CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4247 |
1.4342 |
0.0095 |
0.7% |
1.4192 |
| High |
1.4378 |
1.4358 |
-0.0020 |
-0.1% |
1.4378 |
| Low |
1.4208 |
1.4282 |
0.0074 |
0.5% |
1.4045 |
| Close |
1.4336 |
1.4288 |
-0.0048 |
-0.3% |
1.4336 |
| Range |
0.0170 |
0.0076 |
-0.0094 |
-55.3% |
0.0333 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
163,412 |
223,974 |
60,562 |
37.1% |
958,314 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4537 |
1.4489 |
1.4330 |
|
| R3 |
1.4461 |
1.4413 |
1.4309 |
|
| R2 |
1.4385 |
1.4385 |
1.4302 |
|
| R1 |
1.4337 |
1.4337 |
1.4295 |
1.4323 |
| PP |
1.4309 |
1.4309 |
1.4309 |
1.4303 |
| S1 |
1.4261 |
1.4261 |
1.4281 |
1.4247 |
| S2 |
1.4233 |
1.4233 |
1.4274 |
|
| S3 |
1.4157 |
1.4185 |
1.4267 |
|
| S4 |
1.4081 |
1.4109 |
1.4246 |
|
|
| 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 |
1.4068 |
0.0310 |
2.2% |
0.0119 |
0.8% |
71% |
False |
False |
203,151 |
| 10 |
1.4378 |
1.4045 |
0.0333 |
2.3% |
0.0126 |
0.9% |
73% |
False |
False |
198,798 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0141 |
1.0% |
64% |
False |
False |
217,636 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0139 |
1.0% |
74% |
False |
False |
208,903 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0159 |
1.1% |
77% |
False |
False |
180,632 |
| 80 |
1.4449 |
1.3221 |
0.1228 |
8.6% |
0.0160 |
1.1% |
87% |
False |
False |
135,791 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0159 |
1.1% |
90% |
False |
False |
108,670 |
| 120 |
1.4449 |
1.2554 |
0.1895 |
13.3% |
0.0155 |
1.1% |
92% |
False |
False |
90,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4681 |
|
2.618 |
1.4557 |
|
1.618 |
1.4481 |
|
1.000 |
1.4434 |
|
0.618 |
1.4405 |
|
HIGH |
1.4358 |
|
0.618 |
1.4329 |
|
0.500 |
1.4320 |
|
0.382 |
1.4311 |
|
LOW |
1.4282 |
|
0.618 |
1.4235 |
|
1.000 |
1.4206 |
|
1.618 |
1.4159 |
|
2.618 |
1.4083 |
|
4.250 |
1.3959 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4320 |
1.4290 |
| PP |
1.4309 |
1.4289 |
| S1 |
1.4299 |
1.4289 |
|