CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4148 |
1.4205 |
0.0057 |
0.4% |
1.4269 |
| High |
1.4249 |
1.4329 |
0.0080 |
0.6% |
1.4449 |
| Low |
1.4087 |
1.4201 |
0.0114 |
0.8% |
1.4155 |
| Close |
1.4214 |
1.4264 |
0.0050 |
0.4% |
1.4172 |
| Range |
0.0162 |
0.0128 |
-0.0034 |
-21.0% |
0.0294 |
| ATR |
0.0147 |
0.0145 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
165,312 |
249,029 |
83,717 |
50.6% |
1,131,052 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4649 |
1.4584 |
1.4334 |
|
| R3 |
1.4521 |
1.4456 |
1.4299 |
|
| R2 |
1.4393 |
1.4393 |
1.4287 |
|
| R1 |
1.4328 |
1.4328 |
1.4276 |
1.4361 |
| PP |
1.4265 |
1.4265 |
1.4265 |
1.4281 |
| S1 |
1.4200 |
1.4200 |
1.4252 |
1.4233 |
| S2 |
1.4137 |
1.4137 |
1.4241 |
|
| S3 |
1.4009 |
1.4072 |
1.4229 |
|
| S4 |
1.3881 |
1.3944 |
1.4194 |
|
|
| 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 |
1.4419 |
1.4087 |
0.0332 |
2.3% |
0.0149 |
1.0% |
53% |
False |
False |
214,212 |
| 10 |
1.4449 |
1.4065 |
0.0384 |
2.7% |
0.0147 |
1.0% |
52% |
False |
False |
221,833 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0139 |
1.0% |
58% |
False |
False |
211,836 |
| 40 |
1.4449 |
1.3818 |
0.0631 |
4.4% |
0.0146 |
1.0% |
71% |
False |
False |
212,421 |
| 60 |
1.4449 |
1.3574 |
0.0875 |
6.1% |
0.0167 |
1.2% |
79% |
False |
False |
157,685 |
| 80 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0165 |
1.2% |
88% |
False |
False |
118,337 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0159 |
1.1% |
88% |
False |
False |
94,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4873 |
|
2.618 |
1.4664 |
|
1.618 |
1.4536 |
|
1.000 |
1.4457 |
|
0.618 |
1.4408 |
|
HIGH |
1.4329 |
|
0.618 |
1.4280 |
|
0.500 |
1.4265 |
|
0.382 |
1.4250 |
|
LOW |
1.4201 |
|
0.618 |
1.4122 |
|
1.000 |
1.4073 |
|
1.618 |
1.3994 |
|
2.618 |
1.3866 |
|
4.250 |
1.3657 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4265 |
1.4245 |
| PP |
1.4265 |
1.4227 |
| S1 |
1.4264 |
1.4208 |
|