CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4181 |
1.3948 |
-0.0233 |
-1.6% |
1.4159 |
| High |
1.4205 |
1.3948 |
-0.0257 |
-1.8% |
1.4310 |
| Low |
1.4095 |
1.3948 |
-0.0147 |
-1.0% |
1.3948 |
| Close |
1.4164 |
1.3948 |
-0.0216 |
-1.5% |
1.3948 |
| Range |
0.0110 |
0.0000 |
-0.0110 |
-100.0% |
0.0362 |
| ATR |
0.0101 |
0.0110 |
0.0008 |
8.1% |
0.0000 |
| Volume |
13,843 |
14,487 |
644 |
4.7% |
45,794 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3948 |
1.3948 |
|
| R3 |
1.3948 |
1.3948 |
1.3948 |
|
| R2 |
1.3948 |
1.3948 |
1.3948 |
|
| R1 |
1.3948 |
1.3948 |
1.3948 |
1.3948 |
| PP |
1.3948 |
1.3948 |
1.3948 |
1.3948 |
| S1 |
1.3948 |
1.3948 |
1.3948 |
1.3948 |
| S2 |
1.3948 |
1.3948 |
1.3948 |
|
| S3 |
1.3948 |
1.3948 |
1.3948 |
|
| S4 |
1.3948 |
1.3948 |
1.3948 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.4913 |
1.4147 |
|
| R3 |
1.4793 |
1.4551 |
1.4048 |
|
| R2 |
1.4431 |
1.4431 |
1.4014 |
|
| R1 |
1.4189 |
1.4189 |
1.3981 |
1.4129 |
| PP |
1.4069 |
1.4069 |
1.4069 |
1.4039 |
| S1 |
1.3827 |
1.3827 |
1.3915 |
1.3767 |
| S2 |
1.3707 |
1.3707 |
1.3882 |
|
| S3 |
1.3345 |
1.3465 |
1.3848 |
|
| S4 |
1.2983 |
1.3103 |
1.3749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4310 |
1.3948 |
0.0362 |
2.6% |
0.0040 |
0.3% |
0% |
False |
True |
9,158 |
| 10 |
1.4310 |
1.3900 |
0.0410 |
2.9% |
0.0025 |
0.2% |
12% |
False |
False |
6,297 |
| 20 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0025 |
0.2% |
57% |
False |
False |
3,513 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0018 |
0.1% |
74% |
False |
False |
1,853 |
| 60 |
1.4310 |
1.2877 |
0.1433 |
10.3% |
0.0018 |
0.1% |
75% |
False |
False |
1,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3948 |
|
2.618 |
1.3948 |
|
1.618 |
1.3948 |
|
1.000 |
1.3948 |
|
0.618 |
1.3948 |
|
HIGH |
1.3948 |
|
0.618 |
1.3948 |
|
0.500 |
1.3948 |
|
0.382 |
1.3948 |
|
LOW |
1.3948 |
|
0.618 |
1.3948 |
|
1.000 |
1.3948 |
|
1.618 |
1.3948 |
|
2.618 |
1.3948 |
|
4.250 |
1.3948 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3948 |
1.4077 |
| PP |
1.3948 |
1.4034 |
| S1 |
1.3948 |
1.3991 |
|