CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4035 |
1.4148 |
0.0113 |
0.8% |
1.3942 |
| High |
1.4202 |
1.4152 |
-0.0050 |
-0.4% |
1.4133 |
| Low |
1.3999 |
1.3988 |
-0.0011 |
-0.1% |
1.3818 |
| Close |
1.4147 |
1.4025 |
-0.0122 |
-0.9% |
1.4075 |
| Range |
0.0203 |
0.0164 |
-0.0039 |
-19.2% |
0.0315 |
| ATR |
0.0183 |
0.0181 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
233,978 |
219,328 |
-14,650 |
-6.3% |
1,128,361 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4547 |
1.4450 |
1.4115 |
|
| R3 |
1.4383 |
1.4286 |
1.4070 |
|
| R2 |
1.4219 |
1.4219 |
1.4055 |
|
| R1 |
1.4122 |
1.4122 |
1.4040 |
1.4089 |
| PP |
1.4055 |
1.4055 |
1.4055 |
1.4038 |
| S1 |
1.3958 |
1.3958 |
1.4010 |
1.3925 |
| S2 |
1.3891 |
1.3891 |
1.3995 |
|
| S3 |
1.3727 |
1.3794 |
1.3980 |
|
| S4 |
1.3563 |
1.3630 |
1.3935 |
|
|
| 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 |
1.4202 |
1.3979 |
0.0223 |
1.6% |
0.0155 |
1.1% |
21% |
False |
False |
207,614 |
| 10 |
1.4202 |
1.3818 |
0.0384 |
2.7% |
0.0169 |
1.2% |
54% |
False |
False |
213,197 |
| 20 |
1.4253 |
1.3736 |
0.0517 |
3.7% |
0.0194 |
1.4% |
56% |
False |
False |
162,598 |
| 40 |
1.4327 |
1.3250 |
0.1077 |
7.7% |
0.0184 |
1.3% |
72% |
False |
False |
82,701 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0172 |
1.2% |
79% |
False |
False |
55,196 |
| 80 |
1.4327 |
1.2780 |
0.1547 |
11.0% |
0.0167 |
1.2% |
80% |
False |
False |
41,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4849 |
|
2.618 |
1.4581 |
|
1.618 |
1.4417 |
|
1.000 |
1.4316 |
|
0.618 |
1.4253 |
|
HIGH |
1.4152 |
|
0.618 |
1.4089 |
|
0.500 |
1.4070 |
|
0.382 |
1.4051 |
|
LOW |
1.3988 |
|
0.618 |
1.3887 |
|
1.000 |
1.3824 |
|
1.618 |
1.3723 |
|
2.618 |
1.3559 |
|
4.250 |
1.3291 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4070 |
1.4095 |
| PP |
1.4055 |
1.4072 |
| S1 |
1.4040 |
1.4048 |
|