CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4208 |
1.4150 |
-0.0058 |
-0.4% |
1.4116 |
| High |
1.4294 |
1.4255 |
-0.0039 |
-0.3% |
1.4294 |
| Low |
1.4119 |
1.4135 |
0.0016 |
0.1% |
1.4109 |
| Close |
1.4204 |
1.4216 |
0.0012 |
0.1% |
1.4216 |
| Range |
0.0175 |
0.0120 |
-0.0055 |
-31.4% |
0.0185 |
| ATR |
0.0152 |
0.0149 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
169,965 |
236,743 |
66,778 |
39.3% |
938,581 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4562 |
1.4509 |
1.4282 |
|
| R3 |
1.4442 |
1.4389 |
1.4249 |
|
| R2 |
1.4322 |
1.4322 |
1.4238 |
|
| R1 |
1.4269 |
1.4269 |
1.4227 |
1.4296 |
| PP |
1.4202 |
1.4202 |
1.4202 |
1.4215 |
| S1 |
1.4149 |
1.4149 |
1.4205 |
1.4176 |
| S2 |
1.4082 |
1.4082 |
1.4194 |
|
| S3 |
1.3962 |
1.4029 |
1.4183 |
|
| S4 |
1.3842 |
1.3909 |
1.4150 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4761 |
1.4674 |
1.4318 |
|
| R3 |
1.4576 |
1.4489 |
1.4267 |
|
| R2 |
1.4391 |
1.4391 |
1.4250 |
|
| R1 |
1.4304 |
1.4304 |
1.4233 |
1.4348 |
| PP |
1.4206 |
1.4206 |
1.4206 |
1.4228 |
| S1 |
1.4119 |
1.4119 |
1.4199 |
1.4163 |
| S2 |
1.4021 |
1.4021 |
1.4182 |
|
| S3 |
1.3836 |
1.3934 |
1.4165 |
|
| S4 |
1.3651 |
1.3749 |
1.4114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4294 |
1.4109 |
0.0185 |
1.3% |
0.0131 |
0.9% |
58% |
False |
False |
187,716 |
| 10 |
1.4294 |
1.3898 |
0.0396 |
2.8% |
0.0123 |
0.9% |
80% |
False |
False |
188,973 |
| 20 |
1.4294 |
1.3831 |
0.0463 |
3.3% |
0.0138 |
1.0% |
83% |
False |
False |
203,692 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0172 |
1.2% |
81% |
False |
False |
158,142 |
| 60 |
1.4327 |
1.3198 |
0.1129 |
7.9% |
0.0168 |
1.2% |
90% |
False |
False |
105,748 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0163 |
1.1% |
92% |
False |
False |
79,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4765 |
|
2.618 |
1.4569 |
|
1.618 |
1.4449 |
|
1.000 |
1.4375 |
|
0.618 |
1.4329 |
|
HIGH |
1.4255 |
|
0.618 |
1.4209 |
|
0.500 |
1.4195 |
|
0.382 |
1.4181 |
|
LOW |
1.4135 |
|
0.618 |
1.4061 |
|
1.000 |
1.4015 |
|
1.618 |
1.3941 |
|
2.618 |
1.3821 |
|
4.250 |
1.3625 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4209 |
1.4213 |
| PP |
1.4202 |
1.4210 |
| S1 |
1.4195 |
1.4207 |
|