CME Euro FX (E) Future September 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1.3978 |
1.3777 |
-0.0201 |
-1.4% |
1.3845 |
High |
1.3989 |
1.3922 |
-0.0067 |
-0.5% |
1.4166 |
Low |
1.3742 |
1.3736 |
-0.0006 |
0.0% |
1.3792 |
Close |
1.3775 |
1.3834 |
0.0059 |
0.4% |
1.3998 |
Range |
0.0247 |
0.0186 |
-0.0061 |
-24.7% |
0.0374 |
ATR |
0.0203 |
0.0201 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
167,863 |
203,067 |
35,204 |
21.0% |
327,618 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4389 |
1.4297 |
1.3936 |
|
R3 |
1.4203 |
1.4111 |
1.3885 |
|
R2 |
1.4017 |
1.4017 |
1.3868 |
|
R1 |
1.3925 |
1.3925 |
1.3851 |
1.3971 |
PP |
1.3831 |
1.3831 |
1.3831 |
1.3854 |
S1 |
1.3739 |
1.3739 |
1.3817 |
1.3785 |
S2 |
1.3645 |
1.3645 |
1.3800 |
|
S3 |
1.3459 |
1.3553 |
1.3783 |
|
S4 |
1.3273 |
1.3367 |
1.3732 |
|
|
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 |
1.3736 |
0.0430 |
3.1% |
0.0218 |
1.6% |
23% |
False |
True |
130,081 |
10 |
1.4327 |
1.3736 |
0.0591 |
4.3% |
0.0227 |
1.6% |
17% |
False |
True |
73,639 |
20 |
1.4327 |
1.3524 |
0.0803 |
5.8% |
0.0205 |
1.5% |
39% |
False |
False |
38,282 |
40 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0182 |
1.3% |
66% |
False |
False |
19,284 |
60 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0167 |
1.2% |
66% |
False |
False |
12,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4713 |
2.618 |
1.4409 |
1.618 |
1.4223 |
1.000 |
1.4108 |
0.618 |
1.4037 |
HIGH |
1.3922 |
0.618 |
1.3851 |
0.500 |
1.3829 |
0.382 |
1.3807 |
LOW |
1.3736 |
0.618 |
1.3621 |
1.000 |
1.3550 |
1.618 |
1.3435 |
2.618 |
1.3249 |
4.250 |
1.2946 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3832 |
1.3926 |
PP |
1.3831 |
1.3895 |
S1 |
1.3829 |
1.3865 |
|