CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3932 |
1.3896 |
-0.0036 |
-0.3% |
1.3978 |
| High |
1.3994 |
1.4007 |
0.0013 |
0.1% |
1.4007 |
| Low |
1.3863 |
1.3875 |
0.0012 |
0.1% |
1.3736 |
| Close |
1.3892 |
1.3948 |
0.0056 |
0.4% |
1.3948 |
| Range |
0.0131 |
0.0132 |
0.0001 |
0.8% |
0.0271 |
| ATR |
0.0195 |
0.0191 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
208,008 |
202,138 |
-5,870 |
-2.8% |
980,036 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4339 |
1.4276 |
1.4021 |
|
| R3 |
1.4207 |
1.4144 |
1.3984 |
|
| R2 |
1.4075 |
1.4075 |
1.3972 |
|
| R1 |
1.4012 |
1.4012 |
1.3960 |
1.4044 |
| PP |
1.3943 |
1.3943 |
1.3943 |
1.3959 |
| S1 |
1.3880 |
1.3880 |
1.3936 |
1.3912 |
| S2 |
1.3811 |
1.3811 |
1.3924 |
|
| S3 |
1.3679 |
1.3748 |
1.3912 |
|
| S4 |
1.3547 |
1.3616 |
1.3875 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4710 |
1.4600 |
1.4097 |
|
| R3 |
1.4439 |
1.4329 |
1.4023 |
|
| R2 |
1.4168 |
1.4168 |
1.3998 |
|
| R1 |
1.4058 |
1.4058 |
1.3973 |
1.3978 |
| PP |
1.3897 |
1.3897 |
1.3897 |
1.3857 |
| S1 |
1.3787 |
1.3787 |
1.3923 |
1.3707 |
| S2 |
1.3626 |
1.3626 |
1.3898 |
|
| S3 |
1.3355 |
1.3516 |
1.3873 |
|
| S4 |
1.3084 |
1.3245 |
1.3799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4007 |
1.3736 |
0.0271 |
1.9% |
0.0175 |
1.3% |
78% |
True |
False |
196,007 |
| 10 |
1.4166 |
1.3736 |
0.0430 |
3.1% |
0.0198 |
1.4% |
49% |
False |
False |
130,765 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0200 |
1.4% |
36% |
False |
False |
68,531 |
| 40 |
1.4327 |
1.2965 |
0.1362 |
9.8% |
0.0183 |
1.3% |
72% |
False |
False |
34,499 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0167 |
1.2% |
74% |
False |
False |
23,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4568 |
|
2.618 |
1.4353 |
|
1.618 |
1.4221 |
|
1.000 |
1.4139 |
|
0.618 |
1.4089 |
|
HIGH |
1.4007 |
|
0.618 |
1.3957 |
|
0.500 |
1.3941 |
|
0.382 |
1.3925 |
|
LOW |
1.3875 |
|
0.618 |
1.3793 |
|
1.000 |
1.3743 |
|
1.618 |
1.3661 |
|
2.618 |
1.3529 |
|
4.250 |
1.3314 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3946 |
1.3932 |
| PP |
1.3943 |
1.3917 |
| S1 |
1.3941 |
1.3901 |
|