CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3808 |
1.3756 |
-0.0052 |
-0.4% |
1.3944 |
| High |
1.3827 |
1.3904 |
0.0077 |
0.6% |
1.4160 |
| Low |
1.3754 |
1.3753 |
-0.0001 |
0.0% |
1.3869 |
| Close |
1.3767 |
1.3827 |
0.0060 |
0.4% |
1.3988 |
| Range |
0.0073 |
0.0151 |
0.0078 |
106.8% |
0.0291 |
| ATR |
0.0128 |
0.0129 |
0.0002 |
1.3% |
0.0000 |
| Volume |
24 |
28 |
4 |
16.7% |
28 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4281 |
1.4205 |
1.3910 |
|
| R3 |
1.4130 |
1.4054 |
1.3869 |
|
| R2 |
1.3979 |
1.3979 |
1.3855 |
|
| R1 |
1.3903 |
1.3903 |
1.3841 |
1.3941 |
| PP |
1.3828 |
1.3828 |
1.3828 |
1.3847 |
| S1 |
1.3752 |
1.3752 |
1.3813 |
1.3790 |
| S2 |
1.3677 |
1.3677 |
1.3799 |
|
| S3 |
1.3526 |
1.3601 |
1.3785 |
|
| S4 |
1.3375 |
1.3450 |
1.3744 |
|
|
| 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 |
1.4546 |
|
2.618 |
1.4299 |
|
1.618 |
1.4148 |
|
1.000 |
1.4055 |
|
0.618 |
1.3997 |
|
HIGH |
1.3904 |
|
0.618 |
1.3846 |
|
0.500 |
1.3829 |
|
0.382 |
1.3811 |
|
LOW |
1.3753 |
|
0.618 |
1.3660 |
|
1.000 |
1.3602 |
|
1.618 |
1.3509 |
|
2.618 |
1.3358 |
|
4.250 |
1.3111 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3829 |
1.3892 |
| PP |
1.3828 |
1.3870 |
| S1 |
1.3828 |
1.3849 |
|