CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4264 |
1.4255 |
-0.0009 |
-0.1% |
1.4305 |
| High |
1.4350 |
1.4330 |
-0.0020 |
-0.1% |
1.4379 |
| Low |
1.4237 |
1.4191 |
-0.0046 |
-0.3% |
1.4177 |
| Close |
1.4250 |
1.4309 |
0.0059 |
0.4% |
1.4309 |
| Range |
0.0113 |
0.0139 |
0.0026 |
23.0% |
0.0202 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
0.1% |
0.0000 |
| Volume |
204,208 |
198,535 |
-5,673 |
-2.8% |
998,277 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4694 |
1.4640 |
1.4385 |
|
| R3 |
1.4555 |
1.4501 |
1.4347 |
|
| R2 |
1.4416 |
1.4416 |
1.4334 |
|
| R1 |
1.4362 |
1.4362 |
1.4322 |
1.4389 |
| PP |
1.4277 |
1.4277 |
1.4277 |
1.4290 |
| S1 |
1.4223 |
1.4223 |
1.4296 |
1.4250 |
| S2 |
1.4138 |
1.4138 |
1.4284 |
|
| S3 |
1.3999 |
1.4084 |
1.4271 |
|
| S4 |
1.3860 |
1.3945 |
1.4233 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4894 |
1.4804 |
1.4420 |
|
| R3 |
1.4692 |
1.4602 |
1.4365 |
|
| R2 |
1.4490 |
1.4490 |
1.4346 |
|
| R1 |
1.4400 |
1.4400 |
1.4328 |
1.4445 |
| PP |
1.4288 |
1.4288 |
1.4288 |
1.4311 |
| S1 |
1.4198 |
1.4198 |
1.4290 |
1.4243 |
| S2 |
1.4086 |
1.4086 |
1.4272 |
|
| S3 |
1.3884 |
1.3996 |
1.4253 |
|
| S4 |
1.3682 |
1.3794 |
1.4198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4379 |
1.4177 |
0.0202 |
1.4% |
0.0135 |
0.9% |
65% |
False |
False |
199,655 |
| 10 |
1.4409 |
1.4177 |
0.0232 |
1.6% |
0.0131 |
0.9% |
57% |
False |
False |
196,635 |
| 20 |
1.4409 |
1.4045 |
0.0364 |
2.5% |
0.0131 |
0.9% |
73% |
False |
False |
200,168 |
| 40 |
1.4449 |
1.3898 |
0.0551 |
3.9% |
0.0135 |
0.9% |
75% |
False |
False |
203,774 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0146 |
1.0% |
80% |
False |
False |
205,613 |
| 80 |
1.4449 |
1.3416 |
0.1033 |
7.2% |
0.0159 |
1.1% |
86% |
False |
False |
157,535 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
91% |
False |
False |
126,082 |
| 120 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0159 |
1.1% |
91% |
False |
False |
105,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4921 |
|
2.618 |
1.4694 |
|
1.618 |
1.4555 |
|
1.000 |
1.4469 |
|
0.618 |
1.4416 |
|
HIGH |
1.4330 |
|
0.618 |
1.4277 |
|
0.500 |
1.4261 |
|
0.382 |
1.4244 |
|
LOW |
1.4191 |
|
0.618 |
1.4105 |
|
1.000 |
1.4052 |
|
1.618 |
1.3966 |
|
2.618 |
1.3827 |
|
4.250 |
1.3600 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4293 |
1.4296 |
| PP |
1.4277 |
1.4283 |
| S1 |
1.4261 |
1.4270 |
|