CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3848 |
1.4070 |
0.0222 |
1.6% |
1.3978 |
| High |
1.4103 |
1.4133 |
0.0030 |
0.2% |
1.4007 |
| Low |
1.3821 |
1.3884 |
0.0063 |
0.5% |
1.3736 |
| Close |
1.4076 |
1.3919 |
-0.0157 |
-1.1% |
1.3948 |
| Range |
0.0282 |
0.0249 |
-0.0033 |
-11.7% |
0.0271 |
| ATR |
0.0193 |
0.0197 |
0.0004 |
2.1% |
0.0000 |
| Volume |
194,318 |
277,272 |
82,954 |
42.7% |
980,036 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4726 |
1.4571 |
1.4056 |
|
| R3 |
1.4477 |
1.4322 |
1.3987 |
|
| R2 |
1.4228 |
1.4228 |
1.3965 |
|
| R1 |
1.4073 |
1.4073 |
1.3942 |
1.4026 |
| PP |
1.3979 |
1.3979 |
1.3979 |
1.3955 |
| S1 |
1.3824 |
1.3824 |
1.3896 |
1.3777 |
| S2 |
1.3730 |
1.3730 |
1.3873 |
|
| S3 |
1.3481 |
1.3575 |
1.3851 |
|
| S4 |
1.3232 |
1.3326 |
1.3782 |
|
|
| 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 |
1.4133 |
1.3818 |
0.0315 |
2.3% |
0.0184 |
1.3% |
32% |
True |
False |
207,170 |
| 10 |
1.4166 |
1.3736 |
0.0430 |
3.1% |
0.0197 |
1.4% |
43% |
False |
False |
183,370 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0209 |
1.5% |
31% |
False |
False |
99,407 |
| 40 |
1.4327 |
1.3125 |
0.1202 |
8.6% |
0.0184 |
1.3% |
66% |
False |
False |
50,130 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0171 |
1.2% |
72% |
False |
False |
33,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5191 |
|
2.618 |
1.4785 |
|
1.618 |
1.4536 |
|
1.000 |
1.4382 |
|
0.618 |
1.4287 |
|
HIGH |
1.4133 |
|
0.618 |
1.4038 |
|
0.500 |
1.4009 |
|
0.382 |
1.3979 |
|
LOW |
1.3884 |
|
0.618 |
1.3730 |
|
1.000 |
1.3635 |
|
1.618 |
1.3481 |
|
2.618 |
1.3232 |
|
4.250 |
1.2826 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4009 |
1.3976 |
| PP |
1.3979 |
1.3957 |
| S1 |
1.3949 |
1.3938 |
|