CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4229 |
1.4247 |
0.0018 |
0.1% |
1.4192 |
| High |
1.4279 |
1.4378 |
0.0099 |
0.7% |
1.4378 |
| Low |
1.4201 |
1.4208 |
0.0007 |
0.0% |
1.4045 |
| Close |
1.4256 |
1.4336 |
0.0080 |
0.6% |
1.4336 |
| Range |
0.0078 |
0.0170 |
0.0092 |
117.9% |
0.0333 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.5% |
0.0000 |
| Volume |
264,852 |
163,412 |
-101,440 |
-38.3% |
958,314 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4817 |
1.4747 |
1.4430 |
|
| R3 |
1.4647 |
1.4577 |
1.4383 |
|
| R2 |
1.4477 |
1.4477 |
1.4367 |
|
| R1 |
1.4407 |
1.4407 |
1.4352 |
1.4442 |
| PP |
1.4307 |
1.4307 |
1.4307 |
1.4325 |
| S1 |
1.4237 |
1.4237 |
1.4320 |
1.4272 |
| S2 |
1.4137 |
1.4137 |
1.4305 |
|
| S3 |
1.3967 |
1.4067 |
1.4289 |
|
| S4 |
1.3797 |
1.3897 |
1.4243 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5252 |
1.5127 |
1.4519 |
|
| R3 |
1.4919 |
1.4794 |
1.4428 |
|
| R2 |
1.4586 |
1.4586 |
1.4397 |
|
| R1 |
1.4461 |
1.4461 |
1.4367 |
1.4524 |
| PP |
1.4253 |
1.4253 |
1.4253 |
1.4284 |
| S1 |
1.4128 |
1.4128 |
1.4305 |
1.4191 |
| S2 |
1.3920 |
1.3920 |
1.4275 |
|
| S3 |
1.3587 |
1.3795 |
1.4244 |
|
| S4 |
1.3254 |
1.3462 |
1.4153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4378 |
1.4045 |
0.0333 |
2.3% |
0.0134 |
0.9% |
87% |
True |
False |
191,662 |
| 10 |
1.4378 |
1.4045 |
0.0333 |
2.3% |
0.0130 |
0.9% |
87% |
True |
False |
203,702 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0143 |
1.0% |
74% |
False |
False |
214,745 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0141 |
1.0% |
82% |
False |
False |
209,218 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0162 |
1.1% |
84% |
False |
False |
177,010 |
| 80 |
1.4449 |
1.3198 |
0.1251 |
8.7% |
0.0161 |
1.1% |
91% |
False |
False |
132,997 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0159 |
1.1% |
93% |
False |
False |
106,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5101 |
|
2.618 |
1.4823 |
|
1.618 |
1.4653 |
|
1.000 |
1.4548 |
|
0.618 |
1.4483 |
|
HIGH |
1.4378 |
|
0.618 |
1.4313 |
|
0.500 |
1.4293 |
|
0.382 |
1.4273 |
|
LOW |
1.4208 |
|
0.618 |
1.4103 |
|
1.000 |
1.4038 |
|
1.618 |
1.3933 |
|
2.618 |
1.3763 |
|
4.250 |
1.3486 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4322 |
1.4301 |
| PP |
1.4307 |
1.4266 |
| S1 |
1.4293 |
1.4232 |
|