CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4353 |
1.4175 |
-0.0178 |
-1.2% |
1.4269 |
| High |
1.4419 |
1.4220 |
-0.0199 |
-1.4% |
1.4449 |
| Low |
1.4155 |
1.4105 |
-0.0050 |
-0.4% |
1.4155 |
| Close |
1.4172 |
1.4132 |
-0.0040 |
-0.3% |
1.4172 |
| Range |
0.0264 |
0.0115 |
-0.0149 |
-56.4% |
0.0294 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
207,832 |
273,006 |
65,174 |
31.4% |
1,131,052 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4497 |
1.4430 |
1.4195 |
|
| R3 |
1.4382 |
1.4315 |
1.4164 |
|
| R2 |
1.4267 |
1.4267 |
1.4153 |
|
| R1 |
1.4200 |
1.4200 |
1.4143 |
1.4176 |
| PP |
1.4152 |
1.4152 |
1.4152 |
1.4141 |
| S1 |
1.4085 |
1.4085 |
1.4121 |
1.4061 |
| S2 |
1.4037 |
1.4037 |
1.4111 |
|
| S3 |
1.3922 |
1.3970 |
1.4100 |
|
| S4 |
1.3807 |
1.3855 |
1.4069 |
|
|
| 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 |
1.4105 |
0.0344 |
2.4% |
0.0128 |
0.9% |
8% |
False |
True |
223,866 |
| 10 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0155 |
1.1% |
28% |
False |
False |
236,473 |
| 20 |
1.4449 |
1.3913 |
0.0536 |
3.8% |
0.0140 |
1.0% |
41% |
False |
False |
211,183 |
| 40 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0152 |
1.1% |
56% |
False |
False |
211,913 |
| 60 |
1.4449 |
1.3416 |
0.1033 |
7.3% |
0.0168 |
1.2% |
69% |
False |
False |
147,862 |
| 80 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0165 |
1.2% |
80% |
False |
False |
110,971 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0161 |
1.1% |
80% |
False |
False |
88,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4709 |
|
2.618 |
1.4521 |
|
1.618 |
1.4406 |
|
1.000 |
1.4335 |
|
0.618 |
1.4291 |
|
HIGH |
1.4220 |
|
0.618 |
1.4176 |
|
0.500 |
1.4163 |
|
0.382 |
1.4149 |
|
LOW |
1.4105 |
|
0.618 |
1.4034 |
|
1.000 |
1.3990 |
|
1.618 |
1.3919 |
|
2.618 |
1.3804 |
|
4.250 |
1.3616 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4163 |
1.4269 |
| PP |
1.4152 |
1.4223 |
| S1 |
1.4142 |
1.4178 |
|