CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3810 |
1.3966 |
0.0156 |
1.1% |
1.3944 |
| High |
1.3955 |
1.3989 |
0.0034 |
0.2% |
1.4160 |
| Low |
1.3806 |
1.3903 |
0.0097 |
0.7% |
1.3869 |
| Close |
1.3950 |
1.3891 |
-0.0059 |
-0.4% |
1.3988 |
| Range |
0.0149 |
0.0086 |
-0.0063 |
-42.3% |
0.0291 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
61 |
66 |
5 |
8.2% |
28 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4124 |
1.3938 |
|
| R3 |
1.4100 |
1.4038 |
1.3915 |
|
| R2 |
1.4014 |
1.4014 |
1.3907 |
|
| R1 |
1.3952 |
1.3952 |
1.3899 |
1.3940 |
| PP |
1.3928 |
1.3928 |
1.3928 |
1.3922 |
| S1 |
1.3866 |
1.3866 |
1.3883 |
1.3854 |
| S2 |
1.3842 |
1.3842 |
1.3875 |
|
| S3 |
1.3756 |
1.3780 |
1.3867 |
|
| S4 |
1.3670 |
1.3694 |
1.3844 |
|
|
| 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 |
1.4355 |
|
2.618 |
1.4214 |
|
1.618 |
1.4128 |
|
1.000 |
1.4075 |
|
0.618 |
1.4042 |
|
HIGH |
1.3989 |
|
0.618 |
1.3956 |
|
0.500 |
1.3946 |
|
0.382 |
1.3936 |
|
LOW |
1.3903 |
|
0.618 |
1.3850 |
|
1.000 |
1.3817 |
|
1.618 |
1.3764 |
|
2.618 |
1.3678 |
|
4.250 |
1.3538 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3946 |
1.3884 |
| PP |
1.3928 |
1.3878 |
| S1 |
1.3909 |
1.3871 |
|