CME Euro FX (E) Future September 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 |
1.4085 |
1.3978 |
-0.0107 |
-0.8% |
1.3845 |
| High |
1.4116 |
1.3989 |
-0.0127 |
-0.9% |
1.4166 |
| Low |
1.3922 |
1.3742 |
-0.0180 |
-1.3% |
1.3792 |
| Close |
1.3998 |
1.3775 |
-0.0223 |
-1.6% |
1.3998 |
| Range |
0.0194 |
0.0247 |
0.0053 |
27.3% |
0.0374 |
| ATR |
0.0198 |
0.0203 |
0.0004 |
2.1% |
0.0000 |
| Volume |
129,925 |
167,863 |
37,938 |
29.2% |
327,618 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4576 |
1.4423 |
1.3911 |
|
| R3 |
1.4329 |
1.4176 |
1.3843 |
|
| R2 |
1.4082 |
1.4082 |
1.3820 |
|
| R1 |
1.3929 |
1.3929 |
1.3798 |
1.3882 |
| PP |
1.3835 |
1.3835 |
1.3835 |
1.3812 |
| S1 |
1.3682 |
1.3682 |
1.3752 |
1.3635 |
| S2 |
1.3588 |
1.3588 |
1.3730 |
|
| S3 |
1.3341 |
1.3435 |
1.3707 |
|
| S4 |
1.3094 |
1.3188 |
1.3639 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5107 |
1.4927 |
1.4204 |
|
| R3 |
1.4733 |
1.4553 |
1.4101 |
|
| R2 |
1.4359 |
1.4359 |
1.4067 |
|
| R1 |
1.4179 |
1.4179 |
1.4032 |
1.4269 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.4031 |
| S1 |
1.3805 |
1.3805 |
1.3964 |
1.3895 |
| S2 |
1.3611 |
1.3611 |
1.3929 |
|
| S3 |
1.3237 |
1.3431 |
1.3895 |
|
| S4 |
1.2863 |
1.3057 |
1.3792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4166 |
1.3742 |
0.0424 |
3.1% |
0.0231 |
1.7% |
8% |
False |
True |
95,119 |
| 10 |
1.4327 |
1.3742 |
0.0585 |
4.2% |
0.0231 |
1.7% |
6% |
False |
True |
53,739 |
| 20 |
1.4327 |
1.3416 |
0.0911 |
6.6% |
0.0203 |
1.5% |
39% |
False |
False |
28,141 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0180 |
1.3% |
62% |
False |
False |
14,223 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0167 |
1.2% |
62% |
False |
False |
9,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5039 |
|
2.618 |
1.4636 |
|
1.618 |
1.4389 |
|
1.000 |
1.4236 |
|
0.618 |
1.4142 |
|
HIGH |
1.3989 |
|
0.618 |
1.3895 |
|
0.500 |
1.3866 |
|
0.382 |
1.3836 |
|
LOW |
1.3742 |
|
0.618 |
1.3589 |
|
1.000 |
1.3495 |
|
1.618 |
1.3342 |
|
2.618 |
1.3095 |
|
4.250 |
1.2692 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3866 |
1.3954 |
| PP |
1.3835 |
1.3894 |
| S1 |
1.3805 |
1.3835 |
|