CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4058 |
1.3956 |
-0.0102 |
-0.7% |
1.4121 |
| High |
1.4129 |
1.4166 |
0.0037 |
0.3% |
1.4327 |
| Low |
1.3901 |
1.3929 |
0.0028 |
0.2% |
1.3918 |
| Close |
1.3955 |
1.4115 |
0.0160 |
1.1% |
1.3948 |
| Range |
0.0228 |
0.0237 |
0.0009 |
3.9% |
0.0409 |
| ATR |
0.0196 |
0.0199 |
0.0003 |
1.5% |
0.0000 |
| Volume |
51,508 |
98,042 |
46,534 |
90.3% |
45,794 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4781 |
1.4685 |
1.4245 |
|
| R3 |
1.4544 |
1.4448 |
1.4180 |
|
| R2 |
1.4307 |
1.4307 |
1.4158 |
|
| R1 |
1.4211 |
1.4211 |
1.4137 |
1.4259 |
| PP |
1.4070 |
1.4070 |
1.4070 |
1.4094 |
| S1 |
1.3974 |
1.3974 |
1.4093 |
1.4022 |
| S2 |
1.3833 |
1.3833 |
1.4072 |
|
| S3 |
1.3596 |
1.3737 |
1.4050 |
|
| S4 |
1.3359 |
1.3500 |
1.3985 |
|
|
| 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% |
0.0249 |
1.8% |
70% |
False |
False |
42,436 |
| 10 |
1.4327 |
1.3792 |
0.0535 |
3.8% |
0.0226 |
1.6% |
60% |
False |
False |
25,014 |
| 20 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0196 |
1.4% |
77% |
False |
False |
13,300 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0176 |
1.2% |
85% |
False |
False |
6,785 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0171 |
1.2% |
85% |
False |
False |
4,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5173 |
|
2.618 |
1.4786 |
|
1.618 |
1.4549 |
|
1.000 |
1.4403 |
|
0.618 |
1.4312 |
|
HIGH |
1.4166 |
|
0.618 |
1.4075 |
|
0.500 |
1.4048 |
|
0.382 |
1.4020 |
|
LOW |
1.3929 |
|
0.618 |
1.3783 |
|
1.000 |
1.3692 |
|
1.618 |
1.3546 |
|
2.618 |
1.3309 |
|
4.250 |
1.2922 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4093 |
1.4078 |
| PP |
1.4070 |
1.4040 |
| S1 |
1.4048 |
1.4003 |
|