CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3972 |
1.4102 |
0.0130 |
0.9% |
1.3961 |
| High |
1.4137 |
1.4167 |
0.0030 |
0.2% |
1.4074 |
| Low |
1.3964 |
1.4057 |
0.0093 |
0.7% |
1.3831 |
| Close |
1.4130 |
1.4148 |
0.0018 |
0.1% |
1.3950 |
| Range |
0.0173 |
0.0110 |
-0.0063 |
-36.4% |
0.0243 |
| ATR |
0.0167 |
0.0163 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
179,240 |
220,833 |
41,593 |
23.2% |
1,146,043 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4454 |
1.4411 |
1.4209 |
|
| R3 |
1.4344 |
1.4301 |
1.4178 |
|
| R2 |
1.4234 |
1.4234 |
1.4168 |
|
| R1 |
1.4191 |
1.4191 |
1.4158 |
1.4213 |
| PP |
1.4124 |
1.4124 |
1.4124 |
1.4135 |
| S1 |
1.4081 |
1.4081 |
1.4138 |
1.4103 |
| S2 |
1.4014 |
1.4014 |
1.4128 |
|
| S3 |
1.3904 |
1.3971 |
1.4118 |
|
| S4 |
1.3794 |
1.3861 |
1.4088 |
|
|
| 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 |
1.4167 |
1.3877 |
0.0290 |
2.0% |
0.0129 |
0.9% |
93% |
True |
False |
205,163 |
| 10 |
1.4167 |
1.3831 |
0.0336 |
2.4% |
0.0141 |
1.0% |
94% |
True |
False |
213,948 |
| 20 |
1.4202 |
1.3818 |
0.0384 |
2.7% |
0.0153 |
1.1% |
86% |
False |
False |
213,007 |
| 40 |
1.4327 |
1.3574 |
0.0753 |
5.3% |
0.0181 |
1.3% |
76% |
False |
False |
130,609 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0174 |
1.2% |
88% |
False |
False |
87,171 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0164 |
1.2% |
88% |
False |
False |
65,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4635 |
|
2.618 |
1.4455 |
|
1.618 |
1.4345 |
|
1.000 |
1.4277 |
|
0.618 |
1.4235 |
|
HIGH |
1.4167 |
|
0.618 |
1.4125 |
|
0.500 |
1.4112 |
|
0.382 |
1.4099 |
|
LOW |
1.4057 |
|
0.618 |
1.3989 |
|
1.000 |
1.3947 |
|
1.618 |
1.3879 |
|
2.618 |
1.3769 |
|
4.250 |
1.3590 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4136 |
1.4112 |
| PP |
1.4124 |
1.4076 |
| S1 |
1.4112 |
1.4040 |
|