CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4400 |
1.4415 |
0.0015 |
0.1% |
1.4227 |
| High |
1.4449 |
1.4433 |
-0.0016 |
-0.1% |
1.4306 |
| Low |
1.4355 |
1.4329 |
-0.0026 |
-0.2% |
1.4007 |
| Close |
1.4430 |
1.4343 |
-0.0087 |
-0.6% |
1.4254 |
| Range |
0.0094 |
0.0104 |
0.0010 |
10.6% |
0.0299 |
| ATR |
0.0148 |
0.0145 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
168,745 |
200,410 |
31,665 |
18.8% |
1,126,836 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4680 |
1.4616 |
1.4400 |
|
| R3 |
1.4576 |
1.4512 |
1.4372 |
|
| R2 |
1.4472 |
1.4472 |
1.4362 |
|
| R1 |
1.4408 |
1.4408 |
1.4353 |
1.4388 |
| PP |
1.4368 |
1.4368 |
1.4368 |
1.4359 |
| S1 |
1.4304 |
1.4304 |
1.4333 |
1.4284 |
| S2 |
1.4264 |
1.4264 |
1.4324 |
|
| S3 |
1.4160 |
1.4200 |
1.4314 |
|
| S4 |
1.4056 |
1.4096 |
1.4286 |
|
|
| 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 |
1.4065 |
0.0384 |
2.7% |
0.0144 |
1.0% |
72% |
False |
False |
229,454 |
| 10 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0142 |
1.0% |
76% |
False |
False |
228,679 |
| 20 |
1.4449 |
1.3877 |
0.0572 |
4.0% |
0.0134 |
0.9% |
81% |
False |
False |
209,574 |
| 40 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0154 |
1.1% |
85% |
False |
False |
205,591 |
| 60 |
1.4449 |
1.3416 |
0.1033 |
7.2% |
0.0166 |
1.2% |
90% |
False |
False |
139,869 |
| 80 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0163 |
1.1% |
93% |
False |
False |
104,964 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0162 |
1.1% |
93% |
False |
False |
83,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4875 |
|
2.618 |
1.4705 |
|
1.618 |
1.4601 |
|
1.000 |
1.4537 |
|
0.618 |
1.4497 |
|
HIGH |
1.4433 |
|
0.618 |
1.4393 |
|
0.500 |
1.4381 |
|
0.382 |
1.4369 |
|
LOW |
1.4329 |
|
0.618 |
1.4265 |
|
1.000 |
1.4225 |
|
1.618 |
1.4161 |
|
2.618 |
1.4057 |
|
4.250 |
1.3887 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4381 |
1.4389 |
| PP |
1.4368 |
1.4374 |
| S1 |
1.4356 |
1.4358 |
|