CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4175 |
1.4144 |
-0.0031 |
-0.2% |
1.4269 |
| High |
1.4220 |
1.4187 |
-0.0033 |
-0.2% |
1.4449 |
| Low |
1.4105 |
1.4110 |
0.0005 |
0.0% |
1.4155 |
| Close |
1.4132 |
1.4148 |
0.0016 |
0.1% |
1.4172 |
| Range |
0.0115 |
0.0077 |
-0.0038 |
-33.0% |
0.0294 |
| ATR |
0.0151 |
0.0146 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
273,006 |
175,885 |
-97,121 |
-35.6% |
1,131,052 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4379 |
1.4341 |
1.4190 |
|
| R3 |
1.4302 |
1.4264 |
1.4169 |
|
| R2 |
1.4225 |
1.4225 |
1.4162 |
|
| R1 |
1.4187 |
1.4187 |
1.4155 |
1.4206 |
| PP |
1.4148 |
1.4148 |
1.4148 |
1.4158 |
| S1 |
1.4110 |
1.4110 |
1.4141 |
1.4129 |
| S2 |
1.4071 |
1.4071 |
1.4134 |
|
| S3 |
1.3994 |
1.4033 |
1.4127 |
|
| S4 |
1.3917 |
1.3956 |
1.4106 |
|
|
| 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% |
0.0131 |
0.9% |
13% |
False |
False |
205,175 |
| 10 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0145 |
1.0% |
32% |
False |
False |
235,934 |
| 20 |
1.4449 |
1.3964 |
0.0485 |
3.4% |
0.0139 |
1.0% |
38% |
False |
False |
211,123 |
| 40 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0148 |
1.0% |
58% |
False |
False |
212,114 |
| 60 |
1.4449 |
1.3416 |
0.1033 |
7.3% |
0.0166 |
1.2% |
71% |
False |
False |
150,789 |
| 80 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0164 |
1.2% |
81% |
False |
False |
113,168 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0160 |
1.1% |
81% |
False |
False |
90,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4514 |
|
2.618 |
1.4389 |
|
1.618 |
1.4312 |
|
1.000 |
1.4264 |
|
0.618 |
1.4235 |
|
HIGH |
1.4187 |
|
0.618 |
1.4158 |
|
0.500 |
1.4149 |
|
0.382 |
1.4139 |
|
LOW |
1.4110 |
|
0.618 |
1.4062 |
|
1.000 |
1.4033 |
|
1.618 |
1.3985 |
|
2.618 |
1.3908 |
|
4.250 |
1.3783 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4149 |
1.4262 |
| PP |
1.4148 |
1.4224 |
| S1 |
1.4148 |
1.4186 |
|