CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3917 |
1.3874 |
-0.0043 |
-0.3% |
1.4058 |
| High |
1.3938 |
1.4074 |
0.0136 |
1.0% |
1.4202 |
| Low |
1.3831 |
1.3858 |
0.0027 |
0.2% |
1.3979 |
| Close |
1.3850 |
1.4035 |
0.0185 |
1.3% |
1.4025 |
| Range |
0.0107 |
0.0216 |
0.0109 |
101.9% |
0.0223 |
| ATR |
0.0172 |
0.0176 |
0.0004 |
2.2% |
0.0000 |
| Volume |
206,072 |
232,587 |
26,515 |
12.9% |
801,474 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4637 |
1.4552 |
1.4154 |
|
| R3 |
1.4421 |
1.4336 |
1.4094 |
|
| R2 |
1.4205 |
1.4205 |
1.4075 |
|
| R1 |
1.4120 |
1.4120 |
1.4055 |
1.4163 |
| PP |
1.3989 |
1.3989 |
1.3989 |
1.4010 |
| S1 |
1.3904 |
1.3904 |
1.4015 |
1.3947 |
| S2 |
1.3773 |
1.3773 |
1.3995 |
|
| S3 |
1.3557 |
1.3688 |
1.3976 |
|
| S4 |
1.3341 |
1.3472 |
1.3916 |
|
|
| 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 |
1.4152 |
1.3831 |
0.0321 |
2.3% |
0.0152 |
1.1% |
64% |
False |
False |
222,734 |
| 10 |
1.4202 |
1.3831 |
0.0371 |
2.6% |
0.0150 |
1.1% |
55% |
False |
False |
219,847 |
| 20 |
1.4202 |
1.3736 |
0.0466 |
3.3% |
0.0173 |
1.2% |
64% |
False |
False |
201,609 |
| 40 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0182 |
1.3% |
68% |
False |
False |
105,017 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0173 |
1.2% |
80% |
False |
False |
70,093 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0169 |
1.2% |
80% |
False |
False |
52,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4992 |
|
2.618 |
1.4639 |
|
1.618 |
1.4423 |
|
1.000 |
1.4290 |
|
0.618 |
1.4207 |
|
HIGH |
1.4074 |
|
0.618 |
1.3991 |
|
0.500 |
1.3966 |
|
0.382 |
1.3941 |
|
LOW |
1.3858 |
|
0.618 |
1.3725 |
|
1.000 |
1.3642 |
|
1.618 |
1.3509 |
|
2.618 |
1.3293 |
|
4.250 |
1.2940 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4012 |
1.4008 |
| PP |
1.3989 |
1.3980 |
| S1 |
1.3966 |
1.3953 |
|