CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4121 |
1.4144 |
0.0023 |
0.2% |
1.4021 |
| High |
1.4232 |
1.4320 |
0.0088 |
0.6% |
1.4155 |
| Low |
1.4088 |
1.4094 |
0.0006 |
0.0% |
1.3785 |
| Close |
1.4159 |
1.4307 |
0.0148 |
1.0% |
1.4121 |
| Range |
0.0144 |
0.0226 |
0.0082 |
56.9% |
0.0370 |
| ATR |
0.0170 |
0.0174 |
0.0004 |
2.4% |
0.0000 |
| Volume |
3,876 |
4,076 |
200 |
5.2% |
15,228 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4918 |
1.4839 |
1.4431 |
|
| R3 |
1.4692 |
1.4613 |
1.4369 |
|
| R2 |
1.4466 |
1.4466 |
1.4348 |
|
| R1 |
1.4387 |
1.4387 |
1.4328 |
1.4427 |
| PP |
1.4240 |
1.4240 |
1.4240 |
1.4260 |
| S1 |
1.4161 |
1.4161 |
1.4286 |
1.4201 |
| S2 |
1.4014 |
1.4014 |
1.4266 |
|
| S3 |
1.3788 |
1.3935 |
1.4245 |
|
| S4 |
1.3562 |
1.3709 |
1.4183 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5130 |
1.4996 |
1.4325 |
|
| R3 |
1.4760 |
1.4626 |
1.4223 |
|
| R2 |
1.4390 |
1.4390 |
1.4189 |
|
| R1 |
1.4256 |
1.4256 |
1.4155 |
1.4323 |
| PP |
1.4020 |
1.4020 |
1.4020 |
1.4054 |
| S1 |
1.3886 |
1.3886 |
1.4087 |
1.3953 |
| S2 |
1.3650 |
1.3650 |
1.4053 |
|
| S3 |
1.3280 |
1.3516 |
1.4019 |
|
| S4 |
1.2910 |
1.3146 |
1.3918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4320 |
1.3785 |
0.0535 |
3.7% |
0.0191 |
1.3% |
98% |
True |
False |
4,316 |
| 10 |
1.4320 |
1.3524 |
0.0796 |
5.6% |
0.0183 |
1.3% |
98% |
True |
False |
2,926 |
| 20 |
1.4320 |
1.3242 |
0.1078 |
7.5% |
0.0168 |
1.2% |
99% |
True |
False |
1,652 |
| 40 |
1.4320 |
1.2876 |
0.1444 |
10.1% |
0.0159 |
1.1% |
99% |
True |
False |
916 |
| 60 |
1.4320 |
1.2621 |
0.1699 |
11.9% |
0.0154 |
1.1% |
99% |
True |
False |
640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5281 |
|
2.618 |
1.4912 |
|
1.618 |
1.4686 |
|
1.000 |
1.4546 |
|
0.618 |
1.4460 |
|
HIGH |
1.4320 |
|
0.618 |
1.4234 |
|
0.500 |
1.4207 |
|
0.382 |
1.4180 |
|
LOW |
1.4094 |
|
0.618 |
1.3954 |
|
1.000 |
1.3868 |
|
1.618 |
1.3728 |
|
2.618 |
1.3502 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4274 |
1.4244 |
| PP |
1.4240 |
1.4181 |
| S1 |
1.4207 |
1.4118 |
|