CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4058 |
1.4072 |
0.0014 |
0.1% |
1.3942 |
| High |
1.4101 |
1.4149 |
0.0048 |
0.3% |
1.4133 |
| Low |
1.3979 |
1.3998 |
0.0019 |
0.1% |
1.3818 |
| Close |
1.4081 |
1.4040 |
-0.0041 |
-0.3% |
1.4075 |
| Range |
0.0122 |
0.0151 |
0.0029 |
23.8% |
0.0315 |
| ATR |
0.0183 |
0.0181 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
198,006 |
150,162 |
-47,844 |
-24.2% |
1,128,361 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4515 |
1.4429 |
1.4123 |
|
| R3 |
1.4364 |
1.4278 |
1.4082 |
|
| R2 |
1.4213 |
1.4213 |
1.4068 |
|
| R1 |
1.4127 |
1.4127 |
1.4054 |
1.4095 |
| PP |
1.4062 |
1.4062 |
1.4062 |
1.4046 |
| S1 |
1.3976 |
1.3976 |
1.4026 |
1.3944 |
| S2 |
1.3911 |
1.3911 |
1.4012 |
|
| S3 |
1.3760 |
1.3825 |
1.3998 |
|
| S4 |
1.3609 |
1.3674 |
1.3957 |
|
|
| 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 |
1.4149 |
1.3884 |
0.0265 |
1.9% |
0.0157 |
1.1% |
59% |
True |
False |
225,619 |
| 10 |
1.4149 |
1.3795 |
0.0354 |
2.5% |
0.0164 |
1.2% |
69% |
True |
False |
208,563 |
| 20 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0196 |
1.4% |
51% |
False |
False |
141,101 |
| 40 |
1.4327 |
1.3242 |
0.1085 |
7.7% |
0.0182 |
1.3% |
74% |
False |
False |
71,376 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0171 |
1.2% |
80% |
False |
False |
47,644 |
| 80 |
1.4327 |
1.2621 |
0.1706 |
12.2% |
0.0164 |
1.2% |
83% |
False |
False |
35,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4791 |
|
2.618 |
1.4544 |
|
1.618 |
1.4393 |
|
1.000 |
1.4300 |
|
0.618 |
1.4242 |
|
HIGH |
1.4149 |
|
0.618 |
1.4091 |
|
0.500 |
1.4074 |
|
0.382 |
1.4056 |
|
LOW |
1.3998 |
|
0.618 |
1.3905 |
|
1.000 |
1.3847 |
|
1.618 |
1.3754 |
|
2.618 |
1.3603 |
|
4.250 |
1.3356 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4074 |
1.4064 |
| PP |
1.4062 |
1.4056 |
| S1 |
1.4051 |
1.4048 |
|