CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3845 |
1.3885 |
0.0040 |
0.3% |
1.4121 |
| High |
1.3988 |
1.4088 |
0.0100 |
0.7% |
1.4327 |
| Low |
1.3792 |
1.3839 |
0.0047 |
0.3% |
1.3918 |
| Close |
1.3878 |
1.4063 |
0.0185 |
1.3% |
1.3948 |
| Range |
0.0196 |
0.0249 |
0.0053 |
27.0% |
0.0409 |
| ATR |
0.0189 |
0.0193 |
0.0004 |
2.3% |
0.0000 |
| Volume |
19,883 |
28,260 |
8,377 |
42.1% |
45,794 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4744 |
1.4652 |
1.4200 |
|
| R3 |
1.4495 |
1.4403 |
1.4131 |
|
| R2 |
1.4246 |
1.4246 |
1.4109 |
|
| R1 |
1.4154 |
1.4154 |
1.4086 |
1.4200 |
| PP |
1.3997 |
1.3997 |
1.3997 |
1.4020 |
| S1 |
1.3905 |
1.3905 |
1.4040 |
1.3951 |
| S2 |
1.3748 |
1.3748 |
1.4017 |
|
| S3 |
1.3499 |
1.3656 |
1.3995 |
|
| S4 |
1.3250 |
1.3407 |
1.3926 |
|
|
| 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 |
3.8% |
0.0236 |
1.7% |
51% |
False |
False |
17,197 |
| 10 |
1.4327 |
1.3785 |
0.0542 |
3.9% |
0.0214 |
1.5% |
51% |
False |
False |
10,756 |
| 20 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0185 |
1.3% |
71% |
False |
False |
5,869 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0169 |
1.2% |
82% |
False |
False |
3,049 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0167 |
1.2% |
82% |
False |
False |
2,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5146 |
|
2.618 |
1.4740 |
|
1.618 |
1.4491 |
|
1.000 |
1.4337 |
|
0.618 |
1.4242 |
|
HIGH |
1.4088 |
|
0.618 |
1.3993 |
|
0.500 |
1.3964 |
|
0.382 |
1.3934 |
|
LOW |
1.3839 |
|
0.618 |
1.3685 |
|
1.000 |
1.3590 |
|
1.618 |
1.3436 |
|
2.618 |
1.3187 |
|
4.250 |
1.2781 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4030 |
1.4050 |
| PP |
1.3997 |
1.4036 |
| S1 |
1.3964 |
1.4023 |
|