CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3893 |
1.3845 |
-0.0048 |
-0.3% |
1.3852 |
| High |
1.3915 |
1.3965 |
0.0050 |
0.4% |
1.4150 |
| Low |
1.3820 |
1.3830 |
0.0010 |
0.1% |
1.3820 |
| Close |
1.3834 |
1.3955 |
0.0121 |
0.9% |
1.3998 |
| Range |
0.0095 |
0.0135 |
0.0040 |
42.1% |
0.0330 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
207,862 |
199,810 |
-8,052 |
-3.9% |
336,413 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4322 |
1.4273 |
1.4029 |
|
| R3 |
1.4187 |
1.4138 |
1.3992 |
|
| R2 |
1.4052 |
1.4052 |
1.3980 |
|
| R1 |
1.4003 |
1.4003 |
1.3967 |
1.4028 |
| PP |
1.3917 |
1.3917 |
1.3917 |
1.3929 |
| S1 |
1.3868 |
1.3868 |
1.3943 |
1.3893 |
| S2 |
1.3782 |
1.3782 |
1.3930 |
|
| S3 |
1.3647 |
1.3733 |
1.3918 |
|
| S4 |
1.3512 |
1.3598 |
1.3881 |
|
|
| 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% |
0.0124 |
0.9% |
51% |
False |
False |
162,066 |
| 10 |
1.4205 |
1.3750 |
0.0455 |
3.3% |
0.0107 |
0.8% |
45% |
False |
False |
94,193 |
| 20 |
1.4310 |
1.3745 |
0.0565 |
4.0% |
0.0064 |
0.5% |
37% |
False |
False |
49,016 |
| 40 |
1.4310 |
1.3005 |
0.1305 |
9.4% |
0.0042 |
0.3% |
73% |
False |
False |
24,655 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0028 |
0.2% |
75% |
False |
False |
16,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4539 |
|
2.618 |
1.4318 |
|
1.618 |
1.4183 |
|
1.000 |
1.4100 |
|
0.618 |
1.4048 |
|
HIGH |
1.3965 |
|
0.618 |
1.3913 |
|
0.500 |
1.3898 |
|
0.382 |
1.3882 |
|
LOW |
1.3830 |
|
0.618 |
1.3747 |
|
1.000 |
1.3695 |
|
1.618 |
1.3612 |
|
2.618 |
1.3477 |
|
4.250 |
1.3256 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3936 |
1.3923 |
| PP |
1.3917 |
1.3890 |
| S1 |
1.3898 |
1.3858 |
|