CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3915 |
1.4121 |
0.0206 |
1.5% |
1.4021 |
| High |
1.4155 |
1.4232 |
0.0077 |
0.5% |
1.4155 |
| Low |
1.3915 |
1.4088 |
0.0173 |
1.2% |
1.3785 |
| Close |
1.4121 |
1.4159 |
0.0038 |
0.3% |
1.4121 |
| Range |
0.0240 |
0.0144 |
-0.0096 |
-40.0% |
0.0370 |
| ATR |
0.0172 |
0.0170 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
6,659 |
3,876 |
-2,783 |
-41.8% |
15,228 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4592 |
1.4519 |
1.4238 |
|
| R3 |
1.4448 |
1.4375 |
1.4199 |
|
| R2 |
1.4304 |
1.4304 |
1.4185 |
|
| R1 |
1.4231 |
1.4231 |
1.4172 |
1.4268 |
| PP |
1.4160 |
1.4160 |
1.4160 |
1.4178 |
| S1 |
1.4087 |
1.4087 |
1.4146 |
1.4124 |
| S2 |
1.4016 |
1.4016 |
1.4133 |
|
| S3 |
1.3872 |
1.3943 |
1.4119 |
|
| S4 |
1.3728 |
1.3799 |
1.4080 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5130 |
1.4996 |
1.4325 |
|
| R3 |
1.4760 |
1.4626 |
1.4223 |
|
| R2 |
1.4390 |
1.4390 |
1.4189 |
|
| R1 |
1.4256 |
1.4256 |
1.4155 |
1.4323 |
| PP |
1.4020 |
1.4020 |
1.4020 |
1.4054 |
| S1 |
1.3886 |
1.3886 |
1.4087 |
1.3953 |
| S2 |
1.3650 |
1.3650 |
1.4053 |
|
| S3 |
1.3280 |
1.3516 |
1.4019 |
|
| S4 |
1.2910 |
1.3146 |
1.3918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4232 |
1.3785 |
0.0447 |
3.2% |
0.0181 |
1.3% |
84% |
True |
False |
3,820 |
| 10 |
1.4232 |
1.3416 |
0.0816 |
5.8% |
0.0174 |
1.2% |
91% |
True |
False |
2,542 |
| 20 |
1.4232 |
1.3221 |
0.1011 |
7.1% |
0.0167 |
1.2% |
93% |
True |
False |
1,450 |
| 40 |
1.4232 |
1.2876 |
0.1356 |
9.6% |
0.0155 |
1.1% |
95% |
True |
False |
820 |
| 60 |
1.4232 |
1.2621 |
0.1611 |
11.4% |
0.0152 |
1.1% |
95% |
True |
False |
574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4844 |
|
2.618 |
1.4609 |
|
1.618 |
1.4465 |
|
1.000 |
1.4376 |
|
0.618 |
1.4321 |
|
HIGH |
1.4232 |
|
0.618 |
1.4177 |
|
0.500 |
1.4160 |
|
0.382 |
1.4143 |
|
LOW |
1.4088 |
|
0.618 |
1.3999 |
|
1.000 |
1.3944 |
|
1.618 |
1.3855 |
|
2.618 |
1.3711 |
|
4.250 |
1.3476 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4160 |
1.4109 |
| PP |
1.4160 |
1.4059 |
| S1 |
1.4159 |
1.4009 |
|