CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4072 |
1.4035 |
-0.0037 |
-0.3% |
1.3942 |
| High |
1.4149 |
1.4202 |
0.0053 |
0.4% |
1.4133 |
| Low |
1.3998 |
1.3999 |
0.0001 |
0.0% |
1.3818 |
| Close |
1.4040 |
1.4147 |
0.0107 |
0.8% |
1.4075 |
| Range |
0.0151 |
0.0203 |
0.0052 |
34.4% |
0.0315 |
| ATR |
0.0181 |
0.0183 |
0.0002 |
0.9% |
0.0000 |
| Volume |
150,162 |
233,978 |
83,816 |
55.8% |
1,128,361 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4725 |
1.4639 |
1.4259 |
|
| R3 |
1.4522 |
1.4436 |
1.4203 |
|
| R2 |
1.4319 |
1.4319 |
1.4184 |
|
| R1 |
1.4233 |
1.4233 |
1.4166 |
1.4276 |
| PP |
1.4116 |
1.4116 |
1.4116 |
1.4138 |
| S1 |
1.4030 |
1.4030 |
1.4128 |
1.4073 |
| S2 |
1.3913 |
1.3913 |
1.4110 |
|
| S3 |
1.3710 |
1.3827 |
1.4091 |
|
| S4 |
1.3507 |
1.3624 |
1.4035 |
|
|
| 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 |
1.4202 |
1.3886 |
0.0316 |
2.2% |
0.0148 |
1.0% |
83% |
True |
False |
216,960 |
| 10 |
1.4202 |
1.3818 |
0.0384 |
2.7% |
0.0166 |
1.2% |
86% |
True |
False |
212,065 |
| 20 |
1.4253 |
1.3736 |
0.0517 |
3.7% |
0.0194 |
1.4% |
79% |
False |
False |
152,324 |
| 40 |
1.4327 |
1.3242 |
0.1085 |
7.7% |
0.0183 |
1.3% |
83% |
False |
False |
77,222 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0172 |
1.2% |
88% |
False |
False |
51,541 |
| 80 |
1.4327 |
1.2700 |
0.1627 |
11.5% |
0.0166 |
1.2% |
89% |
False |
False |
38,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5065 |
|
2.618 |
1.4733 |
|
1.618 |
1.4530 |
|
1.000 |
1.4405 |
|
0.618 |
1.4327 |
|
HIGH |
1.4202 |
|
0.618 |
1.4124 |
|
0.500 |
1.4101 |
|
0.382 |
1.4077 |
|
LOW |
1.3999 |
|
0.618 |
1.3874 |
|
1.000 |
1.3796 |
|
1.618 |
1.3671 |
|
2.618 |
1.3468 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4132 |
1.4128 |
| PP |
1.4116 |
1.4109 |
| S1 |
1.4101 |
1.4091 |
|