CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4297 |
1.4244 |
-0.0053 |
-0.4% |
1.4192 |
| High |
1.4353 |
1.4409 |
0.0056 |
0.4% |
1.4378 |
| Low |
1.4206 |
1.4220 |
0.0014 |
0.1% |
1.4045 |
| Close |
1.4241 |
1.4372 |
0.0131 |
0.9% |
1.4336 |
| Range |
0.0147 |
0.0189 |
0.0042 |
28.6% |
0.0333 |
| ATR |
0.0137 |
0.0141 |
0.0004 |
2.7% |
0.0000 |
| Volume |
176,910 |
197,537 |
20,627 |
11.7% |
958,314 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4901 |
1.4825 |
1.4476 |
|
| R3 |
1.4712 |
1.4636 |
1.4424 |
|
| R2 |
1.4523 |
1.4523 |
1.4407 |
|
| R1 |
1.4447 |
1.4447 |
1.4389 |
1.4485 |
| PP |
1.4334 |
1.4334 |
1.4334 |
1.4353 |
| S1 |
1.4258 |
1.4258 |
1.4355 |
1.4296 |
| S2 |
1.4145 |
1.4145 |
1.4337 |
|
| S3 |
1.3956 |
1.4069 |
1.4320 |
|
| S4 |
1.3767 |
1.3880 |
1.4268 |
|
|
| 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 |
1.4409 |
1.4206 |
0.0203 |
1.4% |
0.0140 |
1.0% |
82% |
True |
False |
180,489 |
| 10 |
1.4409 |
1.4045 |
0.0364 |
2.5% |
0.0135 |
0.9% |
90% |
True |
False |
191,282 |
| 20 |
1.4449 |
1.4045 |
0.0404 |
2.8% |
0.0141 |
1.0% |
81% |
False |
False |
206,557 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0138 |
1.0% |
88% |
False |
False |
207,226 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0157 |
1.1% |
89% |
False |
False |
188,925 |
| 80 |
1.4449 |
1.3242 |
0.1207 |
8.4% |
0.0161 |
1.1% |
94% |
False |
False |
142,224 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
10.9% |
0.0158 |
1.1% |
95% |
False |
False |
113,815 |
| 120 |
1.4449 |
1.2700 |
0.1749 |
12.2% |
0.0157 |
1.1% |
96% |
False |
False |
94,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5212 |
|
2.618 |
1.4904 |
|
1.618 |
1.4715 |
|
1.000 |
1.4598 |
|
0.618 |
1.4526 |
|
HIGH |
1.4409 |
|
0.618 |
1.4337 |
|
0.500 |
1.4315 |
|
0.382 |
1.4292 |
|
LOW |
1.4220 |
|
0.618 |
1.4103 |
|
1.000 |
1.4031 |
|
1.618 |
1.3914 |
|
2.618 |
1.3725 |
|
4.250 |
1.3417 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4353 |
1.4351 |
| PP |
1.4334 |
1.4329 |
| S1 |
1.4315 |
1.4308 |
|