CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3962 |
1.4090 |
0.0128 |
0.9% |
1.3808 |
| High |
1.4094 |
1.4130 |
0.0036 |
0.3% |
1.3990 |
| Low |
1.3962 |
1.3906 |
-0.0056 |
-0.4% |
1.3753 |
| Close |
1.4074 |
1.3918 |
-0.0156 |
-1.1% |
1.3947 |
| Range |
0.0132 |
0.0224 |
0.0092 |
69.7% |
0.0237 |
| ATR |
0.0133 |
0.0140 |
0.0006 |
4.9% |
0.0000 |
| Volume |
11 |
381 |
370 |
3,363.6% |
235 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4657 |
1.4511 |
1.4041 |
|
| R3 |
1.4433 |
1.4287 |
1.3980 |
|
| R2 |
1.4209 |
1.4209 |
1.3959 |
|
| R1 |
1.4063 |
1.4063 |
1.3939 |
1.4024 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.3965 |
| S1 |
1.3839 |
1.3839 |
1.3897 |
1.3800 |
| S2 |
1.3761 |
1.3761 |
1.3877 |
|
| S3 |
1.3537 |
1.3615 |
1.3856 |
|
| S4 |
1.3313 |
1.3391 |
1.3795 |
|
|
| 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 |
1.5082 |
|
2.618 |
1.4716 |
|
1.618 |
1.4492 |
|
1.000 |
1.4354 |
|
0.618 |
1.4268 |
|
HIGH |
1.4130 |
|
0.618 |
1.4044 |
|
0.500 |
1.4018 |
|
0.382 |
1.3992 |
|
LOW |
1.3906 |
|
0.618 |
1.3768 |
|
1.000 |
1.3682 |
|
1.618 |
1.3544 |
|
2.618 |
1.3320 |
|
4.250 |
1.2954 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4018 |
1.3976 |
| PP |
1.3985 |
1.3957 |
| S1 |
1.3951 |
1.3937 |
|