CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3852 |
1.3950 |
0.0098 |
0.7% |
1.4159 |
| High |
1.3895 |
1.4065 |
0.0170 |
1.2% |
1.4310 |
| Low |
1.3820 |
1.3950 |
0.0130 |
0.9% |
1.3948 |
| Close |
1.3878 |
1.4063 |
0.0185 |
1.3% |
1.3948 |
| Range |
0.0075 |
0.0115 |
0.0040 |
53.3% |
0.0362 |
| ATR |
0.0111 |
0.0116 |
0.0005 |
4.9% |
0.0000 |
| Volume |
20,490 |
29,048 |
8,558 |
41.8% |
45,794 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4371 |
1.4332 |
1.4126 |
|
| R3 |
1.4256 |
1.4217 |
1.4095 |
|
| R2 |
1.4141 |
1.4141 |
1.4084 |
|
| R1 |
1.4102 |
1.4102 |
1.4074 |
1.4122 |
| PP |
1.4026 |
1.4026 |
1.4026 |
1.4036 |
| S1 |
1.3987 |
1.3987 |
1.4052 |
1.4007 |
| S2 |
1.3911 |
1.3911 |
1.4042 |
|
| S3 |
1.3796 |
1.3872 |
1.4031 |
|
| S4 |
1.3681 |
1.3757 |
1.4000 |
|
|
| 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 |
1.4205 |
1.3820 |
0.0385 |
2.7% |
0.0060 |
0.4% |
63% |
False |
False |
17,476 |
| 10 |
1.4310 |
1.3820 |
0.0490 |
3.5% |
0.0044 |
0.3% |
50% |
False |
False |
10,896 |
| 20 |
1.4310 |
1.3463 |
0.0847 |
6.0% |
0.0027 |
0.2% |
71% |
False |
False |
5,939 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0022 |
0.2% |
82% |
False |
False |
3,084 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0021 |
0.1% |
82% |
False |
False |
2,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4554 |
|
2.618 |
1.4366 |
|
1.618 |
1.4251 |
|
1.000 |
1.4180 |
|
0.618 |
1.4136 |
|
HIGH |
1.4065 |
|
0.618 |
1.4021 |
|
0.500 |
1.4008 |
|
0.382 |
1.3994 |
|
LOW |
1.3950 |
|
0.618 |
1.3879 |
|
1.000 |
1.3835 |
|
1.618 |
1.3764 |
|
2.618 |
1.3649 |
|
4.250 |
1.3461 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4045 |
1.4023 |
| PP |
1.4026 |
1.3983 |
| S1 |
1.4008 |
1.3943 |
|