CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3916 |
1.3860 |
-0.0056 |
-0.4% |
1.3808 |
| High |
1.3990 |
1.3887 |
-0.0103 |
-0.7% |
1.3990 |
| Low |
1.3916 |
1.3822 |
-0.0094 |
-0.7% |
1.3753 |
| Close |
1.3947 |
1.3861 |
-0.0086 |
-0.6% |
1.3947 |
| Range |
0.0074 |
0.0065 |
-0.0009 |
-12.2% |
0.0237 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
56 |
13 |
-43 |
-76.8% |
235 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4052 |
1.4021 |
1.3897 |
|
| R3 |
1.3987 |
1.3956 |
1.3879 |
|
| R2 |
1.3922 |
1.3922 |
1.3873 |
|
| R1 |
1.3891 |
1.3891 |
1.3867 |
1.3907 |
| PP |
1.3857 |
1.3857 |
1.3857 |
1.3864 |
| S1 |
1.3826 |
1.3826 |
1.3855 |
1.3842 |
| S2 |
1.3792 |
1.3792 |
1.3849 |
|
| S3 |
1.3727 |
1.3761 |
1.3843 |
|
| S4 |
1.3662 |
1.3696 |
1.3825 |
|
|
| 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 |
1.4163 |
|
2.618 |
1.4057 |
|
1.618 |
1.3992 |
|
1.000 |
1.3952 |
|
0.618 |
1.3927 |
|
HIGH |
1.3887 |
|
0.618 |
1.3862 |
|
0.500 |
1.3855 |
|
0.382 |
1.3847 |
|
LOW |
1.3822 |
|
0.618 |
1.3782 |
|
1.000 |
1.3757 |
|
1.618 |
1.3717 |
|
2.618 |
1.3652 |
|
4.250 |
1.3546 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3859 |
1.3906 |
| PP |
1.3857 |
1.3891 |
| S1 |
1.3855 |
1.3876 |
|