CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3845 |
1.3895 |
0.0050 |
0.4% |
1.3852 |
| High |
1.3965 |
1.3990 |
0.0025 |
0.2% |
1.4150 |
| Low |
1.3830 |
1.3870 |
0.0040 |
0.3% |
1.3820 |
| Close |
1.3955 |
1.3892 |
-0.0063 |
-0.5% |
1.3998 |
| Range |
0.0135 |
0.0120 |
-0.0015 |
-11.1% |
0.0330 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
199,810 |
209,080 |
9,270 |
4.6% |
336,413 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4277 |
1.4205 |
1.3958 |
|
| R3 |
1.4157 |
1.4085 |
1.3925 |
|
| R2 |
1.4037 |
1.4037 |
1.3914 |
|
| R1 |
1.3965 |
1.3965 |
1.3903 |
1.3941 |
| PP |
1.3917 |
1.3917 |
1.3917 |
1.3906 |
| S1 |
1.3845 |
1.3845 |
1.3881 |
1.3821 |
| S2 |
1.3797 |
1.3797 |
1.3870 |
|
| S3 |
1.3677 |
1.3725 |
1.3859 |
|
| S4 |
1.3557 |
1.3605 |
1.3826 |
|
|
| 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 |
1.4025 |
1.3750 |
0.0275 |
2.0% |
0.0113 |
0.8% |
52% |
False |
False |
183,872 |
| 10 |
1.4150 |
1.3750 |
0.0400 |
2.9% |
0.0108 |
0.8% |
36% |
False |
False |
113,716 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0067 |
0.5% |
25% |
False |
False |
59,407 |
| 40 |
1.4310 |
1.3005 |
0.1305 |
9.4% |
0.0045 |
0.3% |
68% |
False |
False |
29,879 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0030 |
0.2% |
70% |
False |
False |
19,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4500 |
|
2.618 |
1.4304 |
|
1.618 |
1.4184 |
|
1.000 |
1.4110 |
|
0.618 |
1.4064 |
|
HIGH |
1.3990 |
|
0.618 |
1.3944 |
|
0.500 |
1.3930 |
|
0.382 |
1.3916 |
|
LOW |
1.3870 |
|
0.618 |
1.3796 |
|
1.000 |
1.3750 |
|
1.618 |
1.3676 |
|
2.618 |
1.3556 |
|
4.250 |
1.3360 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3930 |
1.3905 |
| PP |
1.3917 |
1.3901 |
| S1 |
1.3905 |
1.3896 |
|