CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4060 |
1.4018 |
-0.0042 |
-0.3% |
1.3845 |
| High |
1.4095 |
1.4125 |
0.0030 |
0.2% |
1.4108 |
| Low |
1.4055 |
1.4018 |
-0.0037 |
-0.3% |
1.3825 |
| Close |
1.4081 |
1.4040 |
-0.0041 |
-0.3% |
1.4075 |
| Range |
0.0040 |
0.0107 |
0.0067 |
167.5% |
0.0283 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
198,006 |
150,162 |
-47,844 |
-24.2% |
1,128,593 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4382 |
1.4318 |
1.4099 |
|
| R3 |
1.4275 |
1.4211 |
1.4069 |
|
| R2 |
1.4168 |
1.4168 |
1.4060 |
|
| R1 |
1.4104 |
1.4104 |
1.4050 |
1.4136 |
| PP |
1.4061 |
1.4061 |
1.4061 |
1.4077 |
| S1 |
1.3997 |
1.3997 |
1.4030 |
1.4029 |
| S2 |
1.3954 |
1.3954 |
1.4020 |
|
| S3 |
1.3847 |
1.3890 |
1.4011 |
|
| S4 |
1.3740 |
1.3783 |
1.3981 |
|
|
| 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 |
1.4125 |
1.3889 |
0.0236 |
1.7% |
0.0097 |
0.7% |
64% |
True |
False |
225,619 |
| 10 |
1.4125 |
1.3825 |
0.0300 |
2.1% |
0.0102 |
0.7% |
72% |
True |
False |
208,826 |
| 20 |
1.4205 |
1.3750 |
0.0455 |
3.2% |
0.0098 |
0.7% |
64% |
False |
False |
141,994 |
| 40 |
1.4310 |
1.3285 |
0.1025 |
7.3% |
0.0060 |
0.4% |
74% |
False |
False |
71,823 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0042 |
0.3% |
81% |
False |
False |
47,942 |
| 80 |
1.4310 |
1.2648 |
0.1662 |
11.8% |
0.0036 |
0.3% |
84% |
False |
False |
35,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4580 |
|
2.618 |
1.4405 |
|
1.618 |
1.4298 |
|
1.000 |
1.4232 |
|
0.618 |
1.4191 |
|
HIGH |
1.4125 |
|
0.618 |
1.4084 |
|
0.500 |
1.4072 |
|
0.382 |
1.4059 |
|
LOW |
1.4018 |
|
0.618 |
1.3952 |
|
1.000 |
1.3911 |
|
1.618 |
1.3845 |
|
2.618 |
1.3738 |
|
4.250 |
1.3563 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4072 |
1.4072 |
| PP |
1.4061 |
1.4061 |
| S1 |
1.4051 |
1.4051 |
|