CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4065 |
1.4026 |
-0.0039 |
-0.3% |
1.3853 |
| High |
1.4100 |
1.4065 |
-0.0035 |
-0.2% |
1.4000 |
| Low |
1.3985 |
1.3889 |
-0.0096 |
-0.7% |
1.3750 |
| Close |
1.4076 |
1.3919 |
-0.0157 |
-1.1% |
1.3948 |
| Range |
0.0115 |
0.0176 |
0.0061 |
53.0% |
0.0250 |
| ATR |
0.0140 |
0.0144 |
0.0003 |
2.4% |
0.0000 |
| Volume |
194,318 |
277,272 |
82,954 |
42.7% |
988,883 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4486 |
1.4378 |
1.4016 |
|
| R3 |
1.4310 |
1.4202 |
1.3967 |
|
| R2 |
1.4134 |
1.4134 |
1.3951 |
|
| R1 |
1.4026 |
1.4026 |
1.3935 |
1.3992 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.3941 |
| S1 |
1.3850 |
1.3850 |
1.3903 |
1.3816 |
| S2 |
1.3782 |
1.3782 |
1.3887 |
|
| S3 |
1.3606 |
1.3674 |
1.3871 |
|
| S4 |
1.3430 |
1.3498 |
1.3822 |
|
|
| 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% |
0.0114 |
0.8% |
34% |
False |
False |
207,526 |
| 10 |
1.4150 |
1.3750 |
0.0400 |
2.9% |
0.0119 |
0.9% |
42% |
False |
False |
184,796 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0089 |
0.6% |
30% |
False |
False |
100,300 |
| 40 |
1.4310 |
1.3257 |
0.1053 |
7.6% |
0.0052 |
0.4% |
63% |
False |
False |
50,577 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0037 |
0.3% |
72% |
False |
False |
33,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4813 |
|
2.618 |
1.4526 |
|
1.618 |
1.4350 |
|
1.000 |
1.4241 |
|
0.618 |
1.4174 |
|
HIGH |
1.4065 |
|
0.618 |
1.3998 |
|
0.500 |
1.3977 |
|
0.382 |
1.3956 |
|
LOW |
1.3889 |
|
0.618 |
1.3780 |
|
1.000 |
1.3713 |
|
1.618 |
1.3604 |
|
2.618 |
1.3428 |
|
4.250 |
1.3141 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3977 |
1.3963 |
| PP |
1.3958 |
1.3948 |
| S1 |
1.3938 |
1.3934 |
|