CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4222 |
1.4264 |
0.0042 |
0.3% |
1.4342 |
| High |
1.4296 |
1.4350 |
0.0054 |
0.4% |
1.4409 |
| Low |
1.4189 |
1.4237 |
0.0048 |
0.3% |
1.4206 |
| Close |
1.4272 |
1.4250 |
-0.0022 |
-0.2% |
1.4287 |
| Range |
0.0107 |
0.0113 |
0.0006 |
5.6% |
0.0203 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
256,408 |
204,208 |
-52,200 |
-20.4% |
968,079 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4618 |
1.4547 |
1.4312 |
|
| R3 |
1.4505 |
1.4434 |
1.4281 |
|
| R2 |
1.4392 |
1.4392 |
1.4271 |
|
| R1 |
1.4321 |
1.4321 |
1.4260 |
1.4300 |
| PP |
1.4279 |
1.4279 |
1.4279 |
1.4269 |
| S1 |
1.4208 |
1.4208 |
1.4240 |
1.4187 |
| S2 |
1.4166 |
1.4166 |
1.4229 |
|
| S3 |
1.4053 |
1.4095 |
1.4219 |
|
| S4 |
1.3940 |
1.3982 |
1.4188 |
|
|
| 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 |
1.4390 |
1.4177 |
0.0213 |
1.5% |
0.0129 |
0.9% |
34% |
False |
False |
205,757 |
| 10 |
1.4409 |
1.4177 |
0.0232 |
1.6% |
0.0134 |
0.9% |
31% |
False |
False |
193,123 |
| 20 |
1.4419 |
1.4045 |
0.0374 |
2.6% |
0.0137 |
1.0% |
55% |
False |
False |
200,633 |
| 40 |
1.4449 |
1.3877 |
0.0572 |
4.0% |
0.0136 |
1.0% |
65% |
False |
False |
205,104 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0148 |
1.0% |
72% |
False |
False |
203,939 |
| 80 |
1.4449 |
1.3416 |
0.1033 |
7.2% |
0.0159 |
1.1% |
81% |
False |
False |
155,060 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
87% |
False |
False |
124,097 |
| 120 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
87% |
False |
False |
103,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4830 |
|
2.618 |
1.4646 |
|
1.618 |
1.4533 |
|
1.000 |
1.4463 |
|
0.618 |
1.4420 |
|
HIGH |
1.4350 |
|
0.618 |
1.4307 |
|
0.500 |
1.4294 |
|
0.382 |
1.4280 |
|
LOW |
1.4237 |
|
0.618 |
1.4167 |
|
1.000 |
1.4124 |
|
1.618 |
1.4054 |
|
2.618 |
1.3941 |
|
4.250 |
1.3757 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4294 |
1.4278 |
| PP |
1.4279 |
1.4269 |
| S1 |
1.4265 |
1.4259 |
|