CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4165 |
1.3845 |
-0.0320 |
-2.3% |
1.4121 |
| High |
1.4253 |
1.3988 |
-0.0265 |
-1.9% |
1.4327 |
| Low |
1.3918 |
1.3792 |
-0.0126 |
-0.9% |
1.3918 |
| Close |
1.3948 |
1.3878 |
-0.0070 |
-0.5% |
1.3948 |
| Range |
0.0335 |
0.0196 |
-0.0139 |
-41.5% |
0.0409 |
| ATR |
0.0189 |
0.0189 |
0.0001 |
0.3% |
0.0000 |
| Volume |
14,487 |
19,883 |
5,396 |
37.2% |
45,794 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4474 |
1.4372 |
1.3986 |
|
| R3 |
1.4278 |
1.4176 |
1.3932 |
|
| R2 |
1.4082 |
1.4082 |
1.3914 |
|
| R1 |
1.3980 |
1.3980 |
1.3896 |
1.4031 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3912 |
| S1 |
1.3784 |
1.3784 |
1.3860 |
1.3835 |
| S2 |
1.3690 |
1.3690 |
1.3842 |
|
| S3 |
1.3494 |
1.3588 |
1.3824 |
|
| S4 |
1.3298 |
1.3392 |
1.3770 |
|
|
| 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 |
1.3792 |
0.0535 |
3.9% |
0.0232 |
1.7% |
16% |
False |
True |
12,360 |
| 10 |
1.4327 |
1.3785 |
0.0542 |
3.9% |
0.0207 |
1.5% |
17% |
False |
False |
8,090 |
| 20 |
1.4327 |
1.3416 |
0.0911 |
6.6% |
0.0179 |
1.3% |
51% |
False |
False |
4,483 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0168 |
1.2% |
69% |
False |
False |
2,347 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0163 |
1.2% |
69% |
False |
False |
1,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4821 |
|
2.618 |
1.4501 |
|
1.618 |
1.4305 |
|
1.000 |
1.4184 |
|
0.618 |
1.4109 |
|
HIGH |
1.3988 |
|
0.618 |
1.3913 |
|
0.500 |
1.3890 |
|
0.382 |
1.3867 |
|
LOW |
1.3792 |
|
0.618 |
1.3671 |
|
1.000 |
1.3596 |
|
1.618 |
1.3475 |
|
2.618 |
1.3279 |
|
4.250 |
1.2959 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3890 |
1.4023 |
| PP |
1.3886 |
1.3974 |
| S1 |
1.3882 |
1.3926 |
|