CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3974 |
1.3917 |
-0.0057 |
-0.4% |
1.4058 |
| High |
1.4051 |
1.3938 |
-0.0113 |
-0.8% |
1.4202 |
| Low |
1.3902 |
1.3831 |
-0.0071 |
-0.5% |
1.3979 |
| Close |
1.3927 |
1.3850 |
-0.0077 |
-0.6% |
1.4025 |
| Range |
0.0149 |
0.0107 |
-0.0042 |
-28.2% |
0.0223 |
| ATR |
0.0177 |
0.0172 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
227,637 |
206,072 |
-21,565 |
-9.5% |
801,474 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4194 |
1.4129 |
1.3909 |
|
| R3 |
1.4087 |
1.4022 |
1.3879 |
|
| R2 |
1.3980 |
1.3980 |
1.3870 |
|
| R1 |
1.3915 |
1.3915 |
1.3860 |
1.3894 |
| PP |
1.3873 |
1.3873 |
1.3873 |
1.3863 |
| S1 |
1.3808 |
1.3808 |
1.3840 |
1.3787 |
| S2 |
1.3766 |
1.3766 |
1.3830 |
|
| S3 |
1.3659 |
1.3701 |
1.3821 |
|
| S4 |
1.3552 |
1.3594 |
1.3791 |
|
|
| 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 |
1.3831 |
0.0371 |
2.7% |
0.0149 |
1.1% |
5% |
False |
True |
223,012 |
| 10 |
1.4202 |
1.3831 |
0.0371 |
2.7% |
0.0153 |
1.1% |
5% |
False |
True |
224,315 |
| 20 |
1.4202 |
1.3736 |
0.0466 |
3.4% |
0.0174 |
1.3% |
24% |
False |
False |
192,555 |
| 40 |
1.4327 |
1.3416 |
0.0911 |
6.6% |
0.0180 |
1.3% |
48% |
False |
False |
99,212 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0171 |
1.2% |
67% |
False |
False |
66,218 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.5% |
0.0168 |
1.2% |
67% |
False |
False |
49,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4393 |
|
2.618 |
1.4218 |
|
1.618 |
1.4111 |
|
1.000 |
1.4045 |
|
0.618 |
1.4004 |
|
HIGH |
1.3938 |
|
0.618 |
1.3897 |
|
0.500 |
1.3885 |
|
0.382 |
1.3872 |
|
LOW |
1.3831 |
|
0.618 |
1.3765 |
|
1.000 |
1.3724 |
|
1.618 |
1.3658 |
|
2.618 |
1.3551 |
|
4.250 |
1.3376 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3885 |
1.3941 |
| PP |
1.3873 |
1.3911 |
| S1 |
1.3862 |
1.3880 |
|