CME Euro FX (E) Future June 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 |
1.4147 |
1.4177 |
0.0030 |
0.2% |
1.4133 |
| High |
1.4241 |
1.4267 |
0.0026 |
0.2% |
1.4338 |
| Low |
1.4069 |
1.3931 |
-0.0138 |
-1.0% |
1.3931 |
| Close |
1.4178 |
1.3961 |
-0.0217 |
-1.5% |
1.3961 |
| Range |
0.0172 |
0.0336 |
0.0164 |
95.3% |
0.0407 |
| ATR |
0.0188 |
0.0199 |
0.0011 |
5.6% |
0.0000 |
| Volume |
262,944 |
275,312 |
12,368 |
4.7% |
1,234,274 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5061 |
1.4847 |
1.4146 |
|
| R3 |
1.4725 |
1.4511 |
1.4053 |
|
| R2 |
1.4389 |
1.4389 |
1.4023 |
|
| R1 |
1.4175 |
1.4175 |
1.3992 |
1.4114 |
| PP |
1.4053 |
1.4053 |
1.4053 |
1.4023 |
| S1 |
1.3839 |
1.3839 |
1.3930 |
1.3778 |
| S2 |
1.3717 |
1.3717 |
1.3899 |
|
| S3 |
1.3381 |
1.3503 |
1.3869 |
|
| S4 |
1.3045 |
1.3167 |
1.3776 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5298 |
1.5036 |
1.4185 |
|
| R3 |
1.4891 |
1.4629 |
1.4073 |
|
| R2 |
1.4484 |
1.4484 |
1.4036 |
|
| R1 |
1.4222 |
1.4222 |
1.3998 |
1.4150 |
| PP |
1.4077 |
1.4077 |
1.4077 |
1.4040 |
| S1 |
1.3815 |
1.3815 |
1.3924 |
1.3743 |
| S2 |
1.3670 |
1.3670 |
1.3886 |
|
| S3 |
1.3263 |
1.3408 |
1.3849 |
|
| S4 |
1.2856 |
1.3001 |
1.3737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4338 |
1.3931 |
0.0407 |
2.9% |
0.0223 |
1.6% |
7% |
False |
True |
246,854 |
| 10 |
1.4338 |
1.3791 |
0.0547 |
3.9% |
0.0206 |
1.5% |
31% |
False |
False |
230,441 |
| 20 |
1.4338 |
1.3339 |
0.0999 |
7.2% |
0.0192 |
1.4% |
62% |
False |
False |
207,336 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.5% |
0.0187 |
1.3% |
74% |
False |
False |
175,249 |
| 60 |
1.4338 |
1.2732 |
0.1606 |
11.5% |
0.0197 |
1.4% |
77% |
False |
False |
175,187 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.5% |
0.0195 |
1.4% |
80% |
False |
False |
133,151 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.5% |
0.0201 |
1.4% |
80% |
False |
False |
106,580 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.3% |
0.0206 |
1.5% |
71% |
False |
False |
88,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5695 |
|
2.618 |
1.5147 |
|
1.618 |
1.4811 |
|
1.000 |
1.4603 |
|
0.618 |
1.4475 |
|
HIGH |
1.4267 |
|
0.618 |
1.4139 |
|
0.500 |
1.4099 |
|
0.382 |
1.4059 |
|
LOW |
1.3931 |
|
0.618 |
1.3723 |
|
1.000 |
1.3595 |
|
1.618 |
1.3387 |
|
2.618 |
1.3051 |
|
4.250 |
1.2503 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4099 |
1.4135 |
| PP |
1.4053 |
1.4077 |
| S1 |
1.4007 |
1.4019 |
|