CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3900 |
1.3988 |
0.0088 |
0.6% |
1.4060 |
| High |
1.3960 |
1.3988 |
0.0028 |
0.2% |
1.4195 |
| Low |
1.3900 |
1.3927 |
0.0027 |
0.2% |
1.4000 |
| Close |
1.3960 |
1.3927 |
-0.0033 |
-0.2% |
1.4025 |
| Range |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0195 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
228,046 |
227,637 |
-409 |
-0.2% |
801,474 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4130 |
1.4090 |
1.3961 |
|
| R3 |
1.4069 |
1.4029 |
1.3944 |
|
| R2 |
1.4008 |
1.4008 |
1.3938 |
|
| R1 |
1.3968 |
1.3968 |
1.3933 |
1.3958 |
| PP |
1.3947 |
1.3947 |
1.3947 |
1.3942 |
| S1 |
1.3907 |
1.3907 |
1.3921 |
1.3897 |
| S2 |
1.3886 |
1.3886 |
1.3916 |
|
| S3 |
1.3825 |
1.3846 |
1.3910 |
|
| S4 |
1.3764 |
1.3785 |
1.3893 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4658 |
1.4537 |
1.4132 |
|
| R3 |
1.4463 |
1.4342 |
1.4079 |
|
| R2 |
1.4268 |
1.4268 |
1.4061 |
|
| R1 |
1.4147 |
1.4147 |
1.4043 |
1.4110 |
| PP |
1.4073 |
1.4073 |
1.4073 |
1.4055 |
| S1 |
1.3952 |
1.3952 |
1.4007 |
1.3915 |
| S2 |
1.3878 |
1.3878 |
1.3989 |
|
| S3 |
1.3683 |
1.3757 |
1.3971 |
|
| S4 |
1.3488 |
1.3562 |
1.3918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4195 |
1.3900 |
0.0295 |
2.1% |
0.0079 |
0.6% |
9% |
False |
False |
211,830 |
| 10 |
1.4195 |
1.3889 |
0.0306 |
2.2% |
0.0089 |
0.6% |
12% |
False |
False |
223,140 |
| 20 |
1.4195 |
1.3750 |
0.0445 |
3.2% |
0.0103 |
0.7% |
40% |
False |
False |
184,527 |
| 40 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0062 |
0.4% |
55% |
False |
False |
94,520 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0047 |
0.3% |
73% |
False |
False |
63,084 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0040 |
0.3% |
73% |
False |
False |
47,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4247 |
|
2.618 |
1.4148 |
|
1.618 |
1.4087 |
|
1.000 |
1.4049 |
|
0.618 |
1.4026 |
|
HIGH |
1.3988 |
|
0.618 |
1.3965 |
|
0.500 |
1.3958 |
|
0.382 |
1.3950 |
|
LOW |
1.3927 |
|
0.618 |
1.3889 |
|
1.000 |
1.3866 |
|
1.618 |
1.3828 |
|
2.618 |
1.3767 |
|
4.250 |
1.3668 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3958 |
1.3980 |
| PP |
1.3947 |
1.3962 |
| S1 |
1.3937 |
1.3945 |
|