CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4108 |
1.4060 |
-0.0048 |
-0.3% |
1.3845 |
| High |
1.4108 |
1.4095 |
-0.0013 |
-0.1% |
1.4108 |
| Low |
1.4045 |
1.4055 |
0.0010 |
0.1% |
1.3825 |
| Close |
1.4075 |
1.4081 |
0.0006 |
0.0% |
1.4075 |
| Range |
0.0063 |
0.0040 |
-0.0023 |
-36.5% |
0.0283 |
| ATR |
0.0139 |
0.0132 |
-0.0007 |
-5.1% |
0.0000 |
| Volume |
236,598 |
198,006 |
-38,592 |
-16.3% |
1,128,593 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4197 |
1.4179 |
1.4103 |
|
| R3 |
1.4157 |
1.4139 |
1.4092 |
|
| R2 |
1.4117 |
1.4117 |
1.4088 |
|
| R1 |
1.4099 |
1.4099 |
1.4085 |
1.4108 |
| PP |
1.4077 |
1.4077 |
1.4077 |
1.4082 |
| S1 |
1.4059 |
1.4059 |
1.4077 |
1.4068 |
| S2 |
1.4037 |
1.4037 |
1.4074 |
|
| S3 |
1.3997 |
1.4019 |
1.4070 |
|
| S4 |
1.3957 |
1.3979 |
1.4059 |
|
|
| 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 |
1.3889 |
0.0219 |
1.6% |
0.0099 |
0.7% |
88% |
False |
False |
234,450 |
| 10 |
1.4108 |
1.3820 |
0.0288 |
2.0% |
0.0100 |
0.7% |
91% |
False |
False |
214,596 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0097 |
0.7% |
59% |
False |
False |
134,690 |
| 40 |
1.4310 |
1.3285 |
0.1025 |
7.3% |
0.0057 |
0.4% |
78% |
False |
False |
68,070 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0041 |
0.3% |
84% |
False |
False |
45,443 |
| 80 |
1.4310 |
1.2648 |
0.1662 |
11.8% |
0.0035 |
0.2% |
86% |
False |
False |
34,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4265 |
|
2.618 |
1.4200 |
|
1.618 |
1.4160 |
|
1.000 |
1.4135 |
|
0.618 |
1.4120 |
|
HIGH |
1.4095 |
|
0.618 |
1.4080 |
|
0.500 |
1.4075 |
|
0.382 |
1.4070 |
|
LOW |
1.4055 |
|
0.618 |
1.4030 |
|
1.000 |
1.4015 |
|
1.618 |
1.3990 |
|
2.618 |
1.3950 |
|
4.250 |
1.3885 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4079 |
1.4055 |
| PP |
1.4077 |
1.4030 |
| S1 |
1.4075 |
1.4004 |
|