CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3896 |
1.3942 |
0.0046 |
0.3% |
1.3978 |
| High |
1.4007 |
1.3945 |
-0.0062 |
-0.4% |
1.4007 |
| Low |
1.3875 |
1.3818 |
-0.0057 |
-0.4% |
1.3736 |
| Close |
1.3948 |
1.3862 |
-0.0086 |
-0.6% |
1.3948 |
| Range |
0.0132 |
0.0127 |
-0.0005 |
-3.8% |
0.0271 |
| ATR |
0.0191 |
0.0186 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
202,138 |
154,115 |
-48,023 |
-23.8% |
980,036 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4256 |
1.4186 |
1.3932 |
|
| R3 |
1.4129 |
1.4059 |
1.3897 |
|
| R2 |
1.4002 |
1.4002 |
1.3885 |
|
| R1 |
1.3932 |
1.3932 |
1.3874 |
1.3904 |
| PP |
1.3875 |
1.3875 |
1.3875 |
1.3861 |
| S1 |
1.3805 |
1.3805 |
1.3850 |
1.3777 |
| S2 |
1.3748 |
1.3748 |
1.3839 |
|
| S3 |
1.3621 |
1.3678 |
1.3827 |
|
| S4 |
1.3494 |
1.3551 |
1.3792 |
|
|
| 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 |
2.0% |
0.0151 |
1.1% |
46% |
False |
False |
193,257 |
| 10 |
1.4166 |
1.3736 |
0.0430 |
3.1% |
0.0191 |
1.4% |
29% |
False |
False |
144,188 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.3% |
0.0199 |
1.4% |
21% |
False |
False |
76,139 |
| 40 |
1.4327 |
1.2965 |
0.1362 |
9.8% |
0.0182 |
1.3% |
66% |
False |
False |
38,348 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0168 |
1.2% |
68% |
False |
False |
25,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4485 |
|
2.618 |
1.4277 |
|
1.618 |
1.4150 |
|
1.000 |
1.4072 |
|
0.618 |
1.4023 |
|
HIGH |
1.3945 |
|
0.618 |
1.3896 |
|
0.500 |
1.3882 |
|
0.382 |
1.3867 |
|
LOW |
1.3818 |
|
0.618 |
1.3740 |
|
1.000 |
1.3691 |
|
1.618 |
1.3613 |
|
2.618 |
1.3486 |
|
4.250 |
1.3278 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3882 |
1.3913 |
| PP |
1.3875 |
1.3896 |
| S1 |
1.3869 |
1.3879 |
|