CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4020 |
1.3945 |
-0.0075 |
-0.5% |
1.3961 |
| High |
1.4031 |
1.4003 |
-0.0028 |
-0.2% |
1.4074 |
| Low |
1.3877 |
1.3898 |
0.0021 |
0.2% |
1.3831 |
| Close |
1.3950 |
1.3974 |
0.0024 |
0.2% |
1.3950 |
| Range |
0.0154 |
0.0105 |
-0.0049 |
-31.8% |
0.0243 |
| ATR |
0.0174 |
0.0169 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
251,701 |
196,965 |
-54,736 |
-21.7% |
1,146,043 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4273 |
1.4229 |
1.4032 |
|
| R3 |
1.4168 |
1.4124 |
1.4003 |
|
| R2 |
1.4063 |
1.4063 |
1.3993 |
|
| R1 |
1.4019 |
1.4019 |
1.3984 |
1.4041 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.3970 |
| S1 |
1.3914 |
1.3914 |
1.3964 |
1.3936 |
| S2 |
1.3853 |
1.3853 |
1.3955 |
|
| S3 |
1.3748 |
1.3809 |
1.3945 |
|
| S4 |
1.3643 |
1.3704 |
1.3916 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4681 |
1.4558 |
1.4084 |
|
| R3 |
1.4438 |
1.4315 |
1.4017 |
|
| R2 |
1.4195 |
1.4195 |
1.3995 |
|
| R1 |
1.4072 |
1.4072 |
1.3972 |
1.4012 |
| PP |
1.3952 |
1.3952 |
1.3952 |
1.3922 |
| S1 |
1.3829 |
1.3829 |
1.3928 |
1.3769 |
| S2 |
1.3709 |
1.3709 |
1.3905 |
|
| S3 |
1.3466 |
1.3586 |
1.3883 |
|
| S4 |
1.3223 |
1.3343 |
1.3816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4074 |
1.3831 |
0.0243 |
1.7% |
0.0146 |
1.0% |
59% |
False |
False |
222,992 |
| 10 |
1.4202 |
1.3831 |
0.0371 |
2.7% |
0.0149 |
1.1% |
39% |
False |
False |
214,448 |
| 20 |
1.4202 |
1.3736 |
0.0466 |
3.3% |
0.0165 |
1.2% |
51% |
False |
False |
212,643 |
| 40 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0182 |
1.3% |
61% |
False |
False |
116,201 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0173 |
1.2% |
76% |
False |
False |
77,567 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0167 |
1.2% |
76% |
False |
False |
58,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4449 |
|
2.618 |
1.4278 |
|
1.618 |
1.4173 |
|
1.000 |
1.4108 |
|
0.618 |
1.4068 |
|
HIGH |
1.4003 |
|
0.618 |
1.3963 |
|
0.500 |
1.3951 |
|
0.382 |
1.3938 |
|
LOW |
1.3898 |
|
0.618 |
1.3833 |
|
1.000 |
1.3793 |
|
1.618 |
1.3728 |
|
2.618 |
1.3623 |
|
4.250 |
1.3452 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3966 |
1.3971 |
| PP |
1.3958 |
1.3969 |
| S1 |
1.3951 |
1.3966 |
|