CME Euro FX 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 |
1.4026 |
1.3982 |
-0.0044 |
-0.3% |
1.3853 |
| High |
1.4065 |
1.4000 |
-0.0065 |
-0.5% |
1.4000 |
| Low |
1.3889 |
1.3900 |
0.0011 |
0.1% |
1.3750 |
| Close |
1.3919 |
1.3985 |
0.0066 |
0.5% |
1.3948 |
| Range |
0.0176 |
0.0100 |
-0.0076 |
-43.2% |
0.0250 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
277,272 |
266,058 |
-11,214 |
-4.0% |
988,883 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4262 |
1.4223 |
1.4040 |
|
| R3 |
1.4162 |
1.4123 |
1.4013 |
|
| R2 |
1.4062 |
1.4062 |
1.4003 |
|
| R1 |
1.4023 |
1.4023 |
1.3994 |
1.4043 |
| PP |
1.3962 |
1.3962 |
1.3962 |
1.3971 |
| S1 |
1.3923 |
1.3923 |
1.3976 |
1.3943 |
| S2 |
1.3862 |
1.3862 |
1.3967 |
|
| S3 |
1.3762 |
1.3823 |
1.3958 |
|
| S4 |
1.3662 |
1.3723 |
1.3930 |
|
|
| 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 |
1.4100 |
1.3825 |
0.0275 |
2.0% |
0.0110 |
0.8% |
58% |
False |
False |
218,922 |
| 10 |
1.4100 |
1.3750 |
0.0350 |
2.5% |
0.0112 |
0.8% |
67% |
False |
False |
201,397 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0092 |
0.7% |
42% |
False |
False |
113,487 |
| 40 |
1.4310 |
1.3257 |
0.1053 |
7.5% |
0.0055 |
0.4% |
69% |
False |
False |
57,223 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0039 |
0.3% |
77% |
False |
False |
38,204 |
|
|
|
| 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 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3973 |
1.3995 |
| PP |
1.3962 |
1.3991 |
| S1 |
1.3950 |
1.3988 |
|