CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4070 |
1.3927 |
-0.0143 |
-1.0% |
1.3978 |
| High |
1.4133 |
1.4012 |
-0.0121 |
-0.9% |
1.4007 |
| Low |
1.3884 |
1.3886 |
0.0002 |
0.0% |
1.3736 |
| Close |
1.3919 |
1.3985 |
0.0066 |
0.5% |
1.3948 |
| Range |
0.0249 |
0.0126 |
-0.0123 |
-49.4% |
0.0271 |
| ATR |
0.0197 |
0.0192 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
277,272 |
266,058 |
-11,214 |
-4.0% |
980,036 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4339 |
1.4288 |
1.4054 |
|
| R3 |
1.4213 |
1.4162 |
1.4020 |
|
| R2 |
1.4087 |
1.4087 |
1.4008 |
|
| R1 |
1.4036 |
1.4036 |
1.3997 |
1.4062 |
| PP |
1.3961 |
1.3961 |
1.3961 |
1.3974 |
| S1 |
1.3910 |
1.3910 |
1.3973 |
1.3936 |
| S2 |
1.3835 |
1.3835 |
1.3962 |
|
| S3 |
1.3709 |
1.3784 |
1.3950 |
|
| S4 |
1.3583 |
1.3658 |
1.3916 |
|
|
| 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% |
0.0183 |
1.3% |
53% |
False |
False |
218,780 |
| 10 |
1.4133 |
1.3736 |
0.0397 |
2.8% |
0.0186 |
1.3% |
63% |
False |
False |
200,172 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0206 |
1.5% |
42% |
False |
False |
112,593 |
| 40 |
1.4327 |
1.3198 |
0.1129 |
8.1% |
0.0182 |
1.3% |
70% |
False |
False |
56,776 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0172 |
1.2% |
76% |
False |
False |
37,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4548 |
|
2.618 |
1.4342 |
|
1.618 |
1.4216 |
|
1.000 |
1.4138 |
|
0.618 |
1.4090 |
|
HIGH |
1.4012 |
|
0.618 |
1.3964 |
|
0.500 |
1.3949 |
|
0.382 |
1.3934 |
|
LOW |
1.3886 |
|
0.618 |
1.3808 |
|
1.000 |
1.3760 |
|
1.618 |
1.3682 |
|
2.618 |
1.3556 |
|
4.250 |
1.3351 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3973 |
1.3982 |
| PP |
1.3961 |
1.3980 |
| S1 |
1.3949 |
1.3977 |
|