CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3960 |
1.4031 |
0.0071 |
0.5% |
1.3860 |
| High |
1.3991 |
1.4099 |
0.0108 |
0.8% |
1.4130 |
| Low |
1.3903 |
1.4020 |
0.0117 |
0.8% |
1.3822 |
| Close |
1.3984 |
1.4072 |
0.0088 |
0.6% |
1.4072 |
| Range |
0.0088 |
0.0079 |
-0.0009 |
-10.2% |
0.0308 |
| ATR |
0.0136 |
0.0134 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
78 |
269 |
191 |
244.9% |
752 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4301 |
1.4265 |
1.4115 |
|
| R3 |
1.4222 |
1.4186 |
1.4094 |
|
| R2 |
1.4143 |
1.4143 |
1.4086 |
|
| R1 |
1.4107 |
1.4107 |
1.4079 |
1.4125 |
| PP |
1.4064 |
1.4064 |
1.4064 |
1.4073 |
| S1 |
1.4028 |
1.4028 |
1.4065 |
1.4046 |
| S2 |
1.3985 |
1.3985 |
1.4058 |
|
| S3 |
1.3906 |
1.3949 |
1.4050 |
|
| S4 |
1.3827 |
1.3870 |
1.4029 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4932 |
1.4810 |
1.4241 |
|
| R3 |
1.4624 |
1.4502 |
1.4157 |
|
| R2 |
1.4316 |
1.4316 |
1.4128 |
|
| R1 |
1.4194 |
1.4194 |
1.4100 |
1.4255 |
| PP |
1.4008 |
1.4008 |
1.4008 |
1.4039 |
| S1 |
1.3886 |
1.3886 |
1.4044 |
1.3947 |
| S2 |
1.3700 |
1.3700 |
1.4016 |
|
| S3 |
1.3392 |
1.3578 |
1.3987 |
|
| S4 |
1.3084 |
1.3270 |
1.3903 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4435 |
|
2.618 |
1.4306 |
|
1.618 |
1.4227 |
|
1.000 |
1.4178 |
|
0.618 |
1.4148 |
|
HIGH |
1.4099 |
|
0.618 |
1.4069 |
|
0.500 |
1.4060 |
|
0.382 |
1.4050 |
|
LOW |
1.4020 |
|
0.618 |
1.3971 |
|
1.000 |
1.3941 |
|
1.618 |
1.3892 |
|
2.618 |
1.3813 |
|
4.250 |
1.3684 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4068 |
1.4054 |
| PP |
1.4064 |
1.4035 |
| S1 |
1.4060 |
1.4017 |
|