1.3954 |
1.3874 |
| S2 |
1.3843 |
1.3843 |
1.3941 |
|
| S3 |
1.3693 |
1.3755 |
1.3927 |
|
| S4 |
1.3543 |
1.3605 |
1.3886 |
|
|
| 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 |
1.4256 |
1.3830 |
0.0426 |
3.0% |
0.0150 |
1.1% |
32% |
False |
False |
255,586 |
| 10 |
1.4320 |
1.3830 |
0.0490 |
3.5% |
0.0121 |
0.9% |
28% |
False |
False |
242,283 |
| 20 |
1.4320 |
1.3465 |
0.0855 |
6.1% |
0.0109 |
0.8% |
59% |
False |
False |
216,753 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.2% |
0.0098 |
0.7% |
75% |
False |
False |
185,466 |
| 60 |
1.4320 |
1.2895 |
0.1425 |
10.2% |
0.0102 |
0.7% |
75% |
False |
False |
181,732 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.8% |
0.0085 |
0.6% |
80% |
False |
False |
143,416 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.8% |
0.0068 |
0.5% |
80% |
False |
False |
114,796 |
| 120 |
1.4320 |
1.2530 |
0.1790 |
12.8% |
0.0061 |
0.4% |
80% |
False |
False |
95,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4718 |
|
2.618 |
1.4473 |
|
1.618 |
1.4323 |
|
1.000 |
1.4230 |
|
0.618 |
1.4173 |
|
HIGH |
1.4080 |
|
0.618 |
1.4023 |
|
0.500 |
1.4005 |
|
0.382 |
1.3987 |
|
LOW |
1.3930 |
|
0.618 |
1.3837 |
|
1.000 |
1.3780 |
|
1.618 |
1.3687 |
|
2.618 |
1.3537 |
|
4.250 |
1.3293 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4005 |
1.3964 |
| PP |
1.3993 |
1.3959 |
| S1 |
1.3980 |
1.3955 |
|