CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4331 |
1.4222 |
-0.0109 |
-0.8% |
1.4342 |
| High |
1.4379 |
1.4296 |
-0.0083 |
-0.6% |
1.4409 |
| Low |
1.4177 |
1.4189 |
0.0012 |
0.1% |
1.4206 |
| Close |
1.4214 |
1.4272 |
0.0058 |
0.4% |
1.4287 |
| Range |
0.0202 |
0.0107 |
-0.0095 |
-47.0% |
0.0203 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
162,745 |
256,408 |
93,663 |
57.6% |
968,079 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4573 |
1.4530 |
1.4331 |
|
| R3 |
1.4466 |
1.4423 |
1.4301 |
|
| R2 |
1.4359 |
1.4359 |
1.4292 |
|
| R1 |
1.4316 |
1.4316 |
1.4282 |
1.4338 |
| PP |
1.4252 |
1.4252 |
1.4252 |
1.4263 |
| S1 |
1.4209 |
1.4209 |
1.4262 |
1.4231 |
| S2 |
1.4145 |
1.4145 |
1.4252 |
|
| S3 |
1.4038 |
1.4102 |
1.4243 |
|
| S4 |
1.3931 |
1.3995 |
1.4213 |
|
|
| 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% |
0.0144 |
1.0% |
41% |
False |
False |
204,423 |
| 10 |
1.4409 |
1.4177 |
0.0232 |
1.6% |
0.0131 |
0.9% |
41% |
False |
False |
199,187 |
| 20 |
1.4433 |
1.4045 |
0.0388 |
2.7% |
0.0136 |
1.0% |
59% |
False |
False |
200,443 |
| 40 |
1.4449 |
1.3858 |
0.0591 |
4.1% |
0.0138 |
1.0% |
70% |
False |
False |
205,813 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0150 |
1.1% |
75% |
False |
False |
201,394 |
| 80 |
1.4449 |
1.3416 |
0.1033 |
7.2% |
0.0159 |
1.1% |
83% |
False |
False |
152,512 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
89% |
False |
False |
122,056 |
| 120 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
89% |
False |
False |
101,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4751 |
|
2.618 |
1.4576 |
|
1.618 |
1.4469 |
|
1.000 |
1.4403 |
|
0.618 |
1.4362 |
|
HIGH |
1.4296 |
|
0.618 |
1.4255 |
|
0.500 |
1.4243 |
|
0.382 |
1.4230 |
|
LOW |
1.4189 |
|
0.618 |
1.4123 |
|
1.000 |
1.4082 |
|
1.618 |
1.4016 |
|
2.618 |
1.3909 |
|
4.250 |
1.3734 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4262 |
1.4278 |
| PP |
1.4252 |
1.4276 |
| S1 |
1.4243 |
1.4274 |
|