CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4090 |
1.3960 |
-0.0130 |
-0.9% |
1.3808 |
| High |
1.4130 |
1.3991 |
-0.0139 |
-1.0% |
1.3990 |
| Low |
1.3906 |
1.3903 |
-0.0003 |
0.0% |
1.3753 |
| Close |
1.3918 |
1.3984 |
0.0066 |
0.5% |
1.3947 |
| Range |
0.0224 |
0.0088 |
-0.0136 |
-60.7% |
0.0237 |
| ATR |
0.0140 |
0.0136 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
381 |
78 |
-303 |
-79.5% |
235 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4223 |
1.4192 |
1.4032 |
|
| R3 |
1.4135 |
1.4104 |
1.4008 |
|
| R2 |
1.4047 |
1.4047 |
1.4000 |
|
| R1 |
1.4016 |
1.4016 |
1.3992 |
1.4032 |
| PP |
1.3959 |
1.3959 |
1.3959 |
1.3967 |
| S1 |
1.3928 |
1.3928 |
1.3976 |
1.3944 |
| S2 |
1.3871 |
1.3871 |
1.3968 |
|
| S3 |
1.3783 |
1.3840 |
1.3960 |
|
| S4 |
1.3695 |
1.3752 |
1.3936 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4608 |
1.4514 |
1.4077 |
|
| R3 |
1.4371 |
1.4277 |
1.4012 |
|
| R2 |
1.4134 |
1.4134 |
1.3990 |
|
| R1 |
1.4040 |
1.4040 |
1.3969 |
1.4087 |
| PP |
1.3897 |
1.3897 |
1.3897 |
1.3920 |
| S1 |
1.3803 |
1.3803 |
1.3925 |
1.3850 |
| S2 |
1.3660 |
1.3660 |
1.3904 |
|
| S3 |
1.3423 |
1.3566 |
1.3882 |
|
| S4 |
1.3186 |
1.3329 |
1.3817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4365 |
|
2.618 |
1.4221 |
|
1.618 |
1.4133 |
|
1.000 |
1.4079 |
|
0.618 |
1.4045 |
|
HIGH |
1.3991 |
|
0.618 |
1.3957 |
|
0.500 |
1.3947 |
|
0.382 |
1.3937 |
|
LOW |
1.3903 |
|
0.618 |
1.3849 |
|
1.000 |
1.3815 |
|
1.618 |
1.3761 |
|
2.618 |
1.3673 |
|
4.250 |
1.3529 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3972 |
1.4017 |
| PP |
1.3959 |
1.4006 |
| S1 |
1.3947 |
1.3995 |
|