CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4130 |
1.4229 |
0.0099 |
0.7% |
1.4175 |
| High |
1.4268 |
1.4279 |
0.0011 |
0.1% |
1.4329 |
| Low |
1.4085 |
1.4201 |
0.0116 |
0.8% |
1.4087 |
| Close |
1.4240 |
1.4256 |
0.0016 |
0.1% |
1.4170 |
| Range |
0.0183 |
0.0078 |
-0.0105 |
-57.4% |
0.0242 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
176,720 |
264,852 |
88,132 |
49.9% |
1,078,706 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4479 |
1.4446 |
1.4299 |
|
| R3 |
1.4401 |
1.4368 |
1.4277 |
|
| R2 |
1.4323 |
1.4323 |
1.4270 |
|
| R1 |
1.4290 |
1.4290 |
1.4263 |
1.4307 |
| PP |
1.4245 |
1.4245 |
1.4245 |
1.4254 |
| S1 |
1.4212 |
1.4212 |
1.4249 |
1.4229 |
| S2 |
1.4167 |
1.4167 |
1.4242 |
|
| S3 |
1.4089 |
1.4134 |
1.4235 |
|
| S4 |
1.4011 |
1.4056 |
1.4213 |
|
|
| 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 |
1.4308 |
1.4045 |
0.0263 |
1.8% |
0.0130 |
0.9% |
80% |
False |
False |
202,075 |
| 10 |
1.4419 |
1.4045 |
0.0374 |
2.6% |
0.0139 |
1.0% |
56% |
False |
False |
208,144 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0141 |
1.0% |
56% |
False |
False |
218,411 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0139 |
1.0% |
69% |
False |
False |
211,785 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0162 |
1.1% |
73% |
False |
False |
174,325 |
| 80 |
1.4449 |
1.3125 |
0.1324 |
9.3% |
0.0162 |
1.1% |
85% |
False |
False |
130,957 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0159 |
1.1% |
88% |
False |
False |
104,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4611 |
|
2.618 |
1.4483 |
|
1.618 |
1.4405 |
|
1.000 |
1.4357 |
|
0.618 |
1.4327 |
|
HIGH |
1.4279 |
|
0.618 |
1.4249 |
|
0.500 |
1.4240 |
|
0.382 |
1.4231 |
|
LOW |
1.4201 |
|
0.618 |
1.4153 |
|
1.000 |
1.4123 |
|
1.618 |
1.4075 |
|
2.618 |
1.3997 |
|
4.250 |
1.3870 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4251 |
1.4229 |
| PP |
1.4245 |
1.4201 |
| S1 |
1.4240 |
1.4174 |
|