CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3961 |
1.3974 |
0.0013 |
0.1% |
1.4058 |
| High |
1.3998 |
1.4051 |
0.0053 |
0.4% |
1.4202 |
| Low |
1.3876 |
1.3902 |
0.0026 |
0.2% |
1.3979 |
| Close |
1.3960 |
1.3927 |
-0.0033 |
-0.2% |
1.4025 |
| Range |
0.0122 |
0.0149 |
0.0027 |
22.1% |
0.0223 |
| ATR |
0.0179 |
0.0177 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
228,046 |
227,637 |
-409 |
-0.2% |
801,474 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4407 |
1.4316 |
1.4009 |
|
| R3 |
1.4258 |
1.4167 |
1.3968 |
|
| R2 |
1.4109 |
1.4109 |
1.3954 |
|
| R1 |
1.4018 |
1.4018 |
1.3941 |
1.3989 |
| PP |
1.3960 |
1.3960 |
1.3960 |
1.3946 |
| S1 |
1.3869 |
1.3869 |
1.3913 |
1.3840 |
| S2 |
1.3811 |
1.3811 |
1.3900 |
|
| S3 |
1.3662 |
1.3720 |
1.3886 |
|
| S4 |
1.3513 |
1.3571 |
1.3845 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4738 |
1.4604 |
1.4148 |
|
| R3 |
1.4515 |
1.4381 |
1.4086 |
|
| R2 |
1.4292 |
1.4292 |
1.4066 |
|
| R1 |
1.4158 |
1.4158 |
1.4045 |
1.4114 |
| PP |
1.4069 |
1.4069 |
1.4069 |
1.4046 |
| S1 |
1.3935 |
1.3935 |
1.4005 |
1.3891 |
| S2 |
1.3846 |
1.3846 |
1.3984 |
|
| S3 |
1.3623 |
1.3712 |
1.3964 |
|
| S4 |
1.3400 |
1.3489 |
1.3902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4202 |
1.3876 |
0.0326 |
2.3% |
0.0158 |
1.1% |
16% |
False |
False |
211,830 |
| 10 |
1.4202 |
1.3821 |
0.0381 |
2.7% |
0.0170 |
1.2% |
28% |
False |
False |
223,140 |
| 20 |
1.4202 |
1.3736 |
0.0466 |
3.3% |
0.0181 |
1.3% |
41% |
False |
False |
183,664 |
| 40 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0180 |
1.3% |
56% |
False |
False |
94,073 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0172 |
1.2% |
72% |
False |
False |
62,786 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0167 |
1.2% |
72% |
False |
False |
47,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4684 |
|
2.618 |
1.4441 |
|
1.618 |
1.4292 |
|
1.000 |
1.4200 |
|
0.618 |
1.4143 |
|
HIGH |
1.4051 |
|
0.618 |
1.3994 |
|
0.500 |
1.3977 |
|
0.382 |
1.3959 |
|
LOW |
1.3902 |
|
0.618 |
1.3810 |
|
1.000 |
1.3753 |
|
1.618 |
1.3661 |
|
2.618 |
1.3512 |
|
4.250 |
1.3269 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3977 |
1.4014 |
| PP |
1.3960 |
1.3985 |
| S1 |
1.3944 |
1.3956 |
|