CME Euro FX (E) Future December 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 |
1.4068 |
1.4158 |
0.0090 |
0.6% |
1.4187 |
| High |
1.4144 |
1.4158 |
0.0014 |
0.1% |
1.4282 |
| Low |
1.4068 |
1.3950 |
-0.0118 |
-0.8% |
1.3950 |
| Close |
1.4154 |
1.3941 |
-0.0213 |
-1.5% |
1.3941 |
| Range |
0.0076 |
0.0208 |
0.0132 |
173.7% |
0.0332 |
| ATR |
|
|
|
|
|
| Volume |
254 |
4 |
-250 |
-98.4% |
324 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4640 |
1.4499 |
1.4055 |
|
| R3 |
1.4432 |
1.4291 |
1.3998 |
|
| R2 |
1.4224 |
1.4224 |
1.3979 |
|
| R1 |
1.4083 |
1.4083 |
1.3960 |
1.4050 |
| PP |
1.4016 |
1.4016 |
1.4016 |
1.4000 |
| S1 |
1.3875 |
1.3875 |
1.3922 |
1.3842 |
| S2 |
1.3808 |
1.3808 |
1.3903 |
|
| S3 |
1.3600 |
1.3667 |
1.3884 |
|
| S4 |
1.3392 |
1.3459 |
1.3827 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5054 |
1.4829 |
1.4124 |
|
| R3 |
1.4722 |
1.4497 |
1.4032 |
|
| R2 |
1.4390 |
1.4390 |
1.4002 |
|
| R1 |
1.4165 |
1.4165 |
1.3971 |
1.4112 |
| PP |
1.4058 |
1.4058 |
1.4058 |
1.4031 |
| S1 |
1.3833 |
1.3833 |
1.3911 |
1.3780 |
| S2 |
1.3726 |
1.3726 |
1.3880 |
|
| S3 |
1.3394 |
1.3501 |
1.3850 |
|
| S4 |
1.3062 |
1.3169 |
1.3758 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5042 |
|
2.618 |
1.4703 |
|
1.618 |
1.4495 |
|
1.000 |
1.4366 |
|
0.618 |
1.4287 |
|
HIGH |
1.4158 |
|
0.618 |
1.4079 |
|
0.500 |
1.4054 |
|
0.382 |
1.4029 |
|
LOW |
1.3950 |
|
0.618 |
1.3821 |
|
1.000 |
1.3742 |
|
1.618 |
1.3613 |
|
2.618 |
1.3405 |
|
4.250 |
1.3066 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4054 |
1.4083 |
| PP |
1.4016 |
1.4035 |
| S1 |
1.3979 |
1.3988 |
|