CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3853 |
1.3893 |
0.0040 |
0.3% |
1.3852 |
| High |
1.3875 |
1.3915 |
0.0040 |
0.3% |
1.4150 |
| Low |
1.3750 |
1.3820 |
0.0070 |
0.5% |
1.3820 |
| Close |
1.3775 |
1.3834 |
0.0059 |
0.4% |
1.3998 |
| Range |
0.0125 |
0.0095 |
-0.0030 |
-24.0% |
0.0330 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
0.2% |
0.0000 |
| Volume |
169,516 |
207,862 |
38,346 |
22.6% |
336,413 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4141 |
1.4083 |
1.3886 |
|
| R3 |
1.4046 |
1.3988 |
1.3860 |
|
| R2 |
1.3951 |
1.3951 |
1.3851 |
|
| R1 |
1.3893 |
1.3893 |
1.3843 |
1.3875 |
| PP |
1.3856 |
1.3856 |
1.3856 |
1.3847 |
| S1 |
1.3798 |
1.3798 |
1.3825 |
1.3780 |
| S2 |
1.3761 |
1.3761 |
1.3817 |
|
| S3 |
1.3666 |
1.3703 |
1.3808 |
|
| S4 |
1.3571 |
1.3608 |
1.3782 |
|
|
| 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% |
0.0127 |
0.9% |
21% |
False |
False |
132,850 |
| 10 |
1.4205 |
1.3750 |
0.0455 |
3.3% |
0.0094 |
0.7% |
18% |
False |
False |
75,163 |
| 20 |
1.4310 |
1.3595 |
0.0715 |
5.2% |
0.0059 |
0.4% |
33% |
False |
False |
39,044 |
| 40 |
1.4310 |
1.2920 |
0.1390 |
10.0% |
0.0038 |
0.3% |
66% |
False |
False |
19,665 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0025 |
0.2% |
66% |
False |
False |
13,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4319 |
|
2.618 |
1.4164 |
|
1.618 |
1.4069 |
|
1.000 |
1.4010 |
|
0.618 |
1.3974 |
|
HIGH |
1.3915 |
|
0.618 |
1.3879 |
|
0.500 |
1.3868 |
|
0.382 |
1.3856 |
|
LOW |
1.3820 |
|
0.618 |
1.3761 |
|
1.000 |
1.3725 |
|
1.618 |
1.3666 |
|
2.618 |
1.3571 |
|
4.250 |
1.3416 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3868 |
1.3888 |
| PP |
1.3856 |
1.3870 |
| S1 |
1.3845 |
1.3852 |
|