CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4418 |
1.4400 |
-0.0018 |
-0.1% |
1.4227 |
| High |
1.4433 |
1.4449 |
0.0016 |
0.1% |
1.4306 |
| Low |
1.4368 |
1.4355 |
-0.0013 |
-0.1% |
1.4007 |
| Close |
1.4389 |
1.4430 |
0.0041 |
0.3% |
1.4254 |
| Range |
0.0065 |
0.0094 |
0.0029 |
44.6% |
0.0299 |
| ATR |
0.0152 |
0.0148 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
269,338 |
168,745 |
-100,593 |
-37.3% |
1,126,836 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4693 |
1.4656 |
1.4482 |
|
| R3 |
1.4599 |
1.4562 |
1.4456 |
|
| R2 |
1.4505 |
1.4505 |
1.4447 |
|
| R1 |
1.4468 |
1.4468 |
1.4439 |
1.4487 |
| PP |
1.4411 |
1.4411 |
1.4411 |
1.4421 |
| S1 |
1.4374 |
1.4374 |
1.4421 |
1.4393 |
| S2 |
1.4317 |
1.4317 |
1.4413 |
|
| S3 |
1.4223 |
1.4280 |
1.4404 |
|
| S4 |
1.4129 |
1.4186 |
1.4378 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5086 |
1.4969 |
1.4418 |
|
| R3 |
1.4787 |
1.4670 |
1.4336 |
|
| R2 |
1.4488 |
1.4488 |
1.4309 |
|
| R1 |
1.4371 |
1.4371 |
1.4281 |
1.4430 |
| PP |
1.4189 |
1.4189 |
1.4189 |
1.4218 |
| S1 |
1.4072 |
1.4072 |
1.4227 |
1.4131 |
| S2 |
1.3890 |
1.3890 |
1.4199 |
|
| S3 |
1.3591 |
1.3773 |
1.4172 |
|
| S4 |
1.3292 |
1.3474 |
1.4090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4449 |
1.4008 |
0.0441 |
3.1% |
0.0141 |
1.0% |
96% |
True |
False |
249,007 |
| 10 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0149 |
1.0% |
96% |
True |
False |
225,635 |
| 20 |
1.4449 |
1.3858 |
0.0591 |
4.1% |
0.0140 |
1.0% |
97% |
True |
False |
211,183 |
| 40 |
1.4449 |
1.3736 |
0.0713 |
4.9% |
0.0157 |
1.1% |
97% |
True |
False |
201,869 |
| 60 |
1.4449 |
1.3416 |
0.1033 |
7.2% |
0.0166 |
1.2% |
98% |
True |
False |
136,535 |
| 80 |
1.4449 |
1.2876 |
0.1573 |
10.9% |
0.0163 |
1.1% |
99% |
True |
False |
102,459 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
10.9% |
0.0163 |
1.1% |
99% |
True |
False |
81,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4849 |
|
2.618 |
1.4695 |
|
1.618 |
1.4601 |
|
1.000 |
1.4543 |
|
0.618 |
1.4507 |
|
HIGH |
1.4449 |
|
0.618 |
1.4413 |
|
0.500 |
1.4402 |
|
0.382 |
1.4391 |
|
LOW |
1.4355 |
|
0.618 |
1.4297 |
|
1.000 |
1.4261 |
|
1.618 |
1.4203 |
|
2.618 |
1.4109 |
|
4.250 |
1.3956 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4421 |
1.4396 |
| PP |
1.4411 |
1.4362 |
| S1 |
1.4402 |
1.4328 |
|