CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

6EU09 began trading on 03/04/2009 and has 71 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 08/21/2009.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.19)

Moving Averages

Neutral

0.00

Oscillators

Sell

-0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 6.58x

ATR(14) %: 1.4%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	1.3956	1.4085	0.0129	0.9%	1.3845
High	1.4166	1.4116	-0.0050	-0.4%	1.4166
Low	1.3929	1.3922	-0.0007	-0.1%	1.3792
Close	1.4115	1.3998	-0.0117	-0.8%	1.3998
Range	0.0237	0.0194	-0.0043	-18.1%	0.0374
ATR(14)	0.0199	0.0198	-0.0000	-0.2%	0.0198
Volume	98,042	129,925	31,883	32.5%	327,618

Multi-Period Performance

1-Month (21d)

2.9%

3-Month (63d)

8.4%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

10.6%

52-Week Range

52W Low: 1.2500 (12.0%)

Position (82%)

52W High: 1.4327 (2.3%)

Daily Pivots for day following 12-Jun-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1.4594	1.4490	1.4105
R3	1.4400	1.4296	1.4051
R2	1.4206	1.4206	1.4034
R1	1.4102	1.4102	1.4016	1.4057
PP	1.4012	1.4012	1.4012	1.3990
S1	1.3908	1.3908	1.3980	1.3863
S2	1.3818	1.3818	1.3962
S3	1.3624	1.3714	1.3945
S4	1.3430	1.3520	1.3891

Weekly Pivots for week ending 12-Jun-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1.5107	1.4927	1.4204
R3	1.4733	1.4553	1.4101
R2	1.4359	1.4359	1.4067
R1	1.4179	1.4179	1.4032	1.4269
PP	1.3985	1.3985	1.3985	1.4031
S1	1.3805	1.3805	1.3964	1.3895
S2	1.3611	1.3611	1.3929
S3	1.3237	1.3431	1.3895
S4	1.2863	1.3057	1.3792

Fisher Pivots for day following 12-Jun-2009

Pivot	1 Day	3 Day
R1	1.4019	1.4034
PP	1.4012	1.4022
S1	1.4005	1.4010

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1.4941
2.618	1.4624
1.618	1.4430
1.000	1.4310
0.618	1.4236
HIGH	1.4116
0.618	1.4042
0.500	1.4019
0.382	1.3996
LOW	1.3922
0.618	1.3802
1.000	1.3728
1.618	1.3608
2.618	1.3414
4.250	1.3098

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1.3896
38.2%	1.3629
50.0%	1.3414
61.8%	1.3198
78.6%	1.2891

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1.4002	-0.0004	-0.0%	Below
10-Day SMA	1.4071	-0.0073	-0.5%	Below
20-Day SMA	1.3947	0.0051	0.4%	Above
50-Day SMA	1.3550	0.0448	3.3%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 1.4366

Middle: 1.3947

Lower: 1.3529

Bandwidth: 6.0%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

55.44

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.01

Signal: 0.02 · Hist: -0.00

Stochastic (14, 3)

Neutral

%K: 39.30

%D: 46.57

StochRSI (14)

Neutral

%K: 13.57

%D: 14.79

ADX (14) & Trend

Neutral

33.93

+DI: 22.82 · -DI: 13.15

CCI (20)

Neutral

31.90

Range -100 to +100

Williams %R (14)

Neutral

-60.70

Range -100 to 0

Ultimate Oscillator

Neutral

51.51

Periods: 7, 14, 28

ROC (12)

Bearish

0.67%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

0.01

Bull: 0.01 · Bear: -0.01

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0051
Narrowest range in 6 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4166	1.3792	0.0374	2.7%	0.0221	1.6%	55%	False	False	65,524
10	1.4327	1.3792	0.0535	3.8%	0.0221	1.6%	39%	False	False	37,341
20	1.4327	1.3416	0.0911	6.5%	0.0199	1.4%	64%	False	False	19,760
40	1.4327	1.2876	0.1451	10.4%	0.0178	1.3%	77%	False	False	10,029
60	1.4327	1.2876	0.1451	10.4%	0.0167	1.2%	77%	False	False	6,729

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