CME Euro FX (E) Future December 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 |
1.3966 |
1.3916 |
-0.0050 |
-0.4% |
1.3808 |
| High |
1.3989 |
1.3990 |
0.0001 |
0.0% |
1.3990 |
| Low |
1.3903 |
1.3916 |
0.0013 |
0.1% |
1.3753 |
| Close |
1.3891 |
1.3947 |
0.0056 |
0.4% |
1.3947 |
| Range |
0.0086 |
0.0074 |
-0.0012 |
-14.0% |
0.0237 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
66 |
56 |
-10 |
-15.2% |
235 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4173 |
1.4134 |
1.3988 |
|
| R3 |
1.4099 |
1.4060 |
1.3967 |
|
| R2 |
1.4025 |
1.4025 |
1.3961 |
|
| R1 |
1.3986 |
1.3986 |
1.3954 |
1.4006 |
| PP |
1.3951 |
1.3951 |
1.3951 |
1.3961 |
| S1 |
1.3912 |
1.3912 |
1.3940 |
1.3932 |
| S2 |
1.3877 |
1.3877 |
1.3933 |
|
| S3 |
1.3803 |
1.3838 |
1.3927 |
|
| S4 |
1.3729 |
1.3764 |
1.3906 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4608 |
1.4514 |
1.4077 |
|
| R3 |
1.4371 |
1.4277 |
1.4012 |
|
| R2 |
1.4134 |
1.4134 |
1.3990 |
|
| R1 |
1.4040 |
1.4040 |
1.3969 |
1.4087 |
| PP |
1.3897 |
1.3897 |
1.3897 |
1.3920 |
| S1 |
1.3803 |
1.3803 |
1.3925 |
1.3850 |
| S2 |
1.3660 |
1.3660 |
1.3904 |
|
| S3 |
1.3423 |
1.3566 |
1.3882 |
|
| S4 |
1.3186 |
1.3329 |
1.3817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4305 |
|
2.618 |
1.4184 |
|
1.618 |
1.4110 |
|
1.000 |
1.4064 |
|
0.618 |
1.4036 |
|
HIGH |
1.3990 |
|
0.618 |
1.3962 |
|
0.500 |
1.3953 |
|
0.382 |
1.3944 |
|
LOW |
1.3916 |
|
0.618 |
1.3870 |
|
1.000 |
1.3842 |
|
1.618 |
1.3796 |
|
2.618 |
1.3722 |
|
4.250 |
1.3602 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3953 |
1.3931 |
| PP |
1.3951 |
1.3914 |
| S1 |
1.3949 |
1.3898 |
|