CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4582 |
1.4596 |
0.0014 |
0.1% |
1.4309 |
| High |
1.4636 |
1.4634 |
-0.0002 |
0.0% |
1.4636 |
| Low |
1.4553 |
1.4517 |
-0.0036 |
-0.2% |
1.4303 |
| Close |
1.4594 |
1.4606 |
0.0012 |
0.1% |
1.4594 |
| Range |
0.0083 |
0.0117 |
0.0034 |
41.0% |
0.0333 |
| ATR |
0.0137 |
0.0135 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
169,956 |
56,005 |
-113,951 |
-67.0% |
885,728 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4937 |
1.4888 |
1.4670 |
|
| R3 |
1.4820 |
1.4771 |
1.4638 |
|
| R2 |
1.4703 |
1.4703 |
1.4627 |
|
| R1 |
1.4654 |
1.4654 |
1.4617 |
1.4679 |
| PP |
1.4586 |
1.4586 |
1.4586 |
1.4598 |
| S1 |
1.4537 |
1.4537 |
1.4595 |
1.4562 |
| S2 |
1.4469 |
1.4469 |
1.4585 |
|
| S3 |
1.4352 |
1.4420 |
1.4574 |
|
| S4 |
1.4235 |
1.4303 |
1.4542 |
|
|
| 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 |
1.4303 |
0.0333 |
2.3% |
0.0136 |
0.9% |
91% |
False |
False |
188,346 |
| 10 |
1.4636 |
1.4177 |
0.0459 |
3.1% |
0.0135 |
0.9% |
93% |
False |
False |
194,001 |
| 20 |
1.4636 |
1.4045 |
0.0591 |
4.0% |
0.0133 |
0.9% |
95% |
False |
False |
193,320 |
| 40 |
1.4636 |
1.4007 |
0.0629 |
4.3% |
0.0138 |
0.9% |
95% |
False |
False |
203,539 |
| 60 |
1.4636 |
1.3818 |
0.0818 |
5.6% |
0.0142 |
1.0% |
96% |
False |
False |
206,179 |
| 80 |
1.4636 |
1.3712 |
0.0924 |
6.3% |
0.0157 |
1.1% |
97% |
False |
False |
169,271 |
| 100 |
1.4636 |
1.2965 |
0.1671 |
11.4% |
0.0159 |
1.1% |
98% |
False |
False |
135,487 |
| 120 |
1.4636 |
1.2876 |
0.1760 |
12.0% |
0.0155 |
1.1% |
98% |
False |
False |
112,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5131 |
|
2.618 |
1.4940 |
|
1.618 |
1.4823 |
|
1.000 |
1.4751 |
|
0.618 |
1.4706 |
|
HIGH |
1.4634 |
|
0.618 |
1.4589 |
|
0.500 |
1.4576 |
|
0.382 |
1.4562 |
|
LOW |
1.4517 |
|
0.618 |
1.4445 |
|
1.000 |
1.4400 |
|
1.618 |
1.4328 |
|
2.618 |
1.4211 |
|
4.250 |
1.4020 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4596 |
1.4594 |
| PP |
1.4586 |
1.4582 |
| S1 |
1.4576 |
1.4570 |
|