CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4292 |
1.4131 |
-0.0161 |
-1.1% |
1.4021 |
| High |
1.4327 |
1.4228 |
-0.0099 |
-0.7% |
1.4155 |
| Low |
1.4097 |
1.4056 |
-0.0041 |
-0.3% |
1.3785 |
| Close |
1.4121 |
1.4164 |
0.0043 |
0.3% |
1.4121 |
| Range |
0.0230 |
0.0172 |
-0.0058 |
-25.2% |
0.0370 |
| ATR |
0.0178 |
0.0177 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
9,512 |
13,843 |
4,331 |
45.5% |
15,228 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4665 |
1.4587 |
1.4259 |
|
| R3 |
1.4493 |
1.4415 |
1.4211 |
|
| R2 |
1.4321 |
1.4321 |
1.4196 |
|
| R1 |
1.4243 |
1.4243 |
1.4180 |
1.4282 |
| PP |
1.4149 |
1.4149 |
1.4149 |
1.4169 |
| S1 |
1.4071 |
1.4071 |
1.4148 |
1.4110 |
| S2 |
1.3977 |
1.3977 |
1.4132 |
|
| S3 |
1.3805 |
1.3899 |
1.4117 |
|
| S4 |
1.3633 |
1.3727 |
1.4069 |
|
|
| 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 |
1.4327 |
1.3915 |
0.0412 |
2.9% |
0.0202 |
1.4% |
60% |
False |
False |
7,593 |
| 10 |
1.4327 |
1.3712 |
0.0615 |
4.3% |
0.0187 |
1.3% |
73% |
False |
False |
5,097 |
| 20 |
1.4327 |
1.3250 |
0.1077 |
7.6% |
0.0175 |
1.2% |
85% |
False |
False |
2,804 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0161 |
1.1% |
89% |
False |
False |
1,495 |
| 60 |
1.4327 |
1.2780 |
0.1547 |
10.9% |
0.0158 |
1.1% |
89% |
False |
False |
1,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4959 |
|
2.618 |
1.4678 |
|
1.618 |
1.4506 |
|
1.000 |
1.4400 |
|
0.618 |
1.4334 |
|
HIGH |
1.4228 |
|
0.618 |
1.4162 |
|
0.500 |
1.4142 |
|
0.382 |
1.4122 |
|
LOW |
1.4056 |
|
0.618 |
1.3950 |
|
1.000 |
1.3884 |
|
1.618 |
1.3778 |
|
2.618 |
1.3606 |
|
4.250 |
1.3325 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4157 |
1.4192 |
| PP |
1.4149 |
1.4182 |
| S1 |
1.4142 |
1.4173 |
|