CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3822 |
1.3932 |
0.0110 |
0.8% |
1.3845 |
| High |
1.3976 |
1.3994 |
0.0018 |
0.1% |
1.4166 |
| Low |
1.3795 |
1.3863 |
0.0068 |
0.5% |
1.3792 |
| Close |
1.3955 |
1.3892 |
-0.0063 |
-0.5% |
1.3998 |
| Range |
0.0181 |
0.0131 |
-0.0050 |
-27.6% |
0.0374 |
| ATR |
0.0200 |
0.0195 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
198,960 |
208,008 |
9,048 |
4.5% |
327,618 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4309 |
1.4232 |
1.3964 |
|
| R3 |
1.4178 |
1.4101 |
1.3928 |
|
| R2 |
1.4047 |
1.4047 |
1.3916 |
|
| R1 |
1.3970 |
1.3970 |
1.3904 |
1.3943 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3903 |
| S1 |
1.3839 |
1.3839 |
1.3880 |
1.3812 |
| S2 |
1.3785 |
1.3785 |
1.3868 |
|
| S3 |
1.3654 |
1.3708 |
1.3856 |
|
| S4 |
1.3523 |
1.3577 |
1.3820 |
|
|
| 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 |
1.4116 |
1.3736 |
0.0380 |
2.7% |
0.0188 |
1.4% |
41% |
False |
False |
181,564 |
| 10 |
1.4253 |
1.3736 |
0.0517 |
3.7% |
0.0218 |
1.6% |
30% |
False |
False |
112,000 |
| 20 |
1.4327 |
1.3712 |
0.0615 |
4.4% |
0.0203 |
1.5% |
29% |
False |
False |
58,548 |
| 40 |
1.4327 |
1.2965 |
0.1362 |
9.8% |
0.0184 |
1.3% |
68% |
False |
False |
29,450 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0168 |
1.2% |
70% |
False |
False |
19,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4551 |
|
2.618 |
1.4337 |
|
1.618 |
1.4206 |
|
1.000 |
1.4125 |
|
0.618 |
1.4075 |
|
HIGH |
1.3994 |
|
0.618 |
1.3944 |
|
0.500 |
1.3929 |
|
0.382 |
1.3913 |
|
LOW |
1.3863 |
|
0.618 |
1.3782 |
|
1.000 |
1.3732 |
|
1.618 |
1.3651 |
|
2.618 |
1.3520 |
|
4.250 |
1.3306 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3929 |
1.3883 |
| PP |
1.3916 |
1.3874 |
| S1 |
1.3904 |
1.3865 |
|