CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4044 |
1.3900 |
-0.0144 |
-1.0% |
1.4060 |
| High |
1.4060 |
1.3960 |
-0.0100 |
-0.7% |
1.4195 |
| Low |
1.4000 |
1.3900 |
-0.0100 |
-0.7% |
1.4000 |
| Close |
1.4025 |
1.3960 |
-0.0065 |
-0.5% |
1.4025 |
| Range |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0195 |
| ATR |
0.0133 |
0.0133 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
219,328 |
228,046 |
8,718 |
4.0% |
801,474 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4120 |
1.4100 |
1.3993 |
|
| R3 |
1.4060 |
1.4040 |
1.3977 |
|
| R2 |
1.4000 |
1.4000 |
1.3971 |
|
| R1 |
1.3980 |
1.3980 |
1.3966 |
1.3990 |
| PP |
1.3940 |
1.3940 |
1.3940 |
1.3945 |
| S1 |
1.3920 |
1.3920 |
1.3955 |
1.3930 |
| S2 |
1.3880 |
1.3880 |
1.3949 |
|
| S3 |
1.3820 |
1.3860 |
1.3944 |
|
| S4 |
1.3760 |
1.3800 |
1.3927 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4658 |
1.4537 |
1.4132 |
|
| R3 |
1.4463 |
1.4342 |
1.4079 |
|
| R2 |
1.4268 |
1.4268 |
1.4061 |
|
| R1 |
1.4147 |
1.4147 |
1.4043 |
1.4110 |
| PP |
1.4073 |
1.4073 |
1.4073 |
1.4055 |
| S1 |
1.3952 |
1.3952 |
1.4007 |
1.3915 |
| S2 |
1.3878 |
1.3878 |
1.3989 |
|
| S3 |
1.3683 |
1.3757 |
1.3971 |
|
| S4 |
1.3488 |
1.3562 |
1.3918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4195 |
1.3900 |
0.0295 |
2.1% |
0.0074 |
0.5% |
20% |
False |
True |
205,904 |
| 10 |
1.4195 |
1.3825 |
0.0370 |
2.7% |
0.0089 |
0.6% |
36% |
False |
False |
215,811 |
| 20 |
1.4195 |
1.3750 |
0.0445 |
3.2% |
0.0103 |
0.7% |
47% |
False |
False |
174,170 |
| 40 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0064 |
0.5% |
59% |
False |
False |
88,841 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0046 |
0.3% |
75% |
False |
False |
59,292 |
| 80 |
1.4310 |
1.2877 |
0.1433 |
10.3% |
0.0039 |
0.3% |
76% |
False |
False |
44,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4215 |
|
2.618 |
1.4117 |
|
1.618 |
1.4057 |
|
1.000 |
1.4020 |
|
0.618 |
1.3997 |
|
HIGH |
1.3960 |
|
0.618 |
1.3937 |
|
0.500 |
1.3930 |
|
0.382 |
1.3923 |
|
LOW |
1.3900 |
|
0.618 |
1.3863 |
|
1.000 |
1.3840 |
|
1.618 |
1.3803 |
|
2.618 |
1.3743 |
|
4.250 |
1.3645 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3950 |
1.4048 |
| PP |
1.3940 |
1.4018 |
| S1 |
1.3930 |
1.3989 |
|