CME Euro FX Future September 2009
Trading Metrics calculated at close of trading on 03-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1.4220 |
1.4121 |
-0.0099 |
-0.7% |
1.3972 |
High |
1.4310 |
1.4121 |
-0.0189 |
-1.3% |
1.4121 |
Low |
1.4220 |
1.4121 |
-0.0099 |
-0.7% |
1.3900 |
Close |
1.4307 |
1.4121 |
-0.0186 |
-1.3% |
1.4121 |
Range |
0.0090 |
0.0000 |
-0.0090 |
-100.0% |
0.0221 |
ATR |
0.0094 |
0.0101 |
0.0007 |
7.0% |
0.0000 |
Volume |
4,076 |
9,512 |
5,436 |
133.4% |
15,228 |
|
Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4121 |
1.4121 |
1.4121 |
|
R3 |
1.4121 |
1.4121 |
1.4121 |
|
R2 |
1.4121 |
1.4121 |
1.4121 |
|
R1 |
1.4121 |
1.4121 |
1.4121 |
1.4121 |
PP |
1.4121 |
1.4121 |
1.4121 |
1.4121 |
S1 |
1.4121 |
1.4121 |
1.4121 |
1.4121 |
S2 |
1.4121 |
1.4121 |
1.4121 |
|
S3 |
1.4121 |
1.4121 |
1.4121 |
|
S4 |
1.4121 |
1.4121 |
1.4121 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4710 |
1.4637 |
1.4243 |
|
R3 |
1.4489 |
1.4416 |
1.4182 |
|
R2 |
1.4268 |
1.4268 |
1.4162 |
|
R1 |
1.4195 |
1.4195 |
1.4141 |
1.4232 |
PP |
1.4047 |
1.4047 |
1.4047 |
1.4066 |
S1 |
1.3974 |
1.3974 |
1.4101 |
1.4011 |
S2 |
1.3826 |
1.3826 |
1.4080 |
|
S3 |
1.3605 |
1.3753 |
1.4060 |
|
S4 |
1.3384 |
1.3532 |
1.3999 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4310 |
1.3900 |
0.0410 |
2.9% |
0.0028 |
0.2% |
54% |
False |
False |
5,291 |
10 |
1.4310 |
1.3745 |
0.0565 |
4.0% |
0.0020 |
0.1% |
67% |
False |
False |
3,840 |
20 |
1.4310 |
1.3285 |
0.1025 |
7.3% |
0.0023 |
0.2% |
82% |
False |
False |
2,120 |
40 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0015 |
0.1% |
86% |
False |
False |
1,150 |
60 |
1.4310 |
1.2656 |
0.1654 |
11.7% |
0.0016 |
0.1% |
89% |
False |
False |
798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4121 |
2.618 |
1.4121 |
1.618 |
1.4121 |
1.000 |
1.4121 |
0.618 |
1.4121 |
HIGH |
1.4121 |
0.618 |
1.4121 |
0.500 |
1.4121 |
0.382 |
1.4121 |
LOW |
1.4121 |
0.618 |
1.4121 |
1.000 |
1.4121 |
1.618 |
1.4121 |
2.618 |
1.4121 |
4.250 |
1.4121 |
|
|
Fisher Pivots for day following 03-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4121 |
1.4216 |
PP |
1.4121 |
1.4184 |
S1 |
1.4121 |
1.4153 |
|