CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3927 |
1.3991 |
0.0064 |
0.5% |
1.3942 |
| High |
1.4012 |
1.4116 |
0.0104 |
0.7% |
1.4133 |
| Low |
1.3886 |
1.3980 |
0.0094 |
0.7% |
1.3818 |
| Close |
1.3985 |
1.4075 |
0.0090 |
0.6% |
1.4075 |
| Range |
0.0126 |
0.0136 |
0.0010 |
7.9% |
0.0315 |
| ATR |
0.0192 |
0.0188 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
266,058 |
236,598 |
-29,460 |
-11.1% |
1,128,361 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4465 |
1.4406 |
1.4150 |
|
| R3 |
1.4329 |
1.4270 |
1.4112 |
|
| R2 |
1.4193 |
1.4193 |
1.4100 |
|
| R1 |
1.4134 |
1.4134 |
1.4087 |
1.4164 |
| PP |
1.4057 |
1.4057 |
1.4057 |
1.4072 |
| S1 |
1.3998 |
1.3998 |
1.4063 |
1.4028 |
| S2 |
1.3921 |
1.3921 |
1.4050 |
|
| S3 |
1.3785 |
1.3862 |
1.4038 |
|
| S4 |
1.3649 |
1.3726 |
1.4000 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4954 |
1.4829 |
1.4248 |
|
| R3 |
1.4639 |
1.4514 |
1.4162 |
|
| R2 |
1.4324 |
1.4324 |
1.4133 |
|
| R1 |
1.4199 |
1.4199 |
1.4104 |
1.4262 |
| PP |
1.4009 |
1.4009 |
1.4009 |
1.4040 |
| S1 |
1.3884 |
1.3884 |
1.4046 |
1.3947 |
| S2 |
1.3694 |
1.3694 |
1.4017 |
|
| S3 |
1.3379 |
1.3569 |
1.3988 |
|
| S4 |
1.3064 |
1.3254 |
1.3902 |
|
|
| 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 |
2.2% |
0.0184 |
1.3% |
82% |
False |
False |
225,672 |
| 10 |
1.4133 |
1.3736 |
0.0397 |
2.8% |
0.0180 |
1.3% |
85% |
False |
False |
210,839 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0200 |
1.4% |
57% |
False |
False |
124,090 |
| 40 |
1.4327 |
1.3221 |
0.1106 |
7.9% |
0.0181 |
1.3% |
77% |
False |
False |
62,678 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0172 |
1.2% |
83% |
False |
False |
41,848 |
| 80 |
1.4327 |
1.2554 |
0.1773 |
12.6% |
0.0162 |
1.2% |
86% |
False |
False |
31,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4694 |
|
2.618 |
1.4472 |
|
1.618 |
1.4336 |
|
1.000 |
1.4252 |
|
0.618 |
1.4200 |
|
HIGH |
1.4116 |
|
0.618 |
1.4064 |
|
0.500 |
1.4048 |
|
0.382 |
1.4032 |
|
LOW |
1.3980 |
|
0.618 |
1.3896 |
|
1.000 |
1.3844 |
|
1.618 |
1.3760 |
|
2.618 |
1.3624 |
|
4.250 |
1.3402 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4066 |
1.4053 |
| PP |
1.4057 |
1.4031 |
| S1 |
1.4048 |
1.4009 |
|