CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3895 |
1.4000 |
0.0105 |
0.8% |
1.3853 |
| High |
1.3990 |
1.4000 |
0.0010 |
0.1% |
1.4000 |
| Low |
1.3870 |
1.3900 |
0.0030 |
0.2% |
1.3750 |
| Close |
1.3892 |
1.3948 |
0.0056 |
0.4% |
1.3948 |
| Range |
0.0120 |
0.0100 |
-0.0020 |
-16.7% |
0.0250 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
209,080 |
202,615 |
-6,465 |
-3.1% |
988,883 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4249 |
1.4199 |
1.4003 |
|
| R3 |
1.4149 |
1.4099 |
1.3976 |
|
| R2 |
1.4049 |
1.4049 |
1.3966 |
|
| R1 |
1.3999 |
1.3999 |
1.3957 |
1.3974 |
| PP |
1.3949 |
1.3949 |
1.3949 |
1.3937 |
| S1 |
1.3899 |
1.3899 |
1.3939 |
1.3874 |
| S2 |
1.3849 |
1.3849 |
1.3930 |
|
| S3 |
1.3749 |
1.3799 |
1.3921 |
|
| S4 |
1.3649 |
1.3699 |
1.3893 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4649 |
1.4549 |
1.4086 |
|
| R3 |
1.4399 |
1.4299 |
1.4017 |
|
| R2 |
1.4149 |
1.4149 |
1.3994 |
|
| R1 |
1.4049 |
1.4049 |
1.3971 |
1.4099 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3925 |
| S1 |
1.3799 |
1.3799 |
1.3925 |
1.3849 |
| S2 |
1.3649 |
1.3649 |
1.3902 |
|
| S3 |
1.3399 |
1.3549 |
1.3879 |
|
| S4 |
1.3149 |
1.3299 |
1.3811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4000 |
1.3750 |
0.0250 |
1.8% |
0.0115 |
0.8% |
79% |
True |
False |
197,776 |
| 10 |
1.4150 |
1.3750 |
0.0400 |
2.9% |
0.0118 |
0.8% |
50% |
False |
False |
132,529 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0072 |
0.5% |
35% |
False |
False |
69,413 |
| 40 |
1.4310 |
1.3005 |
0.1305 |
9.4% |
0.0047 |
0.3% |
72% |
False |
False |
34,940 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0031 |
0.2% |
74% |
False |
False |
23,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4425 |
|
2.618 |
1.4262 |
|
1.618 |
1.4162 |
|
1.000 |
1.4100 |
|
0.618 |
1.4062 |
|
HIGH |
1.4000 |
|
0.618 |
1.3962 |
|
0.500 |
1.3950 |
|
0.382 |
1.3938 |
|
LOW |
1.3900 |
|
0.618 |
1.3838 |
|
1.000 |
1.3800 |
|
1.618 |
1.3738 |
|
2.618 |
1.3638 |
|
4.250 |
1.3475 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3950 |
1.3937 |
| PP |
1.3949 |
1.3926 |
| S1 |
1.3949 |
1.3915 |
|