CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4121 |
1.4181 |
0.0060 |
0.4% |
1.3972 |
| High |
1.4121 |
1.4205 |
0.0084 |
0.6% |
1.4121 |
| Low |
1.4121 |
1.4095 |
-0.0026 |
-0.2% |
1.3900 |
| Close |
1.4121 |
1.4164 |
0.0043 |
0.3% |
1.4121 |
| Range |
0.0000 |
0.0110 |
0.0110 |
|
0.0221 |
| ATR |
0.0101 |
0.0101 |
0.0001 |
0.7% |
0.0000 |
| Volume |
9,512 |
13,843 |
4,331 |
45.5% |
15,228 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4485 |
1.4434 |
1.4225 |
|
| R3 |
1.4375 |
1.4324 |
1.4194 |
|
| R2 |
1.4265 |
1.4265 |
1.4184 |
|
| R1 |
1.4214 |
1.4214 |
1.4174 |
1.4185 |
| PP |
1.4155 |
1.4155 |
1.4155 |
1.4140 |
| S1 |
1.4104 |
1.4104 |
1.4154 |
1.4075 |
| S2 |
1.4045 |
1.4045 |
1.4144 |
|
| S3 |
1.3935 |
1.3994 |
1.4134 |
|
| S4 |
1.3825 |
1.3884 |
1.4104 |
|
|
| 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 |
1.4095 |
0.0215 |
1.5% |
0.0040 |
0.3% |
32% |
False |
True |
7,593 |
| 10 |
1.4310 |
1.3876 |
0.0434 |
3.1% |
0.0025 |
0.2% |
66% |
False |
False |
5,097 |
| 20 |
1.4310 |
1.3366 |
0.0944 |
6.7% |
0.0025 |
0.2% |
85% |
False |
False |
2,804 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0018 |
0.1% |
90% |
False |
False |
1,495 |
| 60 |
1.4310 |
1.2815 |
0.1495 |
10.6% |
0.0018 |
0.1% |
90% |
False |
False |
1,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4673 |
|
2.618 |
1.4493 |
|
1.618 |
1.4383 |
|
1.000 |
1.4315 |
|
0.618 |
1.4273 |
|
HIGH |
1.4205 |
|
0.618 |
1.4163 |
|
0.500 |
1.4150 |
|
0.382 |
1.4137 |
|
LOW |
1.4095 |
|
0.618 |
1.4027 |
|
1.000 |
1.3985 |
|
1.618 |
1.3917 |
|
2.618 |
1.3807 |
|
4.250 |
1.3628 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4159 |
1.4203 |
| PP |
1.4155 |
1.4190 |
| S1 |
1.4150 |
1.4177 |
|