CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4144 |
1.4292 |
0.0148 |
1.0% |
1.4021 |
| High |
1.4320 |
1.4327 |
0.0007 |
0.0% |
1.4155 |
| Low |
1.4094 |
1.4097 |
0.0003 |
0.0% |
1.3785 |
| Close |
1.4307 |
1.4121 |
-0.0186 |
-1.3% |
1.4121 |
| Range |
0.0226 |
0.0230 |
0.0004 |
1.8% |
0.0370 |
| ATR |
0.0174 |
0.0178 |
0.0004 |
2.3% |
0.0000 |
| Volume |
4,076 |
9,512 |
5,436 |
133.4% |
15,228 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4872 |
1.4726 |
1.4248 |
|
| R3 |
1.4642 |
1.4496 |
1.4184 |
|
| R2 |
1.4412 |
1.4412 |
1.4163 |
|
| R1 |
1.4266 |
1.4266 |
1.4142 |
1.4224 |
| PP |
1.4182 |
1.4182 |
1.4182 |
1.4161 |
| S1 |
1.4036 |
1.4036 |
1.4100 |
1.3994 |
| S2 |
1.3952 |
1.3952 |
1.4079 |
|
| S3 |
1.3722 |
1.3806 |
1.4058 |
|
| S4 |
1.3492 |
1.3576 |
1.3995 |
|
|
| 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 |
1.4327 |
1.3785 |
0.0542 |
3.8% |
0.0205 |
1.5% |
62% |
True |
False |
5,291 |
| 10 |
1.4327 |
1.3574 |
0.0753 |
5.3% |
0.0194 |
1.4% |
73% |
True |
False |
3,840 |
| 20 |
1.4327 |
1.3242 |
0.1085 |
7.7% |
0.0173 |
1.2% |
81% |
True |
False |
2,120 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0160 |
1.1% |
86% |
True |
False |
1,150 |
| 60 |
1.4327 |
1.2700 |
0.1627 |
11.5% |
0.0157 |
1.1% |
87% |
True |
False |
798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5305 |
|
2.618 |
1.4929 |
|
1.618 |
1.4699 |
|
1.000 |
1.4557 |
|
0.618 |
1.4469 |
|
HIGH |
1.4327 |
|
0.618 |
1.4239 |
|
0.500 |
1.4212 |
|
0.382 |
1.4185 |
|
LOW |
1.4097 |
|
0.618 |
1.3955 |
|
1.000 |
1.3867 |
|
1.618 |
1.3725 |
|
2.618 |
1.3495 |
|
4.250 |
1.3120 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4212 |
1.4208 |
| PP |
1.4182 |
1.4179 |
| S1 |
1.4151 |
1.4150 |
|