CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3990 |
1.3853 |
-0.0137 |
-1.0% |
1.3852 |
| High |
1.4025 |
1.3875 |
-0.0150 |
-1.1% |
1.4150 |
| Low |
1.3935 |
1.3750 |
-0.0185 |
-1.3% |
1.3820 |
| Close |
1.3998 |
1.3775 |
-0.0223 |
-1.6% |
1.3998 |
| Range |
0.0090 |
0.0125 |
0.0035 |
38.9% |
0.0330 |
| ATR |
0.0128 |
0.0137 |
0.0009 |
6.7% |
0.0000 |
| Volume |
133,092 |
169,516 |
36,424 |
27.4% |
336,413 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4175 |
1.4100 |
1.3844 |
|
| R3 |
1.4050 |
1.3975 |
1.3809 |
|
| R2 |
1.3925 |
1.3925 |
1.3798 |
|
| R1 |
1.3850 |
1.3850 |
1.3786 |
1.3825 |
| PP |
1.3800 |
1.3800 |
1.3800 |
1.3788 |
| S1 |
1.3725 |
1.3725 |
1.3764 |
1.3700 |
| S2 |
1.3675 |
1.3675 |
1.3752 |
|
| S3 |
1.3550 |
1.3600 |
1.3741 |
|
| S4 |
1.3425 |
1.3475 |
1.3706 |
|
|
| 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 |
1.3750 |
0.0400 |
2.9% |
0.0131 |
1.0% |
6% |
False |
True |
97,087 |
| 10 |
1.4310 |
1.3750 |
0.0560 |
4.1% |
0.0093 |
0.7% |
4% |
False |
True |
54,784 |
| 20 |
1.4310 |
1.3526 |
0.0784 |
5.7% |
0.0054 |
0.4% |
32% |
False |
False |
28,663 |
| 40 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0036 |
0.3% |
62% |
False |
False |
14,484 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0025 |
0.2% |
62% |
False |
False |
9,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4406 |
|
2.618 |
1.4202 |
|
1.618 |
1.4077 |
|
1.000 |
1.4000 |
|
0.618 |
1.3952 |
|
HIGH |
1.3875 |
|
0.618 |
1.3827 |
|
0.500 |
1.3813 |
|
0.382 |
1.3798 |
|
LOW |
1.3750 |
|
0.618 |
1.3673 |
|
1.000 |
1.3625 |
|
1.618 |
1.3548 |
|
2.618 |
1.3423 |
|
4.250 |
1.3219 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3813 |
1.3950 |
| PP |
1.3800 |
1.3892 |
| S1 |
1.3788 |
1.3833 |
|