CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3942 |
1.3848 |
-0.0094 |
-0.7% |
1.3978 |
| High |
1.3945 |
1.4103 |
0.0158 |
1.1% |
1.4007 |
| Low |
1.3818 |
1.3821 |
0.0003 |
0.0% |
1.3736 |
| Close |
1.3862 |
1.4076 |
0.0214 |
1.5% |
1.3948 |
| Range |
0.0127 |
0.0282 |
0.0155 |
122.0% |
0.0271 |
| ATR |
0.0186 |
0.0193 |
0.0007 |
3.7% |
0.0000 |
| Volume |
154,115 |
194,318 |
40,203 |
26.1% |
980,036 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4846 |
1.4743 |
1.4231 |
|
| R3 |
1.4564 |
1.4461 |
1.4154 |
|
| R2 |
1.4282 |
1.4282 |
1.4128 |
|
| R1 |
1.4179 |
1.4179 |
1.4102 |
1.4231 |
| PP |
1.4000 |
1.4000 |
1.4000 |
1.4026 |
| S1 |
1.3897 |
1.3897 |
1.4050 |
1.3949 |
| S2 |
1.3718 |
1.3718 |
1.4024 |
|
| S3 |
1.3436 |
1.3615 |
1.3998 |
|
| S4 |
1.3154 |
1.3333 |
1.3921 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4710 |
1.4600 |
1.4097 |
|
| R3 |
1.4439 |
1.4329 |
1.4023 |
|
| R2 |
1.4168 |
1.4168 |
1.3998 |
|
| R1 |
1.4058 |
1.4058 |
1.3973 |
1.3978 |
| PP |
1.3897 |
1.3897 |
1.3897 |
1.3857 |
| S1 |
1.3787 |
1.3787 |
1.3923 |
1.3707 |
| S2 |
1.3626 |
1.3626 |
1.3898 |
|
| S3 |
1.3355 |
1.3516 |
1.3873 |
|
| S4 |
1.3084 |
1.3245 |
1.3799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4103 |
1.3795 |
0.0308 |
2.2% |
0.0171 |
1.2% |
91% |
True |
False |
191,507 |
| 10 |
1.4166 |
1.3736 |
0.0430 |
3.1% |
0.0195 |
1.4% |
79% |
False |
False |
160,794 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0204 |
1.5% |
58% |
False |
False |
85,775 |
| 40 |
1.4327 |
1.2965 |
0.1362 |
9.7% |
0.0183 |
1.3% |
82% |
False |
False |
43,204 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0169 |
1.2% |
83% |
False |
False |
28,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5302 |
|
2.618 |
1.4841 |
|
1.618 |
1.4559 |
|
1.000 |
1.4385 |
|
0.618 |
1.4277 |
|
HIGH |
1.4103 |
|
0.618 |
1.3995 |
|
0.500 |
1.3962 |
|
0.382 |
1.3929 |
|
LOW |
1.3821 |
|
0.618 |
1.3647 |
|
1.000 |
1.3539 |
|
1.618 |
1.3365 |
|
2.618 |
1.3083 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4038 |
1.4038 |
| PP |
1.4000 |
1.3999 |
| S1 |
1.3962 |
1.3961 |
|