CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4031 |
1.4020 |
-0.0011 |
-0.1% |
1.3860 |
| High |
1.4099 |
1.4080 |
-0.0019 |
-0.1% |
1.4130 |
| Low |
1.4020 |
1.3994 |
-0.0026 |
-0.2% |
1.3822 |
| Close |
1.4072 |
1.4078 |
0.0006 |
0.0% |
1.4072 |
| Range |
0.0079 |
0.0086 |
0.0007 |
8.9% |
0.0308 |
| ATR |
0.0134 |
0.0131 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
269 |
663 |
394 |
146.5% |
752 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4309 |
1.4279 |
1.4125 |
|
| R3 |
1.4223 |
1.4193 |
1.4102 |
|
| R2 |
1.4137 |
1.4137 |
1.4094 |
|
| R1 |
1.4107 |
1.4107 |
1.4086 |
1.4122 |
| PP |
1.4051 |
1.4051 |
1.4051 |
1.4058 |
| S1 |
1.4021 |
1.4021 |
1.4070 |
1.4036 |
| S2 |
1.3965 |
1.3965 |
1.4062 |
|
| S3 |
1.3879 |
1.3935 |
1.4054 |
|
| S4 |
1.3793 |
1.3849 |
1.4031 |
|
|
| 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 |
1.4446 |
|
2.618 |
1.4305 |
|
1.618 |
1.4219 |
|
1.000 |
1.4166 |
|
0.618 |
1.4133 |
|
HIGH |
1.4080 |
|
0.618 |
1.4047 |
|
0.500 |
1.4037 |
|
0.382 |
1.4027 |
|
LOW |
1.3994 |
|
0.618 |
1.3941 |
|
1.000 |
1.3908 |
|
1.618 |
1.3855 |
|
2.618 |
1.3769 |
|
4.250 |
1.3629 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4064 |
1.4052 |
| PP |
1.4051 |
1.4027 |
| S1 |
1.4037 |
1.4001 |
|