CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4563 |
1.4582 |
0.0019 |
0.1% |
1.4309 |
| High |
1.4614 |
1.4636 |
0.0022 |
0.2% |
1.4636 |
| Low |
1.4503 |
1.4553 |
0.0050 |
0.3% |
1.4303 |
| Close |
1.4583 |
1.4594 |
0.0011 |
0.1% |
1.4594 |
| Range |
0.0111 |
0.0083 |
-0.0028 |
-25.2% |
0.0333 |
| ATR |
0.0141 |
0.0137 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
199,920 |
169,956 |
-29,964 |
-15.0% |
885,728 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4843 |
1.4802 |
1.4640 |
|
| R3 |
1.4760 |
1.4719 |
1.4617 |
|
| R2 |
1.4677 |
1.4677 |
1.4609 |
|
| R1 |
1.4636 |
1.4636 |
1.4602 |
1.4657 |
| PP |
1.4594 |
1.4594 |
1.4594 |
1.4605 |
| S1 |
1.4553 |
1.4553 |
1.4586 |
1.4574 |
| S2 |
1.4511 |
1.4511 |
1.4579 |
|
| S3 |
1.4428 |
1.4470 |
1.4571 |
|
| S4 |
1.4345 |
1.4387 |
1.4548 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5510 |
1.5385 |
1.4777 |
|
| R3 |
1.5177 |
1.5052 |
1.4686 |
|
| R2 |
1.4844 |
1.4844 |
1.4655 |
|
| R1 |
1.4719 |
1.4719 |
1.4625 |
1.4782 |
| PP |
1.4511 |
1.4511 |
1.4511 |
1.4542 |
| S1 |
1.4386 |
1.4386 |
1.4563 |
1.4449 |
| S2 |
1.4178 |
1.4178 |
1.4533 |
|
| S3 |
1.3845 |
1.4053 |
1.4502 |
|
| S4 |
1.3512 |
1.3720 |
1.4411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4636 |
1.4191 |
0.0445 |
3.0% |
0.0140 |
1.0% |
91% |
True |
False |
216,852 |
| 10 |
1.4636 |
1.4177 |
0.0459 |
3.1% |
0.0134 |
0.9% |
91% |
True |
False |
211,305 |
| 20 |
1.4636 |
1.4045 |
0.0591 |
4.0% |
0.0135 |
0.9% |
93% |
True |
False |
201,293 |
| 40 |
1.4636 |
1.4007 |
0.0629 |
4.3% |
0.0137 |
0.9% |
93% |
True |
False |
206,565 |
| 60 |
1.4636 |
1.3818 |
0.0818 |
5.6% |
0.0142 |
1.0% |
95% |
True |
False |
208,712 |
| 80 |
1.4636 |
1.3574 |
0.1062 |
7.3% |
0.0159 |
1.1% |
96% |
True |
False |
168,587 |
| 100 |
1.4636 |
1.2876 |
0.1760 |
12.1% |
0.0159 |
1.1% |
98% |
True |
False |
134,928 |
| 120 |
1.4636 |
1.2876 |
0.1760 |
12.1% |
0.0155 |
1.1% |
98% |
True |
False |
112,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4989 |
|
2.618 |
1.4853 |
|
1.618 |
1.4770 |
|
1.000 |
1.4719 |
|
0.618 |
1.4687 |
|
HIGH |
1.4636 |
|
0.618 |
1.4604 |
|
0.500 |
1.4595 |
|
0.382 |
1.4585 |
|
LOW |
1.4553 |
|
0.618 |
1.4502 |
|
1.000 |
1.4470 |
|
1.618 |
1.4419 |
|
2.618 |
1.4336 |
|
4.250 |
1.4200 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4595 |
1.4580 |
| PP |
1.4594 |
1.4566 |
| S1 |
1.4594 |
1.4552 |
|