CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4494 |
1.4563 |
0.0069 |
0.5% |
1.4305 |
| High |
1.4602 |
1.4614 |
0.0012 |
0.1% |
1.4379 |
| Low |
1.4467 |
1.4503 |
0.0036 |
0.2% |
1.4177 |
| Close |
1.4543 |
1.4583 |
0.0040 |
0.3% |
1.4309 |
| Range |
0.0135 |
0.0111 |
-0.0024 |
-17.8% |
0.0202 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
297,778 |
199,920 |
-97,858 |
-32.9% |
998,277 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4900 |
1.4852 |
1.4644 |
|
| R3 |
1.4789 |
1.4741 |
1.4614 |
|
| R2 |
1.4678 |
1.4678 |
1.4603 |
|
| R1 |
1.4630 |
1.4630 |
1.4593 |
1.4654 |
| PP |
1.4567 |
1.4567 |
1.4567 |
1.4579 |
| S1 |
1.4519 |
1.4519 |
1.4573 |
1.4543 |
| S2 |
1.4456 |
1.4456 |
1.4563 |
|
| S3 |
1.4345 |
1.4408 |
1.4552 |
|
| S4 |
1.4234 |
1.4297 |
1.4522 |
|
|
| 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 |
1.4614 |
1.4191 |
0.0423 |
2.9% |
0.0146 |
1.0% |
93% |
True |
False |
223,703 |
| 10 |
1.4614 |
1.4177 |
0.0437 |
3.0% |
0.0145 |
1.0% |
93% |
True |
False |
214,063 |
| 20 |
1.4614 |
1.4045 |
0.0569 |
3.9% |
0.0137 |
0.9% |
95% |
True |
False |
205,247 |
| 40 |
1.4614 |
1.4007 |
0.0607 |
4.2% |
0.0138 |
0.9% |
95% |
True |
False |
207,837 |
| 60 |
1.4614 |
1.3795 |
0.0819 |
5.6% |
0.0144 |
1.0% |
96% |
True |
False |
209,195 |
| 80 |
1.4614 |
1.3524 |
0.1090 |
7.5% |
0.0159 |
1.1% |
97% |
True |
False |
166,467 |
| 100 |
1.4614 |
1.2876 |
0.1738 |
11.9% |
0.0159 |
1.1% |
98% |
True |
False |
133,231 |
| 120 |
1.4614 |
1.2876 |
0.1738 |
11.9% |
0.0155 |
1.1% |
98% |
True |
False |
111,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5086 |
|
2.618 |
1.4905 |
|
1.618 |
1.4794 |
|
1.000 |
1.4725 |
|
0.618 |
1.4683 |
|
HIGH |
1.4614 |
|
0.618 |
1.4572 |
|
0.500 |
1.4559 |
|
0.382 |
1.4545 |
|
LOW |
1.4503 |
|
0.618 |
1.4434 |
|
1.000 |
1.4392 |
|
1.618 |
1.4323 |
|
2.618 |
1.4212 |
|
4.250 |
1.4031 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4575 |
1.4542 |
| PP |
1.4567 |
1.4500 |
| S1 |
1.4559 |
1.4459 |
|