CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3982 |
1.4108 |
0.0126 |
0.9% |
1.3845 |
| High |
1.4000 |
1.4108 |
0.0108 |
0.8% |
1.4108 |
| Low |
1.3900 |
1.4045 |
0.0145 |
1.0% |
1.3825 |
| Close |
1.3985 |
1.4075 |
0.0090 |
0.6% |
1.4075 |
| Range |
0.0100 |
0.0063 |
-0.0037 |
-37.0% |
0.0283 |
| ATR |
0.0141 |
0.0139 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
266,058 |
236,598 |
-29,460 |
-11.1% |
1,128,593 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4265 |
1.4233 |
1.4110 |
|
| R3 |
1.4202 |
1.4170 |
1.4092 |
|
| R2 |
1.4139 |
1.4139 |
1.4087 |
|
| R1 |
1.4107 |
1.4107 |
1.4081 |
1.4092 |
| PP |
1.4076 |
1.4076 |
1.4076 |
1.4068 |
| S1 |
1.4044 |
1.4044 |
1.4069 |
1.4029 |
| S2 |
1.4013 |
1.4013 |
1.4063 |
|
| S3 |
1.3950 |
1.3981 |
1.4058 |
|
| S4 |
1.3887 |
1.3918 |
1.4040 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4852 |
1.4746 |
1.4231 |
|
| R3 |
1.4569 |
1.4463 |
1.4153 |
|
| R2 |
1.4286 |
1.4286 |
1.4127 |
|
| R1 |
1.4180 |
1.4180 |
1.4101 |
1.4233 |
| PP |
1.4003 |
1.4003 |
1.4003 |
1.4029 |
| S1 |
1.3897 |
1.3897 |
1.4049 |
1.3950 |
| S2 |
1.3720 |
1.3720 |
1.4023 |
|
| S3 |
1.3437 |
1.3614 |
1.3997 |
|
| S4 |
1.3154 |
1.3331 |
1.3919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4108 |
1.3825 |
0.0283 |
2.0% |
0.0103 |
0.7% |
88% |
True |
False |
225,718 |
| 10 |
1.4108 |
1.3750 |
0.0358 |
2.5% |
0.0109 |
0.8% |
91% |
True |
False |
211,747 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0095 |
0.7% |
58% |
False |
False |
124,984 |
| 40 |
1.4310 |
1.3261 |
0.1049 |
7.5% |
0.0056 |
0.4% |
78% |
False |
False |
63,125 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0040 |
0.3% |
83% |
False |
False |
42,146 |
| 80 |
1.4310 |
1.2554 |
0.1756 |
12.5% |
0.0034 |
0.2% |
87% |
False |
False |
31,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4376 |
|
2.618 |
1.4273 |
|
1.618 |
1.4210 |
|
1.000 |
1.4171 |
|
0.618 |
1.4147 |
|
HIGH |
1.4108 |
|
0.618 |
1.4084 |
|
0.500 |
1.4077 |
|
0.382 |
1.4069 |
|
LOW |
1.4045 |
|
0.618 |
1.4006 |
|
1.000 |
1.3982 |
|
1.618 |
1.3943 |
|
2.618 |
1.3880 |
|
4.250 |
1.3777 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4077 |
1.4050 |
| PP |
1.4076 |
1.4024 |
| S1 |
1.4076 |
1.3999 |
|