CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3991 |
1.4058 |
0.0067 |
0.5% |
1.3942 |
| High |
1.4116 |
1.4101 |
-0.0015 |
-0.1% |
1.4133 |
| Low |
1.3980 |
1.3979 |
-0.0001 |
0.0% |
1.3818 |
| Close |
1.4075 |
1.4081 |
0.0006 |
0.0% |
1.4075 |
| Range |
0.0136 |
0.0122 |
-0.0014 |
-10.3% |
0.0315 |
| ATR |
0.0188 |
0.0183 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
236,598 |
198,006 |
-38,592 |
-16.3% |
1,128,361 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4420 |
1.4372 |
1.4148 |
|
| R3 |
1.4298 |
1.4250 |
1.4115 |
|
| R2 |
1.4176 |
1.4176 |
1.4103 |
|
| R1 |
1.4128 |
1.4128 |
1.4092 |
1.4152 |
| PP |
1.4054 |
1.4054 |
1.4054 |
1.4066 |
| S1 |
1.4006 |
1.4006 |
1.4070 |
1.4030 |
| S2 |
1.3932 |
1.3932 |
1.4059 |
|
| S3 |
1.3810 |
1.3884 |
1.4047 |
|
| S4 |
1.3688 |
1.3762 |
1.4014 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4954 |
1.4829 |
1.4248 |
|
| R3 |
1.4639 |
1.4514 |
1.4162 |
|
| R2 |
1.4324 |
1.4324 |
1.4133 |
|
| R1 |
1.4199 |
1.4199 |
1.4104 |
1.4262 |
| PP |
1.4009 |
1.4009 |
1.4009 |
1.4040 |
| S1 |
1.3884 |
1.3884 |
1.4046 |
1.3947 |
| S2 |
1.3694 |
1.3694 |
1.4017 |
|
| S3 |
1.3379 |
1.3569 |
1.3988 |
|
| S4 |
1.3064 |
1.3254 |
1.3902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4133 |
1.3821 |
0.0312 |
2.2% |
0.0183 |
1.3% |
83% |
False |
False |
234,450 |
| 10 |
1.4133 |
1.3736 |
0.0397 |
2.8% |
0.0167 |
1.2% |
87% |
False |
False |
213,854 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0199 |
1.4% |
58% |
False |
False |
133,796 |
| 40 |
1.4327 |
1.3221 |
0.1106 |
7.9% |
0.0183 |
1.3% |
78% |
False |
False |
67,623 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0170 |
1.2% |
83% |
False |
False |
45,145 |
| 80 |
1.4327 |
1.2621 |
0.1706 |
12.1% |
0.0164 |
1.2% |
86% |
False |
False |
33,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4620 |
|
2.618 |
1.4420 |
|
1.618 |
1.4298 |
|
1.000 |
1.4223 |
|
0.618 |
1.4176 |
|
HIGH |
1.4101 |
|
0.618 |
1.4054 |
|
0.500 |
1.4040 |
|
0.382 |
1.4026 |
|
LOW |
1.3979 |
|
0.618 |
1.3904 |
|
1.000 |
1.3857 |
|
1.618 |
1.3782 |
|
2.618 |
1.3660 |
|
4.250 |
1.3461 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4067 |
1.4054 |
| PP |
1.4054 |
1.4028 |
| S1 |
1.4040 |
1.4001 |
|