CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4023 |
1.3808 |
-0.0215 |
-1.5% |
1.3944 |
| High |
1.4030 |
1.3827 |
-0.0203 |
-1.4% |
1.4160 |
| Low |
1.3975 |
1.3754 |
-0.0221 |
-1.6% |
1.3869 |
| Close |
1.3988 |
1.3767 |
-0.0221 |
-1.6% |
1.3988 |
| Range |
0.0055 |
0.0073 |
0.0018 |
32.7% |
0.0291 |
| ATR |
0.0120 |
0.0128 |
0.0008 |
6.8% |
0.0000 |
| Volume |
6 |
24 |
18 |
300.0% |
28 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4002 |
1.3957 |
1.3807 |
|
| R3 |
1.3929 |
1.3884 |
1.3787 |
|
| R2 |
1.3856 |
1.3856 |
1.3780 |
|
| R1 |
1.3811 |
1.3811 |
1.3774 |
1.3797 |
| PP |
1.3783 |
1.3783 |
1.3783 |
1.3776 |
| S1 |
1.3738 |
1.3738 |
1.3760 |
1.3724 |
| S2 |
1.3710 |
1.3710 |
1.3754 |
|
| S3 |
1.3637 |
1.3665 |
1.3747 |
|
| S4 |
1.3564 |
1.3592 |
1.3727 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4879 |
1.4724 |
1.4148 |
|
| R3 |
1.4588 |
1.4433 |
1.4068 |
|
| R2 |
1.4297 |
1.4297 |
1.4041 |
|
| R1 |
1.4142 |
1.4142 |
1.4015 |
1.4220 |
| PP |
1.4006 |
1.4006 |
1.4006 |
1.4044 |
| S1 |
1.3851 |
1.3851 |
1.3961 |
1.3929 |
| S2 |
1.3715 |
1.3715 |
1.3935 |
|
| S3 |
1.3424 |
1.3560 |
1.3908 |
|
| S4 |
1.3133 |
1.3269 |
1.3828 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4137 |
|
2.618 |
1.4018 |
|
1.618 |
1.3945 |
|
1.000 |
1.3900 |
|
0.618 |
1.3872 |
|
HIGH |
1.3827 |
|
0.618 |
1.3799 |
|
0.500 |
1.3791 |
|
0.382 |
1.3782 |
|
LOW |
1.3754 |
|
0.618 |
1.3709 |
|
1.000 |
1.3681 |
|
1.618 |
1.3636 |
|
2.618 |
1.3563 |
|
4.250 |
1.3444 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3791 |
1.3957 |
| PP |
1.3783 |
1.3894 |
| S1 |
1.3775 |
1.3830 |
|