CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4128 |
1.4005 |
-0.0123 |
-0.9% |
1.4187 |
| High |
1.4128 |
1.4160 |
0.0032 |
0.2% |
1.4282 |
| Low |
1.3900 |
1.4005 |
0.0105 |
0.8% |
1.3950 |
| Close |
1.3945 |
1.4105 |
0.0160 |
1.1% |
1.3941 |
| Range |
0.0228 |
0.0155 |
-0.0073 |
-32.0% |
0.0332 |
| ATR |
0.0111 |
0.0119 |
0.0007 |
6.7% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
324 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4555 |
1.4485 |
1.4190 |
|
| R3 |
1.4400 |
1.4330 |
1.4148 |
|
| R2 |
1.4245 |
1.4245 |
1.4133 |
|
| R1 |
1.4175 |
1.4175 |
1.4119 |
1.4210 |
| PP |
1.4090 |
1.4090 |
1.4090 |
1.4108 |
| S1 |
1.4020 |
1.4020 |
1.4091 |
1.4055 |
| S2 |
1.3935 |
1.3935 |
1.4077 |
|
| S3 |
1.3780 |
1.3865 |
1.4062 |
|
| S4 |
1.3625 |
1.3710 |
1.4020 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5054 |
1.4829 |
1.4124 |
|
| R3 |
1.4722 |
1.4497 |
1.4032 |
|
| R2 |
1.4390 |
1.4390 |
1.4002 |
|
| R1 |
1.4165 |
1.4165 |
1.3971 |
1.4112 |
| PP |
1.4058 |
1.4058 |
1.4058 |
1.4031 |
| S1 |
1.3833 |
1.3833 |
1.3911 |
1.3780 |
| S2 |
1.3726 |
1.3726 |
1.3880 |
|
| S3 |
1.3394 |
1.3501 |
1.3850 |
|
| S4 |
1.3062 |
1.3169 |
1.3758 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4819 |
|
2.618 |
1.4566 |
|
1.618 |
1.4411 |
|
1.000 |
1.4315 |
|
0.618 |
1.4256 |
|
HIGH |
1.4160 |
|
0.618 |
1.4101 |
|
0.500 |
1.4083 |
|
0.382 |
1.4064 |
|
LOW |
1.4005 |
|
0.618 |
1.3909 |
|
1.000 |
1.3850 |
|
1.618 |
1.3754 |
|
2.618 |
1.3599 |
|
4.250 |
1.3346 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4098 |
1.4080 |
| PP |
1.4090 |
1.4055 |
| S1 |
1.4083 |
1.4030 |
|