CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4094 |
1.3991 |
-0.0103 |
-0.7% |
1.3841 |
| High |
1.4129 |
1.4000 |
-0.0129 |
-0.9% |
1.4178 |
| Low |
1.3930 |
1.3825 |
-0.0105 |
-0.8% |
1.3804 |
| Close |
1.4011 |
1.3850 |
-0.0161 |
-1.1% |
1.4011 |
| Range |
0.0199 |
0.0175 |
-0.0024 |
-12.1% |
0.0374 |
| ATR |
0.0206 |
0.0205 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
127,656 |
61,127 |
-66,529 |
-52.1% |
1,099,560 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4417 |
1.4308 |
1.3946 |
|
| R3 |
1.4242 |
1.4133 |
1.3898 |
|
| R2 |
1.4067 |
1.4067 |
1.3882 |
|
| R1 |
1.3958 |
1.3958 |
1.3866 |
1.3925 |
| PP |
1.3892 |
1.3892 |
1.3892 |
1.3875 |
| S1 |
1.3783 |
1.3783 |
1.3834 |
1.3750 |
| S2 |
1.3717 |
1.3717 |
1.3818 |
|
| S3 |
1.3542 |
1.3608 |
1.3802 |
|
| S4 |
1.3367 |
1.3433 |
1.3754 |
|
|
| 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 |
1.3825 |
0.0353 |
2.5% |
0.0219 |
1.6% |
7% |
False |
True |
176,496 |
| 10 |
1.4338 |
1.3804 |
0.0534 |
3.9% |
0.0226 |
1.6% |
9% |
False |
False |
214,435 |
| 20 |
1.4338 |
1.3420 |
0.0918 |
6.6% |
0.0204 |
1.5% |
47% |
False |
False |
210,575 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.5% |
0.0191 |
1.4% |
67% |
False |
False |
184,055 |
| 60 |
1.4338 |
1.2878 |
0.1460 |
10.5% |
0.0194 |
1.4% |
67% |
False |
False |
177,995 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.6% |
0.0198 |
1.4% |
74% |
False |
False |
147,608 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.6% |
0.0198 |
1.4% |
74% |
False |
False |
118,164 |
| 120 |
1.4338 |
1.2456 |
0.1882 |
13.6% |
0.0199 |
1.4% |
74% |
False |
False |
98,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4744 |
|
2.618 |
1.4458 |
|
1.618 |
1.4283 |
|
1.000 |
1.4175 |
|
0.618 |
1.4108 |
|
HIGH |
1.4000 |
|
0.618 |
1.3933 |
|
0.500 |
1.3913 |
|
0.382 |
1.3892 |
|
LOW |
1.3825 |
|
0.618 |
1.3717 |
|
1.000 |
1.3650 |
|
1.618 |
1.3542 |
|
2.618 |
1.3367 |
|
4.250 |
1.3081 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3913 |
1.4002 |
| PP |
1.3892 |
1.3951 |
| S1 |
1.3871 |
1.3901 |
|