CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4242 |
1.4169 |
-0.0073 |
-0.5% |
1.4116 |
| High |
1.4306 |
1.4197 |
-0.0109 |
-0.8% |
1.4294 |
| Low |
1.4131 |
1.4007 |
-0.0124 |
-0.9% |
1.4109 |
| Close |
1.4177 |
1.4008 |
-0.0169 |
-1.2% |
1.4216 |
| Range |
0.0175 |
0.0190 |
0.0015 |
8.6% |
0.0185 |
| ATR |
0.0150 |
0.0153 |
0.0003 |
1.9% |
0.0000 |
| Volume |
181,275 |
257,173 |
75,898 |
41.9% |
938,581 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4641 |
1.4514 |
1.4113 |
|
| R3 |
1.4451 |
1.4324 |
1.4060 |
|
| R2 |
1.4261 |
1.4261 |
1.4043 |
|
| R1 |
1.4134 |
1.4134 |
1.4025 |
1.4103 |
| PP |
1.4071 |
1.4071 |
1.4071 |
1.4055 |
| S1 |
1.3944 |
1.3944 |
1.3991 |
1.3913 |
| S2 |
1.3881 |
1.3881 |
1.3973 |
|
| S3 |
1.3691 |
1.3754 |
1.3956 |
|
| S4 |
1.3501 |
1.3564 |
1.3904 |
|
|
| 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 |
1.4007 |
0.0299 |
2.1% |
0.0158 |
1.1% |
0% |
False |
True |
202,263 |
| 10 |
1.4306 |
1.4007 |
0.0299 |
2.1% |
0.0134 |
1.0% |
0% |
False |
True |
194,106 |
| 20 |
1.4306 |
1.3831 |
0.0475 |
3.4% |
0.0142 |
1.0% |
37% |
False |
False |
204,684 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0169 |
1.2% |
46% |
False |
False |
172,892 |
| 60 |
1.4327 |
1.3242 |
0.1085 |
7.7% |
0.0169 |
1.2% |
71% |
False |
False |
115,812 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0164 |
1.2% |
78% |
False |
False |
86,904 |
| 100 |
1.4327 |
1.2621 |
0.1706 |
12.2% |
0.0160 |
1.1% |
81% |
False |
False |
69,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5005 |
|
2.618 |
1.4694 |
|
1.618 |
1.4504 |
|
1.000 |
1.4387 |
|
0.618 |
1.4314 |
|
HIGH |
1.4197 |
|
0.618 |
1.4124 |
|
0.500 |
1.4102 |
|
0.382 |
1.4080 |
|
LOW |
1.4007 |
|
0.618 |
1.3890 |
|
1.000 |
1.3817 |
|
1.618 |
1.3700 |
|
2.618 |
1.3510 |
|
4.250 |
1.3200 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4102 |
1.4157 |
| PP |
1.4071 |
1.4107 |
| S1 |
1.4039 |
1.4058 |
|