CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3875 |
1.3992 |
0.0117 |
0.8% |
1.4171 |
| High |
1.3905 |
1.4077 |
0.0172 |
1.2% |
1.4320 |
| Low |
1.3830 |
1.3992 |
0.0162 |
1.2% |
1.3935 |
| Close |
1.3891 |
1.4077 |
0.0186 |
1.3% |
1.3961 |
| Range |
0.0075 |
0.0085 |
0.0010 |
13.3% |
0.0385 |
| ATR |
0.0146 |
0.0149 |
0.0003 |
1.9% |
0.0000 |
| Volume |
283,258 |
217,965 |
-65,293 |
-23.1% |
1,241,098 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4304 |
1.4275 |
1.4124 |
|
| R3 |
1.4219 |
1.4190 |
1.4100 |
|
| R2 |
1.4134 |
1.4134 |
1.4093 |
|
| R1 |
1.4105 |
1.4105 |
1.4085 |
1.4120 |
| PP |
1.4049 |
1.4049 |
1.4049 |
1.4056 |
| S1 |
1.4020 |
1.4020 |
1.4069 |
1.4035 |
| S2 |
1.3964 |
1.3964 |
1.4061 |
|
| S3 |
1.3879 |
1.3935 |
1.4054 |
|
| S4 |
1.3794 |
1.3850 |
1.4030 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5227 |
1.4979 |
1.4173 |
|
| R3 |
1.4842 |
1.4594 |
1.4067 |
|
| R2 |
1.4457 |
1.4457 |
1.4032 |
|
| R1 |
1.4209 |
1.4209 |
1.3996 |
1.4141 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4038 |
| S1 |
1.3824 |
1.3824 |
1.3926 |
1.3756 |
| S2 |
1.3687 |
1.3687 |
1.3890 |
|
| S3 |
1.3302 |
1.3439 |
1.3855 |
|
| S4 |
1.2917 |
1.3054 |
1.3749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4256 |
1.3830 |
0.0426 |
3.0% |
0.0139 |
1.0% |
58% |
False |
False |
256,619 |
| 10 |
1.4320 |
1.3830 |
0.0490 |
3.5% |
0.0118 |
0.8% |
50% |
False |
False |
240,489 |
| 20 |
1.4320 |
1.3465 |
0.0855 |
6.1% |
0.0106 |
0.8% |
72% |
False |
False |
212,227 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.1% |
0.0095 |
0.7% |
83% |
False |
False |
181,571 |
| 60 |
1.4320 |
1.2895 |
0.1425 |
10.1% |
0.0100 |
0.7% |
83% |
False |
False |
180,349 |
| 80 |
1.4320 |
1.2530 |
0.1790 |
12.7% |
0.0083 |
0.6% |
86% |
False |
False |
140,501 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.7% |
0.0068 |
0.5% |
86% |
False |
False |
112,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4438 |
|
2.618 |
1.4300 |
|
1.618 |
1.4215 |
|
1.000 |
1.4162 |
|
0.618 |
1.4130 |
|
HIGH |
1.4077 |
|
0.618 |
1.4045 |
|
0.500 |
1.4035 |
|
0.382 |
1.4024 |
|
LOW |
1.3992 |
|
0.618 |
1.3939 |
|
1.000 |
1.3907 |
|
1.618 |
1.3854 |
|
2.618 |
1.3769 |
|
4.250 |
1.3631 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4063 |
1.4066 |
| PP |
1.4049 |
1.4054 |
| S1 |
1.4035 |
1.4043 |
|