CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3989 |
1.3972 |
-0.0017 |
-0.1% |
1.3961 |
| High |
1.4018 |
1.4137 |
0.0119 |
0.8% |
1.4074 |
| Low |
1.3913 |
1.3964 |
0.0051 |
0.4% |
1.3831 |
| Close |
1.3935 |
1.4130 |
0.0195 |
1.4% |
1.3950 |
| Range |
0.0105 |
0.0173 |
0.0068 |
64.8% |
0.0243 |
| ATR |
0.0165 |
0.0167 |
0.0003 |
1.6% |
0.0000 |
| Volume |
177,078 |
179,240 |
2,162 |
1.2% |
1,146,043 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4596 |
1.4536 |
1.4225 |
|
| R3 |
1.4423 |
1.4363 |
1.4178 |
|
| R2 |
1.4250 |
1.4250 |
1.4162 |
|
| R1 |
1.4190 |
1.4190 |
1.4146 |
1.4220 |
| PP |
1.4077 |
1.4077 |
1.4077 |
1.4092 |
| S1 |
1.4017 |
1.4017 |
1.4114 |
1.4047 |
| S2 |
1.3904 |
1.3904 |
1.4098 |
|
| S3 |
1.3731 |
1.3844 |
1.4082 |
|
| S4 |
1.3558 |
1.3671 |
1.4035 |
|
|
| 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 |
1.4137 |
1.3858 |
0.0279 |
2.0% |
0.0151 |
1.1% |
97% |
True |
False |
207,514 |
| 10 |
1.4202 |
1.3831 |
0.0371 |
2.6% |
0.0150 |
1.1% |
81% |
False |
False |
215,263 |
| 20 |
1.4202 |
1.3795 |
0.0407 |
2.9% |
0.0157 |
1.1% |
82% |
False |
False |
211,913 |
| 40 |
1.4327 |
1.3524 |
0.0803 |
5.7% |
0.0181 |
1.3% |
75% |
False |
False |
125,098 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0173 |
1.2% |
86% |
False |
False |
83,493 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0164 |
1.2% |
86% |
False |
False |
62,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4872 |
|
2.618 |
1.4590 |
|
1.618 |
1.4417 |
|
1.000 |
1.4310 |
|
0.618 |
1.4244 |
|
HIGH |
1.4137 |
|
0.618 |
1.4071 |
|
0.500 |
1.4051 |
|
0.382 |
1.4030 |
|
LOW |
1.3964 |
|
0.618 |
1.3857 |
|
1.000 |
1.3791 |
|
1.618 |
1.3684 |
|
2.618 |
1.3511 |
|
4.250 |
1.3229 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4104 |
1.4093 |
| PP |
1.4077 |
1.4055 |
| S1 |
1.4051 |
1.4018 |
|