CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4347 |
1.4305 |
-0.0042 |
-0.3% |
1.4342 |
| High |
1.4390 |
1.4368 |
-0.0022 |
-0.2% |
1.4409 |
| Low |
1.4281 |
1.4256 |
-0.0025 |
-0.2% |
1.4206 |
| Close |
1.4287 |
1.4330 |
0.0043 |
0.3% |
1.4287 |
| Range |
0.0109 |
0.0112 |
0.0003 |
2.8% |
0.0203 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
229,045 |
176,381 |
-52,664 |
-23.0% |
968,079 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4654 |
1.4604 |
1.4392 |
|
| R3 |
1.4542 |
1.4492 |
1.4361 |
|
| R2 |
1.4430 |
1.4430 |
1.4351 |
|
| R1 |
1.4380 |
1.4380 |
1.4340 |
1.4405 |
| PP |
1.4318 |
1.4318 |
1.4318 |
1.4331 |
| S1 |
1.4268 |
1.4268 |
1.4320 |
1.4293 |
| S2 |
1.4206 |
1.4206 |
1.4309 |
|
| S3 |
1.4094 |
1.4156 |
1.4299 |
|
| S4 |
1.3982 |
1.4044 |
1.4268 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4910 |
1.4801 |
1.4399 |
|
| R3 |
1.4707 |
1.4598 |
1.4343 |
|
| R2 |
1.4504 |
1.4504 |
1.4324 |
|
| R1 |
1.4395 |
1.4395 |
1.4306 |
1.4348 |
| PP |
1.4301 |
1.4301 |
1.4301 |
1.4277 |
| S1 |
1.4192 |
1.4192 |
1.4268 |
1.4145 |
| S2 |
1.4098 |
1.4098 |
1.4250 |
|
| S3 |
1.3895 |
1.3989 |
1.4231 |
|
| S4 |
1.3692 |
1.3786 |
1.4175 |
|
|
| 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% |
0.0135 |
0.9% |
61% |
False |
False |
184,097 |
| 10 |
1.4409 |
1.4068 |
0.0341 |
2.4% |
0.0127 |
0.9% |
77% |
False |
False |
193,624 |
| 20 |
1.4449 |
1.4045 |
0.0404 |
2.8% |
0.0129 |
0.9% |
71% |
False |
False |
201,390 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0137 |
1.0% |
81% |
False |
False |
206,177 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0152 |
1.1% |
83% |
False |
False |
195,210 |
| 80 |
1.4449 |
1.3388 |
0.1061 |
7.4% |
0.0159 |
1.1% |
89% |
False |
False |
147,286 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
92% |
False |
False |
117,867 |
| 120 |
1.4449 |
1.2787 |
0.1662 |
11.6% |
0.0157 |
1.1% |
93% |
False |
False |
98,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4844 |
|
2.618 |
1.4661 |
|
1.618 |
1.4549 |
|
1.000 |
1.4480 |
|
0.618 |
1.4437 |
|
HIGH |
1.4368 |
|
0.618 |
1.4325 |
|
0.500 |
1.4312 |
|
0.382 |
1.4299 |
|
LOW |
1.4256 |
|
0.618 |
1.4187 |
|
1.000 |
1.4144 |
|
1.618 |
1.4075 |
|
2.618 |
1.3963 |
|
4.250 |
1.3780 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4324 |
1.4325 |
| PP |
1.4318 |
1.4320 |
| S1 |
1.4312 |
1.4315 |
|