CME Euro FX 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 |
1.3993 |
1.3860 |
-0.0133 |
-1.0% |
1.3875 |
| High |
1.4040 |
1.3890 |
-0.0150 |
-1.1% |
1.4165 |
| Low |
1.3930 |
1.3825 |
-0.0105 |
-0.8% |
1.3830 |
| Close |
1.4011 |
1.3850 |
-0.0161 |
-1.1% |
1.4011 |
| Range |
0.0110 |
0.0065 |
-0.0045 |
-40.9% |
0.0335 |
| ATR |
0.0156 |
0.0158 |
0.0002 |
1.4% |
0.0000 |
| Volume |
130,869 |
62,784 |
-68,085 |
-52.0% |
1,121,341 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4050 |
1.4015 |
1.3886 |
|
| R3 |
1.3985 |
1.3950 |
1.3868 |
|
| R2 |
1.3920 |
1.3920 |
1.3862 |
|
| R1 |
1.3885 |
1.3885 |
1.3856 |
1.3870 |
| PP |
1.3855 |
1.3855 |
1.3855 |
1.3848 |
| S1 |
1.3820 |
1.3820 |
1.3844 |
1.3805 |
| S2 |
1.3790 |
1.3790 |
1.3838 |
|
| S3 |
1.3725 |
1.3755 |
1.3832 |
|
| S4 |
1.3660 |
1.3690 |
1.3814 |
|
|
| 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 |
1.3825 |
0.0340 |
2.5% |
0.0101 |
0.7% |
7% |
False |
True |
180,173 |
| 10 |
1.4320 |
1.3825 |
0.0495 |
3.6% |
0.0122 |
0.9% |
5% |
False |
True |
217,383 |
| 20 |
1.4320 |
1.3480 |
0.0840 |
6.1% |
0.0108 |
0.8% |
44% |
False |
False |
212,676 |
| 40 |
1.4320 |
1.2895 |
0.1425 |
10.3% |
0.0099 |
0.7% |
67% |
False |
False |
185,775 |
| 60 |
1.4320 |
1.2895 |
0.1425 |
10.3% |
0.0097 |
0.7% |
67% |
False |
False |
179,587 |
| 80 |
1.4320 |
1.2544 |
0.1776 |
12.8% |
0.0087 |
0.6% |
74% |
False |
False |
148,992 |
| 100 |
1.4320 |
1.2530 |
0.1790 |
12.9% |
0.0071 |
0.5% |
74% |
False |
False |
119,271 |
| 120 |
1.4320 |
1.2530 |
0.1790 |
12.9% |
0.0064 |
0.5% |
74% |
False |
False |
99,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4166 |
|
2.618 |
1.4060 |
|
1.618 |
1.3995 |
|
1.000 |
1.3955 |
|
0.618 |
1.3930 |
|
HIGH |
1.3890 |
|
0.618 |
1.3865 |
|
0.500 |
1.3858 |
|
0.382 |
1.3850 |
|
LOW |
1.3825 |
|
0.618 |
1.3785 |
|
1.000 |
1.3760 |
|
1.618 |
1.3720 |
|
2.618 |
1.3655 |
|
4.250 |
1.3549 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3858 |
1.3995 |
| PP |
1.3855 |
1.3947 |
| S1 |
1.3853 |
1.3898 |
|