CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3970 |
1.4094 |
0.0124 |
0.9% |
1.3841 |
| High |
1.4178 |
1.4129 |
-0.0049 |
-0.3% |
1.4178 |
| Low |
1.3942 |
1.3930 |
-0.0012 |
-0.1% |
1.3804 |
| Close |
1.4128 |
1.4011 |
-0.0117 |
-0.8% |
1.4011 |
| Range |
0.0236 |
0.0199 |
-0.0037 |
-15.7% |
0.0374 |
| ATR |
0.0207 |
0.0206 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
249,133 |
127,656 |
-121,477 |
-48.8% |
1,099,560 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4620 |
1.4515 |
1.4120 |
|
| R3 |
1.4421 |
1.4316 |
1.4066 |
|
| R2 |
1.4222 |
1.4222 |
1.4047 |
|
| R1 |
1.4117 |
1.4117 |
1.4029 |
1.4070 |
| PP |
1.4023 |
1.4023 |
1.4023 |
1.4000 |
| S1 |
1.3918 |
1.3918 |
1.3993 |
1.3871 |
| S2 |
1.3824 |
1.3824 |
1.3975 |
|
| S3 |
1.3625 |
1.3719 |
1.3956 |
|
| S4 |
1.3426 |
1.3520 |
1.3902 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5120 |
1.4939 |
1.4217 |
|
| R3 |
1.4746 |
1.4565 |
1.4114 |
|
| R2 |
1.4372 |
1.4372 |
1.4080 |
|
| R1 |
1.4191 |
1.4191 |
1.4045 |
1.4282 |
| PP |
1.3998 |
1.3998 |
1.3998 |
1.4043 |
| S1 |
1.3817 |
1.3817 |
1.3977 |
1.3908 |
| S2 |
1.3624 |
1.3624 |
1.3942 |
|
| S3 |
1.3250 |
1.3443 |
1.3908 |
|
| S4 |
1.2876 |
1.3069 |
1.3805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4178 |
1.3804 |
0.0374 |
2.7% |
0.0223 |
1.6% |
55% |
False |
False |
219,912 |
| 10 |
1.4338 |
1.3804 |
0.0534 |
3.8% |
0.0223 |
1.6% |
39% |
False |
False |
233,383 |
| 20 |
1.4338 |
1.3420 |
0.0918 |
6.6% |
0.0205 |
1.5% |
64% |
False |
False |
214,951 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.4% |
0.0191 |
1.4% |
78% |
False |
False |
186,138 |
| 60 |
1.4338 |
1.2878 |
0.1460 |
10.4% |
0.0197 |
1.4% |
78% |
False |
False |
180,861 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.4% |
0.0198 |
1.4% |
83% |
False |
False |
146,851 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.4% |
0.0199 |
1.4% |
83% |
False |
False |
117,555 |
| 120 |
1.4338 |
1.2456 |
0.1882 |
13.4% |
0.0199 |
1.4% |
83% |
False |
False |
97,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4975 |
|
2.618 |
1.4650 |
|
1.618 |
1.4451 |
|
1.000 |
1.4328 |
|
0.618 |
1.4252 |
|
HIGH |
1.4129 |
|
0.618 |
1.4053 |
|
0.500 |
1.4030 |
|
0.382 |
1.4006 |
|
LOW |
1.3930 |
|
0.618 |
1.3807 |
|
1.000 |
1.3731 |
|
1.618 |
1.3608 |
|
2.618 |
1.3409 |
|
4.250 |
1.3084 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4030 |
1.4046 |
| PP |
1.4023 |
1.4034 |
| S1 |
1.4017 |
1.4023 |
|