CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4005 |
1.4023 |
0.0018 |
0.1% |
1.3944 |
| High |
1.4160 |
1.4030 |
-0.0130 |
-0.9% |
1.4160 |
| Low |
1.4005 |
1.3975 |
-0.0030 |
-0.2% |
1.3869 |
| Close |
1.4105 |
1.3988 |
-0.0117 |
-0.8% |
1.3988 |
| Range |
0.0155 |
0.0055 |
-0.0100 |
-64.5% |
0.0291 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.7% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
28 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4163 |
1.4130 |
1.4018 |
|
| R3 |
1.4108 |
1.4075 |
1.4003 |
|
| R2 |
1.4053 |
1.4053 |
1.3998 |
|
| R1 |
1.4020 |
1.4020 |
1.3993 |
1.4009 |
| PP |
1.3998 |
1.3998 |
1.3998 |
1.3992 |
| S1 |
1.3965 |
1.3965 |
1.3983 |
1.3954 |
| S2 |
1.3943 |
1.3943 |
1.3978 |
|
| S3 |
1.3888 |
1.3910 |
1.3973 |
|
| S4 |
1.3833 |
1.3855 |
1.3958 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4879 |
1.4724 |
1.4148 |
|
| R3 |
1.4588 |
1.4433 |
1.4068 |
|
| R2 |
1.4297 |
1.4297 |
1.4041 |
|
| R1 |
1.4142 |
1.4142 |
1.4015 |
1.4220 |
| PP |
1.4006 |
1.4006 |
1.4006 |
1.4044 |
| S1 |
1.3851 |
1.3851 |
1.3961 |
1.3929 |
| S2 |
1.3715 |
1.3715 |
1.3935 |
|
| S3 |
1.3424 |
1.3560 |
1.3908 |
|
| S4 |
1.3133 |
1.3269 |
1.3828 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4264 |
|
2.618 |
1.4174 |
|
1.618 |
1.4119 |
|
1.000 |
1.4085 |
|
0.618 |
1.4064 |
|
HIGH |
1.4030 |
|
0.618 |
1.4009 |
|
0.500 |
1.4003 |
|
0.382 |
1.3996 |
|
LOW |
1.3975 |
|
0.618 |
1.3941 |
|
1.000 |
1.3920 |
|
1.618 |
1.3886 |
|
2.618 |
1.3831 |
|
4.250 |
1.3741 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4003 |
1.4030 |
| PP |
1.3998 |
1.4016 |
| S1 |
1.3993 |
1.4002 |
|