CME Euro FX 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 |
1.3948 |
1.3852 |
-0.0096 |
-0.7% |
1.4159 |
| High |
1.3948 |
1.3895 |
-0.0053 |
-0.4% |
1.4310 |
| Low |
1.3948 |
1.3820 |
-0.0128 |
-0.9% |
1.3948 |
| Close |
1.3948 |
1.3878 |
-0.0070 |
-0.5% |
1.3948 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0362 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
1.2% |
0.0000 |
| Volume |
14,487 |
20,490 |
6,003 |
41.4% |
45,794 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.4059 |
1.3919 |
|
| R3 |
1.4014 |
1.3984 |
1.3899 |
|
| R2 |
1.3939 |
1.3939 |
1.3892 |
|
| R1 |
1.3909 |
1.3909 |
1.3885 |
1.3924 |
| PP |
1.3864 |
1.3864 |
1.3864 |
1.3872 |
| S1 |
1.3834 |
1.3834 |
1.3871 |
1.3849 |
| S2 |
1.3789 |
1.3789 |
1.3864 |
|
| S3 |
1.3714 |
1.3759 |
1.3857 |
|
| S4 |
1.3639 |
1.3684 |
1.3837 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.4913 |
1.4147 |
|
| R3 |
1.4793 |
1.4551 |
1.4048 |
|
| R2 |
1.4431 |
1.4431 |
1.4014 |
|
| R1 |
1.4189 |
1.4189 |
1.3981 |
1.4129 |
| PP |
1.4069 |
1.4069 |
1.4069 |
1.4039 |
| S1 |
1.3827 |
1.3827 |
1.3915 |
1.3767 |
| S2 |
1.3707 |
1.3707 |
1.3882 |
|
| S3 |
1.3345 |
1.3465 |
1.3848 |
|
| S4 |
1.2983 |
1.3103 |
1.3749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4310 |
1.3820 |
0.0490 |
3.5% |
0.0055 |
0.4% |
12% |
False |
True |
12,481 |
| 10 |
1.4310 |
1.3820 |
0.0490 |
3.5% |
0.0033 |
0.2% |
12% |
False |
True |
8,151 |
| 20 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0022 |
0.2% |
49% |
False |
False |
4,513 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0019 |
0.1% |
69% |
False |
False |
2,362 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0019 |
0.1% |
69% |
False |
False |
1,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4214 |
|
2.618 |
1.4091 |
|
1.618 |
1.4016 |
|
1.000 |
1.3970 |
|
0.618 |
1.3941 |
|
HIGH |
1.3895 |
|
0.618 |
1.3866 |
|
0.500 |
1.3858 |
|
0.382 |
1.3849 |
|
LOW |
1.3820 |
|
0.618 |
1.3774 |
|
1.000 |
1.3745 |
|
1.618 |
1.3699 |
|
2.618 |
1.3624 |
|
4.250 |
1.3501 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3871 |
1.4013 |
| PP |
1.3864 |
1.3968 |
| S1 |
1.3858 |
1.3923 |
|