CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3956 |
1.4085 |
0.0129 |
0.9% |
1.3845 |
| High |
1.4166 |
1.4116 |
-0.0050 |
-0.4% |
1.4166 |
| Low |
1.3929 |
1.3922 |
-0.0007 |
-0.1% |
1.3792 |
| Close |
1.4115 |
1.3998 |
-0.0117 |
-0.8% |
1.3998 |
| Range |
0.0237 |
0.0194 |
-0.0043 |
-18.1% |
0.0374 |
| ATR |
0.0199 |
0.0198 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
98,042 |
129,925 |
31,883 |
32.5% |
327,618 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4594 |
1.4490 |
1.4105 |
|
| R3 |
1.4400 |
1.4296 |
1.4051 |
|
| R2 |
1.4206 |
1.4206 |
1.4034 |
|
| R1 |
1.4102 |
1.4102 |
1.4016 |
1.4057 |
| PP |
1.4012 |
1.4012 |
1.4012 |
1.3990 |
| S1 |
1.3908 |
1.3908 |
1.3980 |
1.3863 |
| S2 |
1.3818 |
1.3818 |
1.3962 |
|
| S3 |
1.3624 |
1.3714 |
1.3945 |
|
| S4 |
1.3430 |
1.3520 |
1.3891 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5107 |
1.4927 |
1.4204 |
|
| R3 |
1.4733 |
1.4553 |
1.4101 |
|
| R2 |
1.4359 |
1.4359 |
1.4067 |
|
| R1 |
1.4179 |
1.4179 |
1.4032 |
1.4269 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.4031 |
| S1 |
1.3805 |
1.3805 |
1.3964 |
1.3895 |
| S2 |
1.3611 |
1.3611 |
1.3929 |
|
| S3 |
1.3237 |
1.3431 |
1.3895 |
|
| S4 |
1.2863 |
1.3057 |
1.3792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4166 |
1.3792 |
0.0374 |
2.7% |
0.0221 |
1.6% |
55% |
False |
False |
65,523 |
| 10 |
1.4327 |
1.3792 |
0.0535 |
3.8% |
0.0221 |
1.6% |
39% |
False |
False |
37,341 |
| 20 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0199 |
1.4% |
64% |
False |
False |
19,759 |
| 40 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0178 |
1.3% |
77% |
False |
False |
10,029 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0167 |
1.2% |
77% |
False |
False |
6,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4941 |
|
2.618 |
1.4624 |
|
1.618 |
1.4430 |
|
1.000 |
1.4310 |
|
0.618 |
1.4236 |
|
HIGH |
1.4116 |
|
0.618 |
1.4042 |
|
0.500 |
1.4019 |
|
0.382 |
1.3996 |
|
LOW |
1.3922 |
|
0.618 |
1.3802 |
|
1.000 |
1.3728 |
|
1.618 |
1.3608 |
|
2.618 |
1.3414 |
|
4.250 |
1.3098 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4019 |
1.4034 |
| PP |
1.4012 |
1.4022 |
| S1 |
1.4005 |
1.4010 |
|