CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3964 |
1.3975 |
0.0011 |
0.1% |
1.4159 |
| High |
1.4070 |
1.4150 |
0.0080 |
0.6% |
1.4310 |
| Low |
1.3920 |
1.3975 |
0.0055 |
0.4% |
1.3948 |
| Close |
1.3955 |
1.4115 |
0.0160 |
1.1% |
1.3948 |
| Range |
0.0150 |
0.0175 |
0.0025 |
16.7% |
0.0362 |
| ATR |
0.0119 |
0.0124 |
0.0005 |
4.6% |
0.0000 |
| Volume |
53,733 |
100,050 |
46,317 |
86.2% |
45,794 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4605 |
1.4535 |
1.4211 |
|
| R3 |
1.4430 |
1.4360 |
1.4163 |
|
| R2 |
1.4255 |
1.4255 |
1.4147 |
|
| R1 |
1.4185 |
1.4185 |
1.4131 |
1.4220 |
| PP |
1.4080 |
1.4080 |
1.4080 |
1.4098 |
| S1 |
1.4010 |
1.4010 |
1.4099 |
1.4045 |
| S2 |
1.3905 |
1.3905 |
1.4083 |
|
| S3 |
1.3730 |
1.3835 |
1.4067 |
|
| S4 |
1.3555 |
1.3660 |
1.4019 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.4913 |
1.4147 |
|
| R3 |
1.4793 |
1.4551 |
1.4048 |
|
| R2 |
1.4431 |
1.4431 |
1.4014 |
|
| R1 |
1.4189 |
1.4189 |
1.3981 |
1.4129 |
| PP |
1.4069 |
1.4069 |
1.4069 |
1.4039 |
| S1 |
1.3827 |
1.3827 |
1.3915 |
1.3767 |
| S2 |
1.3707 |
1.3707 |
1.3882 |
|
| S3 |
1.3345 |
1.3465 |
1.3848 |
|
| S4 |
1.2983 |
1.3103 |
1.3749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4150 |
1.3820 |
0.0330 |
2.3% |
0.0103 |
0.7% |
89% |
True |
False |
43,561 |
| 10 |
1.4310 |
1.3820 |
0.0490 |
3.5% |
0.0072 |
0.5% |
60% |
False |
False |
25,577 |
| 20 |
1.4310 |
1.3463 |
0.0847 |
6.0% |
0.0044 |
0.3% |
77% |
False |
False |
13,581 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0030 |
0.2% |
86% |
False |
False |
6,926 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0026 |
0.2% |
86% |
False |
False |
4,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4894 |
|
2.618 |
1.4608 |
|
1.618 |
1.4433 |
|
1.000 |
1.4325 |
|
0.618 |
1.4258 |
|
HIGH |
1.4150 |
|
0.618 |
1.4083 |
|
0.500 |
1.4063 |
|
0.382 |
1.4042 |
|
LOW |
1.3975 |
|
0.618 |
1.3867 |
|
1.000 |
1.3800 |
|
1.618 |
1.3692 |
|
2.618 |
1.3517 |
|
4.250 |
1.3231 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4098 |
1.4088 |
| PP |
1.4080 |
1.4062 |
| S1 |
1.4063 |
1.4035 |
|