CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3845 |
1.4065 |
0.0220 |
1.6% |
1.3853 |
| High |
1.3885 |
1.4100 |
0.0215 |
1.5% |
1.4000 |
| Low |
1.3825 |
1.3985 |
0.0160 |
1.2% |
1.3750 |
| Close |
1.3862 |
1.4076 |
0.0214 |
1.5% |
1.3948 |
| Range |
0.0060 |
0.0115 |
0.0055 |
91.7% |
0.0250 |
| ATR |
0.0133 |
0.0140 |
0.0008 |
5.6% |
0.0000 |
| Volume |
154,347 |
194,318 |
39,971 |
25.9% |
988,883 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4399 |
1.4352 |
1.4139 |
|
| R3 |
1.4284 |
1.4237 |
1.4108 |
|
| R2 |
1.4169 |
1.4169 |
1.4097 |
|
| R1 |
1.4122 |
1.4122 |
1.4087 |
1.4146 |
| PP |
1.4054 |
1.4054 |
1.4054 |
1.4065 |
| S1 |
1.4007 |
1.4007 |
1.4065 |
1.4031 |
| S2 |
1.3939 |
1.3939 |
1.4055 |
|
| S3 |
1.3824 |
1.3892 |
1.4044 |
|
| S4 |
1.3709 |
1.3777 |
1.4013 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4649 |
1.4549 |
1.4086 |
|
| R3 |
1.4399 |
1.4299 |
1.4017 |
|
| R2 |
1.4149 |
1.4149 |
1.3994 |
|
| R1 |
1.4049 |
1.4049 |
1.3971 |
1.4099 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3925 |
| S1 |
1.3799 |
1.3799 |
1.3925 |
1.3849 |
| S2 |
1.3649 |
1.3649 |
1.3902 |
|
| S3 |
1.3399 |
1.3549 |
1.3879 |
|
| S4 |
1.3149 |
1.3299 |
1.3811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4100 |
1.3825 |
0.0275 |
2.0% |
0.0106 |
0.8% |
91% |
True |
False |
192,034 |
| 10 |
1.4150 |
1.3750 |
0.0400 |
2.8% |
0.0117 |
0.8% |
82% |
False |
False |
162,442 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0080 |
0.6% |
58% |
False |
False |
86,669 |
| 40 |
1.4310 |
1.3140 |
0.1170 |
8.3% |
0.0048 |
0.3% |
80% |
False |
False |
43,650 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0034 |
0.2% |
83% |
False |
False |
29,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4589 |
|
2.618 |
1.4401 |
|
1.618 |
1.4286 |
|
1.000 |
1.4215 |
|
0.618 |
1.4171 |
|
HIGH |
1.4100 |
|
0.618 |
1.4056 |
|
0.500 |
1.4043 |
|
0.382 |
1.4029 |
|
LOW |
1.3985 |
|
0.618 |
1.3914 |
|
1.000 |
1.3870 |
|
1.618 |
1.3799 |
|
2.618 |
1.3684 |
|
4.250 |
1.3496 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4065 |
1.4038 |
| PP |
1.4054 |
1.4000 |
| S1 |
1.4043 |
1.3963 |
|