CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4150 |
1.4227 |
0.0077 |
0.5% |
1.4116 |
| High |
1.4255 |
1.4299 |
0.0044 |
0.3% |
1.4294 |
| Low |
1.4135 |
1.4171 |
0.0036 |
0.3% |
1.4109 |
| Close |
1.4216 |
1.4244 |
0.0028 |
0.2% |
1.4216 |
| Range |
0.0120 |
0.0128 |
0.0008 |
6.7% |
0.0185 |
| ATR |
0.0149 |
0.0148 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
236,743 |
166,162 |
-70,581 |
-29.8% |
938,581 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4622 |
1.4561 |
1.4314 |
|
| R3 |
1.4494 |
1.4433 |
1.4279 |
|
| R2 |
1.4366 |
1.4366 |
1.4267 |
|
| R1 |
1.4305 |
1.4305 |
1.4256 |
1.4336 |
| PP |
1.4238 |
1.4238 |
1.4238 |
1.4253 |
| S1 |
1.4177 |
1.4177 |
1.4232 |
1.4208 |
| S2 |
1.4110 |
1.4110 |
1.4221 |
|
| S3 |
1.3982 |
1.4049 |
1.4209 |
|
| S4 |
1.3854 |
1.3921 |
1.4174 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4761 |
1.4674 |
1.4318 |
|
| R3 |
1.4576 |
1.4489 |
1.4267 |
|
| R2 |
1.4391 |
1.4391 |
1.4250 |
|
| R1 |
1.4304 |
1.4304 |
1.4233 |
1.4348 |
| PP |
1.4206 |
1.4206 |
1.4206 |
1.4228 |
| S1 |
1.4119 |
1.4119 |
1.4199 |
1.4163 |
| S2 |
1.4021 |
1.4021 |
1.4182 |
|
| S3 |
1.3836 |
1.3934 |
1.4165 |
|
| S4 |
1.3651 |
1.3749 |
1.4114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4299 |
1.4119 |
0.0180 |
1.3% |
0.0128 |
0.9% |
69% |
True |
False |
190,948 |
| 10 |
1.4299 |
1.3913 |
0.0386 |
2.7% |
0.0126 |
0.9% |
86% |
True |
False |
185,893 |
| 20 |
1.4299 |
1.3831 |
0.0468 |
3.3% |
0.0137 |
1.0% |
88% |
True |
False |
200,170 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.1% |
0.0169 |
1.2% |
86% |
False |
False |
162,130 |
| 60 |
1.4327 |
1.3221 |
0.1106 |
7.8% |
0.0167 |
1.2% |
92% |
False |
False |
108,509 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0164 |
1.1% |
94% |
False |
False |
81,429 |
| 100 |
1.4327 |
1.2554 |
0.1773 |
12.4% |
0.0157 |
1.1% |
95% |
False |
False |
65,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4843 |
|
2.618 |
1.4634 |
|
1.618 |
1.4506 |
|
1.000 |
1.4427 |
|
0.618 |
1.4378 |
|
HIGH |
1.4299 |
|
0.618 |
1.4250 |
|
0.500 |
1.4235 |
|
0.382 |
1.4220 |
|
LOW |
1.4171 |
|
0.618 |
1.4092 |
|
1.000 |
1.4043 |
|
1.618 |
1.3964 |
|
2.618 |
1.3836 |
|
4.250 |
1.3627 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4241 |
1.4232 |
| PP |
1.4238 |
1.4221 |
| S1 |
1.4235 |
1.4209 |
|