CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4342 |
1.4299 |
-0.0043 |
-0.3% |
1.4192 |
| High |
1.4358 |
1.4372 |
0.0014 |
0.1% |
1.4378 |
| Low |
1.4282 |
1.4253 |
-0.0029 |
-0.2% |
1.4045 |
| Close |
1.4288 |
1.4308 |
0.0020 |
0.1% |
1.4336 |
| Range |
0.0076 |
0.0119 |
0.0043 |
56.6% |
0.0333 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
223,974 |
140,613 |
-83,361 |
-37.2% |
958,314 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4668 |
1.4607 |
1.4373 |
|
| R3 |
1.4549 |
1.4488 |
1.4341 |
|
| R2 |
1.4430 |
1.4430 |
1.4330 |
|
| R1 |
1.4369 |
1.4369 |
1.4319 |
1.4400 |
| PP |
1.4311 |
1.4311 |
1.4311 |
1.4326 |
| S1 |
1.4250 |
1.4250 |
1.4297 |
1.4281 |
| S2 |
1.4192 |
1.4192 |
1.4286 |
|
| S3 |
1.4073 |
1.4131 |
1.4275 |
|
| S4 |
1.3954 |
1.4012 |
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 |
1.4085 |
0.0293 |
2.0% |
0.0125 |
0.9% |
76% |
False |
False |
193,914 |
| 10 |
1.4378 |
1.4045 |
0.0333 |
2.3% |
0.0130 |
0.9% |
79% |
False |
False |
195,271 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0138 |
1.0% |
68% |
False |
False |
215,602 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0139 |
1.0% |
77% |
False |
False |
207,468 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0159 |
1.1% |
80% |
False |
False |
182,911 |
| 80 |
1.4449 |
1.3221 |
0.1228 |
8.6% |
0.0161 |
1.1% |
89% |
False |
False |
137,546 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
91% |
False |
False |
110,074 |
| 120 |
1.4449 |
1.2621 |
0.1828 |
12.8% |
0.0156 |
1.1% |
92% |
False |
False |
91,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4878 |
|
2.618 |
1.4684 |
|
1.618 |
1.4565 |
|
1.000 |
1.4491 |
|
0.618 |
1.4446 |
|
HIGH |
1.4372 |
|
0.618 |
1.4327 |
|
0.500 |
1.4313 |
|
0.382 |
1.4298 |
|
LOW |
1.4253 |
|
0.618 |
1.4179 |
|
1.000 |
1.4134 |
|
1.618 |
1.4060 |
|
2.618 |
1.3941 |
|
4.250 |
1.3747 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4313 |
1.4303 |
| PP |
1.4311 |
1.4298 |
| S1 |
1.4310 |
1.4293 |
|