CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4159 |
1.4220 |
0.0061 |
0.4% |
1.3972 |
| High |
1.4159 |
1.4310 |
0.0151 |
1.1% |
1.4121 |
| Low |
1.4159 |
1.4220 |
0.0061 |
0.4% |
1.3900 |
| Close |
1.4159 |
1.4307 |
0.0148 |
1.0% |
1.4121 |
| Range |
0.0000 |
0.0090 |
0.0090 |
|
0.0221 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.9% |
0.0000 |
| Volume |
3,876 |
4,076 |
200 |
5.2% |
15,228 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4549 |
1.4518 |
1.4357 |
|
| R3 |
1.4459 |
1.4428 |
1.4332 |
|
| R2 |
1.4369 |
1.4369 |
1.4324 |
|
| R1 |
1.4338 |
1.4338 |
1.4315 |
1.4354 |
| PP |
1.4279 |
1.4279 |
1.4279 |
1.4287 |
| S1 |
1.4248 |
1.4248 |
1.4299 |
1.4264 |
| S2 |
1.4189 |
1.4189 |
1.4291 |
|
| S3 |
1.4099 |
1.4158 |
1.4282 |
|
| S4 |
1.4009 |
1.4068 |
1.4258 |
|
|
| 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 |
1.4310 |
1.3900 |
0.0410 |
2.9% |
0.0028 |
0.2% |
99% |
True |
False |
4,316 |
| 10 |
1.4310 |
1.3595 |
0.0715 |
5.0% |
0.0025 |
0.2% |
100% |
True |
False |
2,926 |
| 20 |
1.4310 |
1.3285 |
0.1025 |
7.2% |
0.0023 |
0.2% |
100% |
True |
False |
1,652 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0015 |
0.1% |
100% |
True |
False |
916 |
| 60 |
1.4310 |
1.2648 |
0.1662 |
11.6% |
0.0016 |
0.1% |
100% |
True |
False |
640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4693 |
|
2.618 |
1.4546 |
|
1.618 |
1.4456 |
|
1.000 |
1.4400 |
|
0.618 |
1.4366 |
|
HIGH |
1.4310 |
|
0.618 |
1.4276 |
|
0.500 |
1.4265 |
|
0.382 |
1.4254 |
|
LOW |
1.4220 |
|
0.618 |
1.4164 |
|
1.000 |
1.4130 |
|
1.618 |
1.4074 |
|
2.618 |
1.3984 |
|
4.250 |
1.3838 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4293 |
1.4277 |
| PP |
1.4279 |
1.4246 |
| S1 |
1.4265 |
1.4216 |
|