CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4415 |
1.4353 |
-0.0062 |
-0.4% |
1.4269 |
| High |
1.4433 |
1.4419 |
-0.0014 |
-0.1% |
1.4449 |
| Low |
1.4329 |
1.4155 |
-0.0174 |
-1.2% |
1.4155 |
| Close |
1.4343 |
1.4172 |
-0.0171 |
-1.2% |
1.4172 |
| Range |
0.0104 |
0.0264 |
0.0160 |
153.8% |
0.0294 |
| ATR |
0.0145 |
0.0154 |
0.0008 |
5.9% |
0.0000 |
| Volume |
200,410 |
207,832 |
7,422 |
3.7% |
1,131,052 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5041 |
1.4870 |
1.4317 |
|
| R3 |
1.4777 |
1.4606 |
1.4245 |
|
| R2 |
1.4513 |
1.4513 |
1.4220 |
|
| R1 |
1.4342 |
1.4342 |
1.4196 |
1.4296 |
| PP |
1.4249 |
1.4249 |
1.4249 |
1.4225 |
| S1 |
1.4078 |
1.4078 |
1.4148 |
1.4032 |
| S2 |
1.3985 |
1.3985 |
1.4124 |
|
| S3 |
1.3721 |
1.3814 |
1.4099 |
|
| S4 |
1.3457 |
1.3550 |
1.4027 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5141 |
1.4950 |
1.4334 |
|
| R3 |
1.4847 |
1.4656 |
1.4253 |
|
| R2 |
1.4553 |
1.4553 |
1.4226 |
|
| R1 |
1.4362 |
1.4362 |
1.4199 |
1.4311 |
| PP |
1.4259 |
1.4259 |
1.4259 |
1.4233 |
| S1 |
1.4068 |
1.4068 |
1.4145 |
1.4017 |
| S2 |
1.3965 |
1.3965 |
1.4118 |
|
| S3 |
1.3671 |
1.3774 |
1.4091 |
|
| S4 |
1.3377 |
1.3480 |
1.4010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4449 |
1.4155 |
0.0294 |
2.1% |
0.0153 |
1.1% |
6% |
False |
True |
226,210 |
| 10 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0156 |
1.1% |
37% |
False |
False |
225,788 |
| 20 |
1.4449 |
1.3898 |
0.0551 |
3.9% |
0.0140 |
1.0% |
50% |
False |
False |
207,381 |
| 40 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0154 |
1.1% |
61% |
False |
False |
208,336 |
| 60 |
1.4449 |
1.3416 |
0.1033 |
7.3% |
0.0168 |
1.2% |
73% |
False |
False |
143,324 |
| 80 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0165 |
1.2% |
82% |
False |
False |
107,560 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0164 |
1.2% |
82% |
False |
False |
86,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5541 |
|
2.618 |
1.5110 |
|
1.618 |
1.4846 |
|
1.000 |
1.4683 |
|
0.618 |
1.4582 |
|
HIGH |
1.4419 |
|
0.618 |
1.4318 |
|
0.500 |
1.4287 |
|
0.382 |
1.4256 |
|
LOW |
1.4155 |
|
0.618 |
1.3992 |
|
1.000 |
1.3891 |
|
1.618 |
1.3728 |
|
2.618 |
1.3464 |
|
4.250 |
1.3033 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4287 |
1.4302 |
| PP |
1.4249 |
1.4259 |
| S1 |
1.4210 |
1.4215 |
|