CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4095 |
1.4044 |
-0.0051 |
-0.4% |
1.3845 |
| High |
1.4195 |
1.4060 |
-0.0135 |
-1.0% |
1.4108 |
| Low |
1.4090 |
1.4000 |
-0.0090 |
-0.6% |
1.3825 |
| Close |
1.4147 |
1.4025 |
-0.0122 |
-0.9% |
1.4075 |
| Range |
0.0105 |
0.0060 |
-0.0045 |
-42.9% |
0.0283 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.8% |
0.0000 |
| Volume |
233,978 |
219,328 |
-14,650 |
-6.3% |
1,128,593 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4208 |
1.4177 |
1.4058 |
|
| R3 |
1.4148 |
1.4117 |
1.4042 |
|
| R2 |
1.4088 |
1.4088 |
1.4036 |
|
| R1 |
1.4057 |
1.4057 |
1.4031 |
1.4043 |
| PP |
1.4028 |
1.4028 |
1.4028 |
1.4021 |
| S1 |
1.3997 |
1.3997 |
1.4020 |
1.3983 |
| S2 |
1.3968 |
1.3968 |
1.4014 |
|
| S3 |
1.3908 |
1.3937 |
1.4009 |
|
| S4 |
1.3848 |
1.3877 |
1.3992 |
|
|
| 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 |
1.4000 |
0.0195 |
1.4% |
0.0075 |
0.5% |
13% |
False |
True |
207,614 |
| 10 |
1.4195 |
1.3825 |
0.0370 |
2.6% |
0.0093 |
0.7% |
54% |
False |
False |
213,268 |
| 20 |
1.4195 |
1.3750 |
0.0445 |
3.2% |
0.0100 |
0.7% |
62% |
False |
False |
163,492 |
| 40 |
1.4310 |
1.3366 |
0.0944 |
6.7% |
0.0063 |
0.4% |
70% |
False |
False |
83,148 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0045 |
0.3% |
80% |
False |
False |
55,494 |
| 80 |
1.4310 |
1.2815 |
0.1495 |
10.7% |
0.0038 |
0.3% |
81% |
False |
False |
41,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4315 |
|
2.618 |
1.4217 |
|
1.618 |
1.4157 |
|
1.000 |
1.4120 |
|
0.618 |
1.4097 |
|
HIGH |
1.4060 |
|
0.618 |
1.4037 |
|
0.500 |
1.4030 |
|
0.382 |
1.4023 |
|
LOW |
1.4000 |
|
0.618 |
1.3963 |
|
1.000 |
1.3940 |
|
1.618 |
1.3903 |
|
2.618 |
1.3843 |
|
4.250 |
1.3745 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4030 |
1.4098 |
| PP |
1.4028 |
1.4073 |
| S1 |
1.4027 |
1.4049 |
|