CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4205 |
1.4283 |
0.0078 |
0.5% |
1.4175 |
| High |
1.4329 |
1.4308 |
-0.0021 |
-0.1% |
1.4329 |
| Low |
1.4201 |
1.4160 |
-0.0041 |
-0.3% |
1.4087 |
| Close |
1.4264 |
1.4170 |
-0.0094 |
-0.7% |
1.4170 |
| Range |
0.0128 |
0.0148 |
0.0020 |
15.6% |
0.0242 |
| ATR |
0.0145 |
0.0146 |
0.0000 |
0.1% |
0.0000 |
| Volume |
249,029 |
215,474 |
-33,555 |
-13.5% |
1,078,706 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4657 |
1.4561 |
1.4251 |
|
| R3 |
1.4509 |
1.4413 |
1.4211 |
|
| R2 |
1.4361 |
1.4361 |
1.4197 |
|
| R1 |
1.4265 |
1.4265 |
1.4184 |
1.4239 |
| PP |
1.4213 |
1.4213 |
1.4213 |
1.4200 |
| S1 |
1.4117 |
1.4117 |
1.4156 |
1.4091 |
| S2 |
1.4065 |
1.4065 |
1.4143 |
|
| S3 |
1.3917 |
1.3969 |
1.4129 |
|
| S4 |
1.3769 |
1.3821 |
1.4089 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4788 |
1.4303 |
|
| R3 |
1.4679 |
1.4546 |
1.4237 |
|
| R2 |
1.4437 |
1.4437 |
1.4214 |
|
| R1 |
1.4304 |
1.4304 |
1.4192 |
1.4250 |
| PP |
1.4195 |
1.4195 |
1.4195 |
1.4168 |
| S1 |
1.4062 |
1.4062 |
1.4148 |
1.4008 |
| S2 |
1.3953 |
1.3953 |
1.4126 |
|
| S3 |
1.3711 |
1.3820 |
1.4103 |
|
| S4 |
1.3469 |
1.3578 |
1.4037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4329 |
1.4087 |
0.0242 |
1.7% |
0.0126 |
0.9% |
34% |
False |
False |
215,741 |
| 10 |
1.4449 |
1.4087 |
0.0362 |
2.6% |
0.0140 |
1.0% |
23% |
False |
False |
220,975 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0142 |
1.0% |
37% |
False |
False |
213,758 |
| 40 |
1.4449 |
1.3818 |
0.0631 |
4.5% |
0.0147 |
1.0% |
56% |
False |
False |
212,608 |
| 60 |
1.4449 |
1.3712 |
0.0737 |
5.2% |
0.0165 |
1.2% |
62% |
False |
False |
161,255 |
| 80 |
1.4449 |
1.2965 |
0.1484 |
10.5% |
0.0165 |
1.2% |
81% |
False |
False |
121,029 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0159 |
1.1% |
82% |
False |
False |
96,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4937 |
|
2.618 |
1.4695 |
|
1.618 |
1.4547 |
|
1.000 |
1.4456 |
|
0.618 |
1.4399 |
|
HIGH |
1.4308 |
|
0.618 |
1.4251 |
|
0.500 |
1.4234 |
|
0.382 |
1.4217 |
|
LOW |
1.4160 |
|
0.618 |
1.4069 |
|
1.000 |
1.4012 |
|
1.618 |
1.3921 |
|
2.618 |
1.3773 |
|
4.250 |
1.3531 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4234 |
1.4208 |
| PP |
1.4213 |
1.4195 |
| S1 |
1.4191 |
1.4183 |
|