CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3777 |
1.3822 |
0.0045 |
0.3% |
1.3845 |
| High |
1.3922 |
1.3976 |
0.0054 |
0.4% |
1.4166 |
| Low |
1.3736 |
1.3795 |
0.0059 |
0.4% |
1.3792 |
| Close |
1.3834 |
1.3955 |
0.0121 |
0.9% |
1.3998 |
| Range |
0.0186 |
0.0181 |
-0.0005 |
-2.7% |
0.0374 |
| ATR |
0.0201 |
0.0200 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
203,067 |
198,960 |
-4,107 |
-2.0% |
327,618 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4452 |
1.4384 |
1.4055 |
|
| R3 |
1.4271 |
1.4203 |
1.4005 |
|
| R2 |
1.4090 |
1.4090 |
1.3988 |
|
| R1 |
1.4022 |
1.4022 |
1.3972 |
1.4056 |
| PP |
1.3909 |
1.3909 |
1.3909 |
1.3926 |
| S1 |
1.3841 |
1.3841 |
1.3938 |
1.3875 |
| S2 |
1.3728 |
1.3728 |
1.3922 |
|
| S3 |
1.3547 |
1.3660 |
1.3905 |
|
| S4 |
1.3366 |
1.3479 |
1.3855 |
|
|
| 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% |
0.0209 |
1.5% |
51% |
False |
False |
159,571 |
| 10 |
1.4253 |
1.3736 |
0.0517 |
3.7% |
0.0223 |
1.6% |
42% |
False |
False |
92,583 |
| 20 |
1.4327 |
1.3574 |
0.0753 |
5.4% |
0.0208 |
1.5% |
51% |
False |
False |
48,212 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0184 |
1.3% |
74% |
False |
False |
24,253 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0167 |
1.2% |
74% |
False |
False |
16,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4745 |
|
2.618 |
1.4450 |
|
1.618 |
1.4269 |
|
1.000 |
1.4157 |
|
0.618 |
1.4088 |
|
HIGH |
1.3976 |
|
0.618 |
1.3907 |
|
0.500 |
1.3886 |
|
0.382 |
1.3864 |
|
LOW |
1.3795 |
|
0.618 |
1.3683 |
|
1.000 |
1.3614 |
|
1.618 |
1.3502 |
|
2.618 |
1.3321 |
|
4.250 |
1.3026 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3932 |
1.3924 |
| PP |
1.3909 |
1.3893 |
| S1 |
1.3886 |
1.3863 |
|