CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4018 |
1.4095 |
0.0077 |
0.5% |
1.3845 |
| High |
1.4125 |
1.4195 |
0.0070 |
0.5% |
1.4108 |
| Low |
1.4018 |
1.4090 |
0.0072 |
0.5% |
1.3825 |
| Close |
1.4040 |
1.4147 |
0.0107 |
0.8% |
1.4075 |
| Range |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0283 |
| ATR |
0.0130 |
0.0132 |
0.0002 |
1.3% |
0.0000 |
| Volume |
150,162 |
233,978 |
83,816 |
55.8% |
1,128,593 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4459 |
1.4408 |
1.4205 |
|
| R3 |
1.4354 |
1.4303 |
1.4176 |
|
| R2 |
1.4249 |
1.4249 |
1.4166 |
|
| R1 |
1.4198 |
1.4198 |
1.4157 |
1.4224 |
| PP |
1.4144 |
1.4144 |
1.4144 |
1.4157 |
| S1 |
1.4093 |
1.4093 |
1.4137 |
1.4119 |
| S2 |
1.4039 |
1.4039 |
1.4128 |
|
| S3 |
1.3934 |
1.3988 |
1.4118 |
|
| S4 |
1.3829 |
1.3883 |
1.4089 |
|
|
| 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 |
1.4195 |
1.3900 |
0.0295 |
2.1% |
0.0083 |
0.6% |
84% |
True |
False |
216,960 |
| 10 |
1.4195 |
1.3825 |
0.0370 |
2.6% |
0.0099 |
0.7% |
87% |
True |
False |
212,243 |
| 20 |
1.4205 |
1.3750 |
0.0455 |
3.2% |
0.0103 |
0.7% |
87% |
False |
False |
153,218 |
| 40 |
1.4310 |
1.3285 |
0.1025 |
7.2% |
0.0063 |
0.4% |
84% |
False |
False |
77,669 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0044 |
0.3% |
88% |
False |
False |
51,839 |
| 80 |
1.4310 |
1.2656 |
0.1654 |
11.7% |
0.0037 |
0.3% |
90% |
False |
False |
38,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4641 |
|
2.618 |
1.4470 |
|
1.618 |
1.4365 |
|
1.000 |
1.4300 |
|
0.618 |
1.4260 |
|
HIGH |
1.4195 |
|
0.618 |
1.4155 |
|
0.500 |
1.4143 |
|
0.382 |
1.4130 |
|
LOW |
1.4090 |
|
0.618 |
1.4025 |
|
1.000 |
1.3985 |
|
1.618 |
1.3920 |
|
2.618 |
1.3815 |
|
4.250 |
1.3644 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4146 |
1.4134 |
| PP |
1.4144 |
1.4120 |
| S1 |
1.4143 |
1.4107 |
|