CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3975 |
1.3990 |
0.0015 |
0.1% |
1.3852 |
| High |
1.4150 |
1.4025 |
-0.0125 |
-0.9% |
1.4150 |
| Low |
1.3975 |
1.3935 |
-0.0040 |
-0.3% |
1.3820 |
| Close |
1.4115 |
1.3998 |
-0.0117 |
-0.8% |
1.3998 |
| Range |
0.0175 |
0.0090 |
-0.0085 |
-48.6% |
0.0330 |
| ATR |
0.0124 |
0.0128 |
0.0004 |
3.2% |
0.0000 |
| Volume |
100,050 |
133,092 |
33,042 |
33.0% |
336,413 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4256 |
1.4217 |
1.4048 |
|
| R3 |
1.4166 |
1.4127 |
1.4023 |
|
| R2 |
1.4076 |
1.4076 |
1.4015 |
|
| R1 |
1.4037 |
1.4037 |
1.4006 |
1.4057 |
| PP |
1.3986 |
1.3986 |
1.3986 |
1.3996 |
| S1 |
1.3947 |
1.3947 |
1.3990 |
1.3967 |
| S2 |
1.3896 |
1.3896 |
1.3982 |
|
| S3 |
1.3806 |
1.3857 |
1.3973 |
|
| S4 |
1.3716 |
1.3767 |
1.3949 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4979 |
1.4819 |
1.4180 |
|
| R3 |
1.4649 |
1.4489 |
1.4089 |
|
| R2 |
1.4319 |
1.4319 |
1.4059 |
|
| R1 |
1.4159 |
1.4159 |
1.4028 |
1.4239 |
| PP |
1.3989 |
1.3989 |
1.3989 |
1.4030 |
| S1 |
1.3829 |
1.3829 |
1.3968 |
1.3909 |
| S2 |
1.3659 |
1.3659 |
1.3938 |
|
| S3 |
1.3329 |
1.3499 |
1.3907 |
|
| S4 |
1.2999 |
1.3169 |
1.3817 |
|
|
| 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 |
2.4% |
0.0121 |
0.9% |
54% |
False |
False |
67,282 |
| 10 |
1.4310 |
1.3820 |
0.0490 |
3.5% |
0.0081 |
0.6% |
36% |
False |
False |
38,220 |
| 20 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0048 |
0.3% |
63% |
False |
False |
20,199 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0033 |
0.2% |
78% |
False |
False |
10,249 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0023 |
0.2% |
78% |
False |
False |
6,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4408 |
|
2.618 |
1.4261 |
|
1.618 |
1.4171 |
|
1.000 |
1.4115 |
|
0.618 |
1.4081 |
|
HIGH |
1.4025 |
|
0.618 |
1.3991 |
|
0.500 |
1.3980 |
|
0.382 |
1.3969 |
|
LOW |
1.3935 |
|
0.618 |
1.3879 |
|
1.000 |
1.3845 |
|
1.618 |
1.3789 |
|
2.618 |
1.3699 |
|
4.250 |
1.3553 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3992 |
1.4035 |
| PP |
1.3986 |
1.4023 |
| S1 |
1.3980 |
1.4010 |
|