CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4102 |
1.4144 |
0.0042 |
0.3% |
1.3945 |
| High |
1.4167 |
1.4149 |
-0.0018 |
-0.1% |
1.4167 |
| Low |
1.4057 |
1.4064 |
0.0007 |
0.0% |
1.3898 |
| Close |
1.4148 |
1.4140 |
-0.0008 |
-0.1% |
1.4140 |
| Range |
0.0110 |
0.0085 |
-0.0025 |
-22.7% |
0.0269 |
| ATR |
0.0163 |
0.0158 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
220,833 |
177,036 |
-43,797 |
-19.8% |
951,152 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4373 |
1.4341 |
1.4187 |
|
| R3 |
1.4288 |
1.4256 |
1.4163 |
|
| R2 |
1.4203 |
1.4203 |
1.4156 |
|
| R1 |
1.4171 |
1.4171 |
1.4148 |
1.4145 |
| PP |
1.4118 |
1.4118 |
1.4118 |
1.4104 |
| S1 |
1.4086 |
1.4086 |
1.4132 |
1.4060 |
| S2 |
1.4033 |
1.4033 |
1.4124 |
|
| S3 |
1.3948 |
1.4001 |
1.4117 |
|
| S4 |
1.3863 |
1.3916 |
1.4093 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4777 |
1.4288 |
|
| R3 |
1.4606 |
1.4508 |
1.4214 |
|
| R2 |
1.4337 |
1.4337 |
1.4189 |
|
| R1 |
1.4239 |
1.4239 |
1.4165 |
1.4288 |
| PP |
1.4068 |
1.4068 |
1.4068 |
1.4093 |
| S1 |
1.3970 |
1.3970 |
1.4115 |
1.4019 |
| S2 |
1.3799 |
1.3799 |
1.4091 |
|
| S3 |
1.3530 |
1.3701 |
1.4066 |
|
| S4 |
1.3261 |
1.3432 |
1.3992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4167 |
1.3898 |
0.0269 |
1.9% |
0.0116 |
0.8% |
90% |
False |
False |
190,230 |
| 10 |
1.4167 |
1.3831 |
0.0336 |
2.4% |
0.0133 |
0.9% |
92% |
False |
False |
209,719 |
| 20 |
1.4202 |
1.3818 |
0.0384 |
2.7% |
0.0151 |
1.1% |
84% |
False |
False |
211,458 |
| 40 |
1.4327 |
1.3712 |
0.0615 |
4.3% |
0.0177 |
1.3% |
70% |
False |
False |
135,003 |
| 60 |
1.4327 |
1.2965 |
0.1362 |
9.6% |
0.0173 |
1.2% |
86% |
False |
False |
90,119 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0163 |
1.2% |
87% |
False |
False |
67,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4510 |
|
2.618 |
1.4372 |
|
1.618 |
1.4287 |
|
1.000 |
1.4234 |
|
0.618 |
1.4202 |
|
HIGH |
1.4149 |
|
0.618 |
1.4117 |
|
0.500 |
1.4107 |
|
0.382 |
1.4096 |
|
LOW |
1.4064 |
|
0.618 |
1.4011 |
|
1.000 |
1.3979 |
|
1.618 |
1.3926 |
|
2.618 |
1.3841 |
|
4.250 |
1.3703 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4129 |
1.4115 |
| PP |
1.4118 |
1.4090 |
| S1 |
1.4107 |
1.4066 |
|