CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4148 |
1.3961 |
-0.0187 |
-1.3% |
1.4058 |
| High |
1.4152 |
1.3998 |
-0.0154 |
-1.1% |
1.4202 |
| Low |
1.3988 |
1.3876 |
-0.0112 |
-0.8% |
1.3979 |
| Close |
1.4025 |
1.3960 |
-0.0065 |
-0.5% |
1.4025 |
| Range |
0.0164 |
0.0122 |
-0.0042 |
-25.6% |
0.0223 |
| ATR |
0.0181 |
0.0179 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
219,328 |
228,046 |
8,718 |
4.0% |
801,474 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4257 |
1.4027 |
|
| R3 |
1.4189 |
1.4135 |
1.3994 |
|
| R2 |
1.4067 |
1.4067 |
1.3982 |
|
| R1 |
1.4013 |
1.4013 |
1.3971 |
1.3979 |
| PP |
1.3945 |
1.3945 |
1.3945 |
1.3928 |
| S1 |
1.3891 |
1.3891 |
1.3949 |
1.3857 |
| S2 |
1.3823 |
1.3823 |
1.3938 |
|
| S3 |
1.3701 |
1.3769 |
1.3926 |
|
| S4 |
1.3579 |
1.3647 |
1.3893 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4738 |
1.4604 |
1.4148 |
|
| R3 |
1.4515 |
1.4381 |
1.4086 |
|
| R2 |
1.4292 |
1.4292 |
1.4066 |
|
| R1 |
1.4158 |
1.4158 |
1.4045 |
1.4114 |
| PP |
1.4069 |
1.4069 |
1.4069 |
1.4046 |
| S1 |
1.3935 |
1.3935 |
1.4005 |
1.3891 |
| S2 |
1.3846 |
1.3846 |
1.3984 |
|
| S3 |
1.3623 |
1.3712 |
1.3964 |
|
| S4 |
1.3400 |
1.3489 |
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 |
1.3876 |
0.0326 |
2.3% |
0.0152 |
1.1% |
26% |
False |
True |
205,904 |
| 10 |
1.4202 |
1.3818 |
0.0384 |
2.8% |
0.0168 |
1.2% |
37% |
False |
False |
215,788 |
| 20 |
1.4202 |
1.3736 |
0.0466 |
3.3% |
0.0183 |
1.3% |
48% |
False |
False |
173,276 |
| 40 |
1.4327 |
1.3388 |
0.0939 |
6.7% |
0.0182 |
1.3% |
61% |
False |
False |
88,394 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0172 |
1.2% |
75% |
False |
False |
58,994 |
| 80 |
1.4327 |
1.2787 |
0.1540 |
11.0% |
0.0167 |
1.2% |
76% |
False |
False |
44,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4517 |
|
2.618 |
1.4317 |
|
1.618 |
1.4195 |
|
1.000 |
1.4120 |
|
0.618 |
1.4073 |
|
HIGH |
1.3998 |
|
0.618 |
1.3951 |
|
0.500 |
1.3937 |
|
0.382 |
1.3923 |
|
LOW |
1.3876 |
|
0.618 |
1.3801 |
|
1.000 |
1.3754 |
|
1.618 |
1.3679 |
|
2.618 |
1.3557 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3952 |
1.4039 |
| PP |
1.3945 |
1.4013 |
| S1 |
1.3937 |
1.3986 |
|