CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4227 |
1.4242 |
0.0015 |
0.1% |
1.4116 |
| High |
1.4299 |
1.4306 |
0.0007 |
0.0% |
1.4294 |
| Low |
1.4171 |
1.4131 |
-0.0040 |
-0.3% |
1.4109 |
| Close |
1.4244 |
1.4177 |
-0.0067 |
-0.5% |
1.4216 |
| Range |
0.0128 |
0.0175 |
0.0047 |
36.7% |
0.0185 |
| ATR |
0.0148 |
0.0150 |
0.0002 |
1.3% |
0.0000 |
| Volume |
166,162 |
181,275 |
15,113 |
9.1% |
938,581 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4730 |
1.4628 |
1.4273 |
|
| R3 |
1.4555 |
1.4453 |
1.4225 |
|
| R2 |
1.4380 |
1.4380 |
1.4209 |
|
| R1 |
1.4278 |
1.4278 |
1.4193 |
1.4242 |
| PP |
1.4205 |
1.4205 |
1.4205 |
1.4186 |
| S1 |
1.4103 |
1.4103 |
1.4161 |
1.4067 |
| S2 |
1.4030 |
1.4030 |
1.4145 |
|
| S3 |
1.3855 |
1.3928 |
1.4129 |
|
| S4 |
1.3680 |
1.3753 |
1.4081 |
|
|
| 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 |
1.4306 |
1.4119 |
0.0187 |
1.3% |
0.0140 |
1.0% |
31% |
True |
False |
191,130 |
| 10 |
1.4306 |
1.3964 |
0.0342 |
2.4% |
0.0133 |
0.9% |
62% |
True |
False |
186,312 |
| 20 |
1.4306 |
1.3831 |
0.0475 |
3.4% |
0.0140 |
1.0% |
73% |
True |
False |
199,334 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0170 |
1.2% |
75% |
False |
False |
166,565 |
| 60 |
1.4327 |
1.3221 |
0.1106 |
7.8% |
0.0169 |
1.2% |
86% |
False |
False |
111,527 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0162 |
1.1% |
90% |
False |
False |
83,692 |
| 100 |
1.4327 |
1.2621 |
0.1706 |
12.0% |
0.0159 |
1.1% |
91% |
False |
False |
66,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5050 |
|
2.618 |
1.4764 |
|
1.618 |
1.4589 |
|
1.000 |
1.4481 |
|
0.618 |
1.4414 |
|
HIGH |
1.4306 |
|
0.618 |
1.4239 |
|
0.500 |
1.4219 |
|
0.382 |
1.4198 |
|
LOW |
1.4131 |
|
0.618 |
1.4023 |
|
1.000 |
1.3956 |
|
1.618 |
1.3848 |
|
2.618 |
1.3673 |
|
4.250 |
1.3387 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4219 |
1.4219 |
| PP |
1.4205 |
1.4205 |
| S1 |
1.4191 |
1.4191 |
|