CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3885 |
1.4058 |
0.0173 |
1.2% |
1.4121 |
| High |
1.4088 |
1.4129 |
0.0041 |
0.3% |
1.4327 |
| Low |
1.3839 |
1.3901 |
0.0062 |
0.4% |
1.3918 |
| Close |
1.4063 |
1.3955 |
-0.0108 |
-0.8% |
1.3948 |
| Range |
0.0249 |
0.0228 |
-0.0021 |
-8.4% |
0.0409 |
| ATR |
0.0193 |
0.0196 |
0.0002 |
1.3% |
0.0000 |
| Volume |
28,260 |
51,508 |
23,248 |
82.3% |
45,794 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4679 |
1.4545 |
1.4080 |
|
| R3 |
1.4451 |
1.4317 |
1.4018 |
|
| R2 |
1.4223 |
1.4223 |
1.3997 |
|
| R1 |
1.4089 |
1.4089 |
1.3976 |
1.4042 |
| PP |
1.3995 |
1.3995 |
1.3995 |
1.3972 |
| S1 |
1.3861 |
1.3861 |
1.3934 |
1.3814 |
| S2 |
1.3767 |
1.3767 |
1.3913 |
|
| S3 |
1.3539 |
1.3633 |
1.3892 |
|
| S4 |
1.3311 |
1.3405 |
1.3830 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5291 |
1.5029 |
1.4173 |
|
| R3 |
1.4882 |
1.4620 |
1.4060 |
|
| R2 |
1.4473 |
1.4473 |
1.4023 |
|
| R1 |
1.4211 |
1.4211 |
1.3985 |
1.4138 |
| PP |
1.4064 |
1.4064 |
1.4064 |
1.4028 |
| S1 |
1.3802 |
1.3802 |
1.3911 |
1.3729 |
| S2 |
1.3655 |
1.3655 |
1.3873 |
|
| S3 |
1.3246 |
1.3393 |
1.3836 |
|
| S4 |
1.2837 |
1.2984 |
1.3723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4253 |
1.3792 |
0.0461 |
3.3% |
0.0236 |
1.7% |
35% |
False |
False |
25,596 |
| 10 |
1.4327 |
1.3785 |
0.0542 |
3.9% |
0.0221 |
1.6% |
31% |
False |
False |
15,443 |
| 20 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0192 |
1.4% |
59% |
False |
False |
8,425 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0173 |
1.2% |
74% |
False |
False |
4,336 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0168 |
1.2% |
74% |
False |
False |
2,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5098 |
|
2.618 |
1.4726 |
|
1.618 |
1.4498 |
|
1.000 |
1.4357 |
|
0.618 |
1.4270 |
|
HIGH |
1.4129 |
|
0.618 |
1.4042 |
|
0.500 |
1.4015 |
|
0.382 |
1.3988 |
|
LOW |
1.3901 |
|
0.618 |
1.3760 |
|
1.000 |
1.3673 |
|
1.618 |
1.3532 |
|
2.618 |
1.3304 |
|
4.250 |
1.2932 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4015 |
1.3961 |
| PP |
1.3995 |
1.3959 |
| S1 |
1.3975 |
1.3957 |
|