CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3945 |
1.3989 |
0.0044 |
0.3% |
1.3961 |
| High |
1.4003 |
1.4018 |
0.0015 |
0.1% |
1.4074 |
| Low |
1.3898 |
1.3913 |
0.0015 |
0.1% |
1.3831 |
| Close |
1.3974 |
1.3935 |
-0.0039 |
-0.3% |
1.3950 |
| Range |
0.0105 |
0.0105 |
0.0000 |
0.0% |
0.0243 |
| ATR |
0.0169 |
0.0165 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
196,965 |
177,078 |
-19,887 |
-10.1% |
1,146,043 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4270 |
1.4208 |
1.3993 |
|
| R3 |
1.4165 |
1.4103 |
1.3964 |
|
| R2 |
1.4060 |
1.4060 |
1.3954 |
|
| R1 |
1.3998 |
1.3998 |
1.3945 |
1.3977 |
| PP |
1.3955 |
1.3955 |
1.3955 |
1.3945 |
| S1 |
1.3893 |
1.3893 |
1.3925 |
1.3872 |
| S2 |
1.3850 |
1.3850 |
1.3916 |
|
| S3 |
1.3745 |
1.3788 |
1.3906 |
|
| S4 |
1.3640 |
1.3683 |
1.3877 |
|
|
| 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% |
0.0137 |
1.0% |
43% |
False |
False |
212,880 |
| 10 |
1.4202 |
1.3831 |
0.0371 |
2.7% |
0.0148 |
1.1% |
28% |
False |
False |
212,355 |
| 20 |
1.4202 |
1.3736 |
0.0466 |
3.3% |
0.0157 |
1.1% |
43% |
False |
False |
213,104 |
| 40 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0180 |
1.3% |
57% |
False |
False |
120,622 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0173 |
1.2% |
73% |
False |
False |
80,517 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0165 |
1.2% |
73% |
False |
False |
60,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4464 |
|
2.618 |
1.4293 |
|
1.618 |
1.4188 |
|
1.000 |
1.4123 |
|
0.618 |
1.4083 |
|
HIGH |
1.4018 |
|
0.618 |
1.3978 |
|
0.500 |
1.3966 |
|
0.382 |
1.3953 |
|
LOW |
1.3913 |
|
0.618 |
1.3848 |
|
1.000 |
1.3808 |
|
1.618 |
1.3743 |
|
2.618 |
1.3638 |
|
4.250 |
1.3467 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3966 |
1.3954 |
| PP |
1.3955 |
1.3948 |
| S1 |
1.3945 |
1.3941 |
|