CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4171 |
1.4239 |
0.0068 |
0.5% |
1.3982 |
| High |
1.4230 |
1.4320 |
0.0090 |
0.6% |
1.4160 |
| Low |
1.4155 |
1.4215 |
0.0060 |
0.4% |
1.3865 |
| Close |
1.4169 |
1.4318 |
0.0149 |
1.1% |
1.4131 |
| Range |
0.0075 |
0.0105 |
0.0030 |
40.0% |
0.0295 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.2% |
0.0000 |
| Volume |
251,387 |
207,838 |
-43,549 |
-17.3% |
846,068 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4599 |
1.4564 |
1.4376 |
|
| R3 |
1.4494 |
1.4459 |
1.4347 |
|
| R2 |
1.4389 |
1.4389 |
1.4337 |
|
| R1 |
1.4354 |
1.4354 |
1.4328 |
1.4372 |
| PP |
1.4284 |
1.4284 |
1.4284 |
1.4293 |
| S1 |
1.4249 |
1.4249 |
1.4308 |
1.4267 |
| S2 |
1.4179 |
1.4179 |
1.4299 |
|
| S3 |
1.4074 |
1.4144 |
1.4289 |
|
| S4 |
1.3969 |
1.4039 |
1.4260 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4937 |
1.4829 |
1.4293 |
|
| R3 |
1.4642 |
1.4534 |
1.4212 |
|
| R2 |
1.4347 |
1.4347 |
1.4185 |
|
| R1 |
1.4239 |
1.4239 |
1.4158 |
1.4293 |
| PP |
1.4052 |
1.4052 |
1.4052 |
1.4079 |
| S1 |
1.3944 |
1.3944 |
1.4104 |
1.3998 |
| S2 |
1.3757 |
1.3757 |
1.4077 |
|
| S3 |
1.3462 |
1.3649 |
1.4050 |
|
| S4 |
1.3167 |
1.3354 |
1.3969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4320 |
1.3865 |
0.0455 |
3.2% |
0.0097 |
0.7% |
100% |
True |
False |
224,359 |
| 10 |
1.4320 |
1.3570 |
0.0750 |
5.2% |
0.0099 |
0.7% |
100% |
True |
False |
210,779 |
| 20 |
1.4320 |
1.3285 |
0.1035 |
7.2% |
0.0099 |
0.7% |
100% |
True |
False |
193,379 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.0% |
0.0089 |
0.6% |
100% |
True |
False |
168,099 |
| 60 |
1.4320 |
1.2565 |
0.1755 |
12.3% |
0.0097 |
0.7% |
100% |
True |
False |
165,221 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.5% |
0.0074 |
0.5% |
100% |
True |
False |
124,479 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.5% |
0.0062 |
0.4% |
100% |
True |
False |
99,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4766 |
|
2.618 |
1.4595 |
|
1.618 |
1.4490 |
|
1.000 |
1.4425 |
|
0.618 |
1.4385 |
|
HIGH |
1.4320 |
|
0.618 |
1.4280 |
|
0.500 |
1.4268 |
|
0.382 |
1.4255 |
|
LOW |
1.4215 |
|
0.618 |
1.4150 |
|
1.000 |
1.4110 |
|
1.618 |
1.4045 |
|
2.618 |
1.3940 |
|
4.250 |
1.3769 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4301 |
1.4280 |
| PP |
1.4284 |
1.4241 |
| S1 |
1.4268 |
1.4203 |
|