CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4020 |
1.4090 |
0.0070 |
0.5% |
1.3860 |
| High |
1.4080 |
1.4143 |
0.0063 |
0.4% |
1.4130 |
| Low |
1.3994 |
1.4005 |
0.0011 |
0.1% |
1.3822 |
| Close |
1.4078 |
1.4038 |
-0.0040 |
-0.3% |
1.4072 |
| Range |
0.0086 |
0.0138 |
0.0052 |
60.5% |
0.0308 |
| ATR |
0.0131 |
0.0132 |
0.0000 |
0.4% |
0.0000 |
| Volume |
663 |
50 |
-613 |
-92.5% |
752 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4476 |
1.4395 |
1.4114 |
|
| R3 |
1.4338 |
1.4257 |
1.4076 |
|
| R2 |
1.4200 |
1.4200 |
1.4063 |
|
| R1 |
1.4119 |
1.4119 |
1.4051 |
1.4091 |
| PP |
1.4062 |
1.4062 |
1.4062 |
1.4048 |
| S1 |
1.3981 |
1.3981 |
1.4025 |
1.3953 |
| S2 |
1.3924 |
1.3924 |
1.4013 |
|
| S3 |
1.3786 |
1.3843 |
1.4000 |
|
| S4 |
1.3648 |
1.3705 |
1.3962 |
|
|
| 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 |
1.4730 |
|
2.618 |
1.4504 |
|
1.618 |
1.4366 |
|
1.000 |
1.4281 |
|
0.618 |
1.4228 |
|
HIGH |
1.4143 |
|
0.618 |
1.4090 |
|
0.500 |
1.4074 |
|
0.382 |
1.4058 |
|
LOW |
1.4005 |
|
0.618 |
1.3920 |
|
1.000 |
1.3867 |
|
1.618 |
1.3782 |
|
2.618 |
1.3644 |
|
4.250 |
1.3419 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4074 |
1.4069 |
| PP |
1.4062 |
1.4058 |
| S1 |
1.4050 |
1.4048 |
|