CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4072 |
1.4082 |
0.0010 |
0.1% |
1.4171 |
| High |
1.4080 |
1.4165 |
0.0085 |
0.6% |
1.4320 |
| Low |
1.3930 |
1.4071 |
0.0141 |
1.0% |
1.3935 |
| Close |
1.3968 |
1.4128 |
0.0160 |
1.1% |
1.3961 |
| Range |
0.0150 |
0.0094 |
-0.0056 |
-37.3% |
0.0385 |
| ATR |
0.0149 |
0.0153 |
0.0003 |
2.3% |
0.0000 |
| Volume |
234,735 |
254,514 |
19,779 |
8.4% |
1,241,098 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4403 |
1.4360 |
1.4180 |
|
| R3 |
1.4309 |
1.4266 |
1.4154 |
|
| R2 |
1.4215 |
1.4215 |
1.4145 |
|
| R1 |
1.4172 |
1.4172 |
1.4137 |
1.4194 |
| PP |
1.4121 |
1.4121 |
1.4121 |
1.4132 |
| S1 |
1.4078 |
1.4078 |
1.4119 |
1.4100 |
| S2 |
1.4027 |
1.4027 |
1.4111 |
|
| S3 |
1.3933 |
1.3984 |
1.4102 |
|
| S4 |
1.3839 |
1.3890 |
1.4076 |
|
|
| 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% |
0.0145 |
1.0% |
70% |
False |
False |
253,529 |
| 10 |
1.4320 |
1.3830 |
0.0490 |
3.5% |
0.0119 |
0.8% |
61% |
False |
False |
243,593 |
| 20 |
1.4320 |
1.3465 |
0.0855 |
6.1% |
0.0111 |
0.8% |
78% |
False |
False |
219,900 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.1% |
0.0098 |
0.7% |
87% |
False |
False |
188,466 |
| 60 |
1.4320 |
1.2895 |
0.1425 |
10.1% |
0.0103 |
0.7% |
87% |
False |
False |
182,812 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.7% |
0.0086 |
0.6% |
89% |
False |
False |
146,594 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.7% |
0.0069 |
0.5% |
89% |
False |
False |
117,338 |
| 120 |
1.4320 |
1.2530 |
0.1790 |
12.7% |
0.0062 |
0.4% |
89% |
False |
False |
97,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4565 |
|
2.618 |
1.4411 |
|
1.618 |
1.4317 |
|
1.000 |
1.4259 |
|
0.618 |
1.4223 |
|
HIGH |
1.4165 |
|
0.618 |
1.4129 |
|
0.500 |
1.4118 |
|
0.382 |
1.4107 |
|
LOW |
1.4071 |
|
0.618 |
1.4013 |
|
1.000 |
1.3977 |
|
1.618 |
1.3919 |
|
2.618 |
1.3825 |
|
4.250 |
1.3672 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4125 |
1.4101 |
| PP |
1.4121 |
1.4074 |
| S1 |
1.4118 |
1.4048 |
|