CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4216 |
1.4208 |
-0.0008 |
-0.1% |
1.3945 |
| High |
1.4258 |
1.4294 |
0.0036 |
0.3% |
1.4167 |
| Low |
1.4156 |
1.4119 |
-0.0037 |
-0.3% |
1.3898 |
| Close |
1.4228 |
1.4204 |
-0.0024 |
-0.2% |
1.4140 |
| Range |
0.0102 |
0.0175 |
0.0073 |
71.6% |
0.0269 |
| ATR |
0.0150 |
0.0152 |
0.0002 |
1.2% |
0.0000 |
| Volume |
201,509 |
169,965 |
-31,544 |
-15.7% |
951,152 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4731 |
1.4642 |
1.4300 |
|
| R3 |
1.4556 |
1.4467 |
1.4252 |
|
| R2 |
1.4381 |
1.4381 |
1.4236 |
|
| R1 |
1.4292 |
1.4292 |
1.4220 |
1.4249 |
| PP |
1.4206 |
1.4206 |
1.4206 |
1.4184 |
| S1 |
1.4117 |
1.4117 |
1.4188 |
1.4074 |
| S2 |
1.4031 |
1.4031 |
1.4172 |
|
| S3 |
1.3856 |
1.3942 |
1.4156 |
|
| S4 |
1.3681 |
1.3767 |
1.4108 |
|
|
| 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 |
1.4294 |
1.4064 |
0.0230 |
1.6% |
0.0124 |
0.9% |
61% |
True |
False |
175,774 |
| 10 |
1.4294 |
1.3877 |
0.0417 |
2.9% |
0.0127 |
0.9% |
78% |
True |
False |
190,469 |
| 20 |
1.4294 |
1.3831 |
0.0463 |
3.3% |
0.0138 |
1.0% |
81% |
True |
False |
205,158 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0173 |
1.2% |
79% |
False |
False |
152,282 |
| 60 |
1.4327 |
1.3125 |
0.1202 |
8.5% |
0.0169 |
1.2% |
90% |
False |
False |
101,806 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0163 |
1.1% |
92% |
False |
False |
76,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5038 |
|
2.618 |
1.4752 |
|
1.618 |
1.4577 |
|
1.000 |
1.4469 |
|
0.618 |
1.4402 |
|
HIGH |
1.4294 |
|
0.618 |
1.4227 |
|
0.500 |
1.4207 |
|
0.382 |
1.4186 |
|
LOW |
1.4119 |
|
0.618 |
1.4011 |
|
1.000 |
1.3944 |
|
1.618 |
1.3836 |
|
2.618 |
1.3661 |
|
4.250 |
1.3375 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4207 |
1.4207 |
| PP |
1.4206 |
1.4206 |
| S1 |
1.4205 |
1.4205 |
|