CME Euro FX (E) Future December 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 |
1.3900 |
1.4128 |
0.0228 |
1.6% |
1.4187 |
| High |
1.3900 |
1.4128 |
0.0228 |
1.6% |
1.4282 |
| Low |
1.3900 |
1.3900 |
0.0000 |
0.0% |
1.3950 |
| Close |
1.4055 |
1.3945 |
-0.0110 |
-0.8% |
1.3941 |
| Range |
0.0000 |
0.0228 |
0.0228 |
|
0.0332 |
| ATR |
0.0102 |
0.0111 |
0.0009 |
8.8% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
324 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4675 |
1.4538 |
1.4070 |
|
| R3 |
1.4447 |
1.4310 |
1.4008 |
|
| R2 |
1.4219 |
1.4219 |
1.3987 |
|
| R1 |
1.4082 |
1.4082 |
1.3966 |
1.4037 |
| PP |
1.3991 |
1.3991 |
1.3991 |
1.3968 |
| S1 |
1.3854 |
1.3854 |
1.3924 |
1.3809 |
| S2 |
1.3763 |
1.3763 |
1.3903 |
|
| S3 |
1.3535 |
1.3626 |
1.3882 |
|
| S4 |
1.3307 |
1.3398 |
1.3820 |
|
|
| 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 |
1.5097 |
|
2.618 |
1.4725 |
|
1.618 |
1.4497 |
|
1.000 |
1.4356 |
|
0.618 |
1.4269 |
|
HIGH |
1.4128 |
|
0.618 |
1.4041 |
|
0.500 |
1.4014 |
|
0.382 |
1.3987 |
|
LOW |
1.3900 |
|
0.618 |
1.3759 |
|
1.000 |
1.3672 |
|
1.618 |
1.3531 |
|
2.618 |
1.3303 |
|
4.250 |
1.2931 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4014 |
1.3999 |
| PP |
1.3991 |
1.3981 |
| S1 |
1.3968 |
1.3963 |
|