CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4158 |
1.3944 |
-0.0214 |
-1.5% |
1.4187 |
| High |
1.4158 |
1.3944 |
-0.0214 |
-1.5% |
1.4282 |
| Low |
1.3950 |
1.3869 |
-0.0081 |
-0.6% |
1.3950 |
| Close |
1.3941 |
1.3871 |
-0.0070 |
-0.5% |
1.3941 |
| Range |
0.0208 |
0.0075 |
-0.0133 |
-63.9% |
0.0332 |
| ATR |
|
|
|
|
|
| Volume |
4 |
8 |
4 |
100.0% |
324 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4120 |
1.4070 |
1.3912 |
|
| R3 |
1.4045 |
1.3995 |
1.3892 |
|
| R2 |
1.3970 |
1.3970 |
1.3885 |
|
| R1 |
1.3920 |
1.3920 |
1.3878 |
1.3908 |
| PP |
1.3895 |
1.3895 |
1.3895 |
1.3888 |
| S1 |
1.3845 |
1.3845 |
1.3864 |
1.3833 |
| S2 |
1.3820 |
1.3820 |
1.3857 |
|
| S3 |
1.3745 |
1.3770 |
1.3850 |
|
| S4 |
1.3670 |
1.3695 |
1.3830 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5054 |
1.4829 |
1.4124 |
|
| R3 |
1.4722 |
1.4497 |
1.4032 |
|
| R2 |
1.4390 |
1.4390 |
1.4002 |
|
| R1 |
1.4165 |
1.4165 |
1.3971 |
1.4112 |
| PP |
1.4058 |
1.4058 |
1.4058 |
1.4031 |
| S1 |
1.3833 |
1.3833 |
1.3911 |
1.3780 |
| S2 |
1.3726 |
1.3726 |
1.3880 |
|
| S3 |
1.3394 |
1.3501 |
1.3850 |
|
| S4 |
1.3062 |
1.3169 |
1.3758 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4263 |
|
2.618 |
1.4140 |
|
1.618 |
1.4065 |
|
1.000 |
1.4019 |
|
0.618 |
1.3990 |
|
HIGH |
1.3944 |
|
0.618 |
1.3915 |
|
0.500 |
1.3907 |
|
0.382 |
1.3898 |
|
LOW |
1.3869 |
|
0.618 |
1.3823 |
|
1.000 |
1.3794 |
|
1.618 |
1.3748 |
|
2.618 |
1.3673 |
|
4.250 |
1.3550 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3907 |
1.4014 |
| PP |
1.3895 |
1.3966 |
| S1 |
1.3883 |
1.3919 |
|