CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4255 |
1.4309 |
0.0054 |
0.4% |
1.4305 |
| High |
1.4330 |
1.4536 |
0.0206 |
1.4% |
1.4379 |
| Low |
1.4191 |
1.4303 |
0.0112 |
0.8% |
1.4177 |
| Close |
1.4309 |
1.4489 |
0.0180 |
1.3% |
1.4309 |
| Range |
0.0139 |
0.0233 |
0.0094 |
67.6% |
0.0202 |
| ATR |
0.0137 |
0.0144 |
0.0007 |
5.0% |
0.0000 |
| Volume |
198,535 |
218,074 |
19,539 |
9.8% |
998,277 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5142 |
1.5048 |
1.4617 |
|
| R3 |
1.4909 |
1.4815 |
1.4553 |
|
| R2 |
1.4676 |
1.4676 |
1.4532 |
|
| R1 |
1.4582 |
1.4582 |
1.4510 |
1.4629 |
| PP |
1.4443 |
1.4443 |
1.4443 |
1.4466 |
| S1 |
1.4349 |
1.4349 |
1.4468 |
1.4396 |
| S2 |
1.4210 |
1.4210 |
1.4446 |
|
| S3 |
1.3977 |
1.4116 |
1.4425 |
|
| S4 |
1.3744 |
1.3883 |
1.4361 |
|
|
| 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 |
1.4536 |
1.4177 |
0.0359 |
2.5% |
0.0159 |
1.1% |
87% |
True |
False |
207,994 |
| 10 |
1.4536 |
1.4177 |
0.0359 |
2.5% |
0.0147 |
1.0% |
87% |
True |
False |
196,045 |
| 20 |
1.4536 |
1.4045 |
0.0491 |
3.4% |
0.0137 |
0.9% |
90% |
True |
False |
197,422 |
| 40 |
1.4536 |
1.3913 |
0.0623 |
4.3% |
0.0138 |
1.0% |
92% |
True |
False |
204,302 |
| 60 |
1.4536 |
1.3736 |
0.0800 |
5.5% |
0.0147 |
1.0% |
94% |
True |
False |
207,083 |
| 80 |
1.4536 |
1.3416 |
0.1120 |
7.7% |
0.0160 |
1.1% |
96% |
True |
False |
160,252 |
| 100 |
1.4536 |
1.2876 |
0.1660 |
11.5% |
0.0159 |
1.1% |
97% |
True |
False |
128,261 |
| 120 |
1.4536 |
1.2876 |
0.1660 |
11.5% |
0.0157 |
1.1% |
97% |
True |
False |
106,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5526 |
|
2.618 |
1.5146 |
|
1.618 |
1.4913 |
|
1.000 |
1.4769 |
|
0.618 |
1.4680 |
|
HIGH |
1.4536 |
|
0.618 |
1.4447 |
|
0.500 |
1.4420 |
|
0.382 |
1.4392 |
|
LOW |
1.4303 |
|
0.618 |
1.4159 |
|
1.000 |
1.4070 |
|
1.618 |
1.3926 |
|
2.618 |
1.3693 |
|
4.250 |
1.3313 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4466 |
1.4447 |
| PP |
1.4443 |
1.4405 |
| S1 |
1.4420 |
1.4364 |
|