CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4227 |
1.4216 |
-0.0011 |
-0.1% |
1.3945 |
| High |
1.4279 |
1.4258 |
-0.0021 |
-0.1% |
1.4167 |
| Low |
1.4164 |
1.4156 |
-0.0008 |
-0.1% |
1.3898 |
| Close |
1.4195 |
1.4228 |
0.0033 |
0.2% |
1.4140 |
| Range |
0.0115 |
0.0102 |
-0.0013 |
-11.3% |
0.0269 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
180,361 |
201,509 |
21,148 |
11.7% |
951,152 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4520 |
1.4476 |
1.4284 |
|
| R3 |
1.4418 |
1.4374 |
1.4256 |
|
| R2 |
1.4316 |
1.4316 |
1.4247 |
|
| R1 |
1.4272 |
1.4272 |
1.4237 |
1.4294 |
| PP |
1.4214 |
1.4214 |
1.4214 |
1.4225 |
| S1 |
1.4170 |
1.4170 |
1.4219 |
1.4192 |
| S2 |
1.4112 |
1.4112 |
1.4209 |
|
| S3 |
1.4010 |
1.4068 |
1.4200 |
|
| S4 |
1.3908 |
1.3966 |
1.4172 |
|
|
| 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 |
1.4279 |
1.4057 |
0.0222 |
1.6% |
0.0111 |
0.8% |
77% |
False |
False |
185,948 |
| 10 |
1.4279 |
1.3858 |
0.0421 |
3.0% |
0.0131 |
0.9% |
88% |
False |
False |
196,731 |
| 20 |
1.4279 |
1.3831 |
0.0448 |
3.1% |
0.0142 |
1.0% |
89% |
False |
False |
210,523 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0173 |
1.2% |
83% |
False |
False |
148,149 |
| 60 |
1.4327 |
1.2965 |
0.1362 |
9.6% |
0.0169 |
1.2% |
93% |
False |
False |
98,977 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0162 |
1.1% |
93% |
False |
False |
74,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4692 |
|
2.618 |
1.4525 |
|
1.618 |
1.4423 |
|
1.000 |
1.4360 |
|
0.618 |
1.4321 |
|
HIGH |
1.4258 |
|
0.618 |
1.4219 |
|
0.500 |
1.4207 |
|
0.382 |
1.4195 |
|
LOW |
1.4156 |
|
0.618 |
1.4093 |
|
1.000 |
1.4054 |
|
1.618 |
1.3991 |
|
2.618 |
1.3889 |
|
4.250 |
1.3723 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4221 |
1.4217 |
| PP |
1.4214 |
1.4205 |
| S1 |
1.4207 |
1.4194 |
|