CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4305 |
1.4331 |
0.0026 |
0.2% |
1.4342 |
| High |
1.4368 |
1.4379 |
0.0011 |
0.1% |
1.4409 |
| Low |
1.4256 |
1.4177 |
-0.0079 |
-0.6% |
1.4206 |
| Close |
1.4330 |
1.4214 |
-0.0116 |
-0.8% |
1.4287 |
| Range |
0.0112 |
0.0202 |
0.0090 |
80.4% |
0.0203 |
| ATR |
0.0136 |
0.0141 |
0.0005 |
3.4% |
0.0000 |
| Volume |
176,381 |
162,745 |
-13,636 |
-7.7% |
968,079 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4863 |
1.4740 |
1.4325 |
|
| R3 |
1.4661 |
1.4538 |
1.4270 |
|
| R2 |
1.4459 |
1.4459 |
1.4251 |
|
| R1 |
1.4336 |
1.4336 |
1.4233 |
1.4297 |
| PP |
1.4257 |
1.4257 |
1.4257 |
1.4237 |
| S1 |
1.4134 |
1.4134 |
1.4195 |
1.4095 |
| S2 |
1.4055 |
1.4055 |
1.4177 |
|
| S3 |
1.3853 |
1.3932 |
1.4158 |
|
| S4 |
1.3651 |
1.3730 |
1.4103 |
|
|
| 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 |
1.4177 |
0.0232 |
1.6% |
0.0152 |
1.1% |
16% |
False |
True |
188,523 |
| 10 |
1.4409 |
1.4085 |
0.0324 |
2.3% |
0.0139 |
1.0% |
40% |
False |
False |
191,218 |
| 20 |
1.4449 |
1.4045 |
0.0404 |
2.8% |
0.0136 |
1.0% |
42% |
False |
False |
196,060 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0138 |
1.0% |
62% |
False |
False |
204,555 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0152 |
1.1% |
67% |
False |
False |
197,591 |
| 80 |
1.4449 |
1.3416 |
0.1033 |
7.3% |
0.0159 |
1.1% |
77% |
False |
False |
149,314 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0158 |
1.1% |
85% |
False |
False |
119,494 |
| 120 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0158 |
1.1% |
85% |
False |
False |
99,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5238 |
|
2.618 |
1.4908 |
|
1.618 |
1.4706 |
|
1.000 |
1.4581 |
|
0.618 |
1.4504 |
|
HIGH |
1.4379 |
|
0.618 |
1.4302 |
|
0.500 |
1.4278 |
|
0.382 |
1.4254 |
|
LOW |
1.4177 |
|
0.618 |
1.4052 |
|
1.000 |
1.3975 |
|
1.618 |
1.3850 |
|
2.618 |
1.3648 |
|
4.250 |
1.3319 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4278 |
1.4284 |
| PP |
1.4257 |
1.4260 |
| S1 |
1.4235 |
1.4237 |
|