CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3756 |
1.3810 |
0.0054 |
0.4% |
1.3944 |
| High |
1.3904 |
1.3955 |
0.0051 |
0.4% |
1.4160 |
| Low |
1.3753 |
1.3806 |
0.0053 |
0.4% |
1.3869 |
| Close |
1.3827 |
1.3950 |
0.0123 |
0.9% |
1.3988 |
| Range |
0.0151 |
0.0149 |
-0.0002 |
-1.3% |
0.0291 |
| ATR |
0.0129 |
0.0131 |
0.0001 |
1.1% |
0.0000 |
| Volume |
28 |
61 |
33 |
117.9% |
28 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4351 |
1.4299 |
1.4032 |
|
| R3 |
1.4202 |
1.4150 |
1.3991 |
|
| R2 |
1.4053 |
1.4053 |
1.3977 |
|
| R1 |
1.4001 |
1.4001 |
1.3964 |
1.4027 |
| PP |
1.3904 |
1.3904 |
1.3904 |
1.3917 |
| S1 |
1.3852 |
1.3852 |
1.3936 |
1.3878 |
| S2 |
1.3755 |
1.3755 |
1.3923 |
|
| S3 |
1.3606 |
1.3703 |
1.3909 |
|
| S4 |
1.3457 |
1.3554 |
1.3868 |
|
|
| 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 |
1.4588 |
|
2.618 |
1.4345 |
|
1.618 |
1.4196 |
|
1.000 |
1.4104 |
|
0.618 |
1.4047 |
|
HIGH |
1.3955 |
|
0.618 |
1.3898 |
|
0.500 |
1.3881 |
|
0.382 |
1.3863 |
|
LOW |
1.3806 |
|
0.618 |
1.3714 |
|
1.000 |
1.3657 |
|
1.618 |
1.3565 |
|
2.618 |
1.3416 |
|
4.250 |
1.3173 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3927 |
1.3918 |
| PP |
1.3904 |
1.3886 |
| S1 |
1.3881 |
1.3854 |
|