CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4131 |
1.4165 |
0.0034 |
0.2% |
1.4121 |
| High |
1.4228 |
1.4253 |
0.0025 |
0.2% |
1.4327 |
| Low |
1.4056 |
1.3918 |
-0.0138 |
-1.0% |
1.3918 |
| Close |
1.4164 |
1.3948 |
-0.0216 |
-1.5% |
1.3948 |
| Range |
0.0172 |
0.0335 |
0.0163 |
94.8% |
0.0409 |
| ATR |
0.0177 |
0.0189 |
0.0011 |
6.4% |
0.0000 |
| Volume |
13,843 |
14,487 |
644 |
4.7% |
45,794 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5045 |
1.4831 |
1.4132 |
|
| R3 |
1.4710 |
1.4496 |
1.4040 |
|
| R2 |
1.4375 |
1.4375 |
1.4009 |
|
| R1 |
1.4161 |
1.4161 |
1.3979 |
1.4101 |
| PP |
1.4040 |
1.4040 |
1.4040 |
1.4009 |
| S1 |
1.3826 |
1.3826 |
1.3917 |
1.3766 |
| S2 |
1.3705 |
1.3705 |
1.3887 |
|
| S3 |
1.3370 |
1.3491 |
1.3856 |
|
| S4 |
1.3035 |
1.3156 |
1.3764 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5291 |
1.5029 |
1.4173 |
|
| R3 |
1.4882 |
1.4620 |
1.4060 |
|
| R2 |
1.4473 |
1.4473 |
1.4023 |
|
| R1 |
1.4211 |
1.4211 |
1.3985 |
1.4138 |
| PP |
1.4064 |
1.4064 |
1.4064 |
1.4028 |
| S1 |
1.3802 |
1.3802 |
1.3911 |
1.3729 |
| S2 |
1.3655 |
1.3655 |
1.3873 |
|
| S3 |
1.3246 |
1.3393 |
1.3836 |
|
| S4 |
1.2837 |
1.2984 |
1.3723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4327 |
1.3918 |
0.0409 |
2.9% |
0.0221 |
1.6% |
7% |
False |
True |
9,158 |
| 10 |
1.4327 |
1.3785 |
0.0542 |
3.9% |
0.0201 |
1.4% |
30% |
False |
False |
6,297 |
| 20 |
1.4327 |
1.3388 |
0.0939 |
6.7% |
0.0181 |
1.3% |
60% |
False |
False |
3,513 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0167 |
1.2% |
74% |
False |
False |
1,853 |
| 60 |
1.4327 |
1.2787 |
0.1540 |
11.0% |
0.0162 |
1.2% |
75% |
False |
False |
1,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5677 |
|
2.618 |
1.5130 |
|
1.618 |
1.4795 |
|
1.000 |
1.4588 |
|
0.618 |
1.4460 |
|
HIGH |
1.4253 |
|
0.618 |
1.4125 |
|
0.500 |
1.4086 |
|
0.382 |
1.4046 |
|
LOW |
1.3918 |
|
0.618 |
1.3711 |
|
1.000 |
1.3583 |
|
1.618 |
1.3376 |
|
2.618 |
1.3041 |
|
4.250 |
1.2494 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4086 |
1.4123 |
| PP |
1.4040 |
1.4064 |
| S1 |
1.3994 |
1.4006 |
|