CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4283 |
1.4192 |
-0.0091 |
-0.6% |
1.4175 |
| High |
1.4308 |
1.4195 |
-0.0113 |
-0.8% |
1.4329 |
| Low |
1.4160 |
1.4045 |
-0.0115 |
-0.8% |
1.4087 |
| Close |
1.4170 |
1.4082 |
-0.0088 |
-0.6% |
1.4170 |
| Range |
0.0148 |
0.0150 |
0.0002 |
1.4% |
0.0242 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
0.2% |
0.0000 |
| Volume |
215,474 |
166,529 |
-48,945 |
-22.7% |
1,078,706 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4557 |
1.4470 |
1.4165 |
|
| R3 |
1.4407 |
1.4320 |
1.4123 |
|
| R2 |
1.4257 |
1.4257 |
1.4110 |
|
| R1 |
1.4170 |
1.4170 |
1.4096 |
1.4139 |
| PP |
1.4107 |
1.4107 |
1.4107 |
1.4092 |
| S1 |
1.4020 |
1.4020 |
1.4068 |
1.3989 |
| S2 |
1.3957 |
1.3957 |
1.4055 |
|
| S3 |
1.3807 |
1.3870 |
1.4041 |
|
| S4 |
1.3657 |
1.3720 |
1.4000 |
|
|
| 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 |
1.4045 |
0.0284 |
2.0% |
0.0133 |
0.9% |
13% |
False |
True |
194,445 |
| 10 |
1.4449 |
1.4045 |
0.0404 |
2.9% |
0.0131 |
0.9% |
9% |
False |
True |
209,156 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0143 |
1.0% |
17% |
False |
False |
214,585 |
| 40 |
1.4449 |
1.3818 |
0.0631 |
4.5% |
0.0147 |
1.0% |
42% |
False |
False |
211,718 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.1% |
0.0165 |
1.2% |
49% |
False |
False |
163,989 |
| 80 |
1.4449 |
1.2965 |
0.1484 |
10.5% |
0.0165 |
1.2% |
75% |
False |
False |
123,108 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.2% |
0.0159 |
1.1% |
77% |
False |
False |
98,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4833 |
|
2.618 |
1.4588 |
|
1.618 |
1.4438 |
|
1.000 |
1.4345 |
|
0.618 |
1.4288 |
|
HIGH |
1.4195 |
|
0.618 |
1.4138 |
|
0.500 |
1.4120 |
|
0.382 |
1.4102 |
|
LOW |
1.4045 |
|
0.618 |
1.3952 |
|
1.000 |
1.3895 |
|
1.618 |
1.3802 |
|
2.618 |
1.3652 |
|
4.250 |
1.3408 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4120 |
1.4187 |
| PP |
1.4107 |
1.4152 |
| S1 |
1.4095 |
1.4117 |
|