CME Euro FX 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 |
1.4121 |
1.4159 |
0.0038 |
0.3% |
1.3972 |
| High |
1.4121 |
1.4159 |
0.0038 |
0.3% |
1.4121 |
| Low |
1.4121 |
1.4159 |
0.0038 |
0.3% |
1.3900 |
| Close |
1.4121 |
1.4159 |
0.0038 |
0.3% |
1.4121 |
| Range |
|
|
|
|
|
| ATR |
0.0094 |
0.0090 |
-0.0004 |
-4.3% |
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 |
1.4159 |
1.4159 |
1.4159 |
|
| R3 |
1.4159 |
1.4159 |
1.4159 |
|
| R2 |
1.4159 |
1.4159 |
1.4159 |
|
| R1 |
1.4159 |
1.4159 |
1.4159 |
1.4159 |
| PP |
1.4159 |
1.4159 |
1.4159 |
1.4159 |
| S1 |
1.4159 |
1.4159 |
1.4159 |
1.4159 |
| S2 |
1.4159 |
1.4159 |
1.4159 |
|
| S3 |
1.4159 |
1.4159 |
1.4159 |
|
| S4 |
1.4159 |
1.4159 |
1.4159 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4710 |
1.4637 |
1.4243 |
|
| R3 |
1.4489 |
1.4416 |
1.4182 |
|
| R2 |
1.4268 |
1.4268 |
1.4162 |
|
| R1 |
1.4195 |
1.4195 |
1.4141 |
1.4232 |
| PP |
1.4047 |
1.4047 |
1.4047 |
1.4066 |
| S1 |
1.3974 |
1.3974 |
1.4101 |
1.4011 |
| S2 |
1.3826 |
1.3826 |
1.4080 |
|
| S3 |
1.3605 |
1.3753 |
1.4060 |
|
| S4 |
1.3384 |
1.3532 |
1.3999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4159 |
1.3900 |
0.0259 |
1.8% |
0.0010 |
0.1% |
100% |
True |
False |
3,820 |
| 10 |
1.4159 |
1.3526 |
0.0633 |
4.5% |
0.0016 |
0.1% |
100% |
True |
False |
2,542 |
| 20 |
1.4159 |
1.3285 |
0.0874 |
6.2% |
0.0018 |
0.1% |
100% |
True |
False |
1,450 |
| 40 |
1.4159 |
1.2912 |
0.1247 |
8.8% |
0.0013 |
0.1% |
100% |
True |
False |
820 |
| 60 |
1.4159 |
1.2648 |
0.1511 |
10.7% |
0.0014 |
0.1% |
100% |
True |
False |
574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4159 |
|
2.618 |
1.4159 |
|
1.618 |
1.4159 |
|
1.000 |
1.4159 |
|
0.618 |
1.4159 |
|
HIGH |
1.4159 |
|
0.618 |
1.4159 |
|
0.500 |
1.4159 |
|
0.382 |
1.4159 |
|
LOW |
1.4159 |
|
0.618 |
1.4159 |
|
1.000 |
1.4159 |
|
1.618 |
1.4159 |
|
2.618 |
1.4159 |
|
4.250 |
1.4159 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4159 |
1.4116 |
| PP |
1.4159 |
1.4073 |
| S1 |
1.4159 |
1.4030 |
|