CME Euro FX 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 |
1.4082 |
1.3993 |
-0.0089 |
-0.6% |
1.3875 |
| High |
1.4165 |
1.4040 |
-0.0125 |
-0.9% |
1.4165 |
| Low |
1.4071 |
1.3930 |
-0.0141 |
-1.0% |
1.3830 |
| Close |
1.4128 |
1.4011 |
-0.0117 |
-0.8% |
1.4011 |
| Range |
0.0094 |
0.0110 |
0.0016 |
17.0% |
0.0335 |
| ATR |
0.0153 |
0.0156 |
0.0003 |
2.1% |
0.0000 |
| Volume |
254,514 |
130,869 |
-123,645 |
-48.6% |
1,121,341 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4324 |
1.4277 |
1.4072 |
|
| R3 |
1.4214 |
1.4167 |
1.4041 |
|
| R2 |
1.4104 |
1.4104 |
1.4031 |
|
| R1 |
1.4057 |
1.4057 |
1.4021 |
1.4081 |
| PP |
1.3994 |
1.3994 |
1.3994 |
1.4005 |
| S1 |
1.3947 |
1.3947 |
1.4001 |
1.3971 |
| S2 |
1.3884 |
1.3884 |
1.3991 |
|
| S3 |
1.3774 |
1.3837 |
1.3981 |
|
| S4 |
1.3664 |
1.3727 |
1.3951 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5007 |
1.4844 |
1.4195 |
|
| R3 |
1.4672 |
1.4509 |
1.4103 |
|
| R2 |
1.4337 |
1.4337 |
1.4072 |
|
| R1 |
1.4174 |
1.4174 |
1.4042 |
1.4256 |
| PP |
1.4002 |
1.4002 |
1.4002 |
1.4043 |
| S1 |
1.3839 |
1.3839 |
1.3980 |
1.3921 |
| S2 |
1.3667 |
1.3667 |
1.3950 |
|
| S3 |
1.3332 |
1.3504 |
1.3919 |
|
| S4 |
1.2997 |
1.3169 |
1.3827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4165 |
1.3830 |
0.0335 |
2.4% |
0.0103 |
0.7% |
54% |
False |
False |
224,268 |
| 10 |
1.4320 |
1.3830 |
0.0490 |
3.5% |
0.0123 |
0.9% |
37% |
False |
False |
236,243 |
| 20 |
1.4320 |
1.3465 |
0.0855 |
6.1% |
0.0111 |
0.8% |
64% |
False |
False |
217,010 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.2% |
0.0098 |
0.7% |
78% |
False |
False |
187,856 |
| 60 |
1.4320 |
1.2895 |
0.1425 |
10.2% |
0.0098 |
0.7% |
78% |
False |
False |
182,471 |
| 80 |
1.4320 |
1.2544 |
0.1776 |
12.7% |
0.0087 |
0.6% |
83% |
False |
False |
148,214 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.8% |
0.0070 |
0.5% |
83% |
False |
False |
118,646 |
| 120 |
1.4320 |
1.2530 |
0.1790 |
12.8% |
0.0063 |
0.4% |
83% |
False |
False |
98,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4508 |
|
2.618 |
1.4328 |
|
1.618 |
1.4218 |
|
1.000 |
1.4150 |
|
0.618 |
1.4108 |
|
HIGH |
1.4040 |
|
0.618 |
1.3998 |
|
0.500 |
1.3985 |
|
0.382 |
1.3972 |
|
LOW |
1.3930 |
|
0.618 |
1.3862 |
|
1.000 |
1.3820 |
|
1.618 |
1.3752 |
|
2.618 |
1.3642 |
|
4.250 |
1.3463 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4002 |
1.4048 |
| PP |
1.3994 |
1.4035 |
| S1 |
1.3985 |
1.4023 |
|