CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3950 |
1.3964 |
0.0014 |
0.1% |
1.4159 |
| High |
1.4065 |
1.4070 |
0.0005 |
0.0% |
1.4310 |
| Low |
1.3950 |
1.3920 |
-0.0030 |
-0.2% |
1.3948 |
| Close |
1.4063 |
1.3955 |
-0.0108 |
-0.8% |
1.3948 |
| Range |
0.0115 |
0.0150 |
0.0035 |
30.4% |
0.0362 |
| ATR |
0.0116 |
0.0119 |
0.0002 |
2.1% |
0.0000 |
| Volume |
29,048 |
53,733 |
24,685 |
85.0% |
45,794 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4432 |
1.4343 |
1.4038 |
|
| R3 |
1.4282 |
1.4193 |
1.3996 |
|
| R2 |
1.4132 |
1.4132 |
1.3983 |
|
| R1 |
1.4043 |
1.4043 |
1.3969 |
1.4013 |
| PP |
1.3982 |
1.3982 |
1.3982 |
1.3966 |
| S1 |
1.3893 |
1.3893 |
1.3941 |
1.3863 |
| S2 |
1.3832 |
1.3832 |
1.3928 |
|
| S3 |
1.3682 |
1.3743 |
1.3914 |
|
| S4 |
1.3532 |
1.3593 |
1.3873 |
|
|
| 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 |
2.8% |
0.0090 |
0.6% |
35% |
False |
False |
26,320 |
| 10 |
1.4310 |
1.3820 |
0.0490 |
3.5% |
0.0059 |
0.4% |
28% |
False |
False |
15,805 |
| 20 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0035 |
0.2% |
58% |
False |
False |
8,606 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0026 |
0.2% |
75% |
False |
False |
4,426 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0023 |
0.2% |
75% |
False |
False |
2,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4708 |
|
2.618 |
1.4463 |
|
1.618 |
1.4313 |
|
1.000 |
1.4220 |
|
0.618 |
1.4163 |
|
HIGH |
1.4070 |
|
0.618 |
1.4013 |
|
0.500 |
1.3995 |
|
0.382 |
1.3977 |
|
LOW |
1.3920 |
|
0.618 |
1.3827 |
|
1.000 |
1.3770 |
|
1.618 |
1.3677 |
|
2.618 |
1.3527 |
|
4.250 |
1.3283 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3995 |
1.3952 |
| PP |
1.3982 |
1.3948 |
| S1 |
1.3968 |
1.3945 |
|