CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3988 |
1.3907 |
-0.0081 |
-0.6% |
1.4060 |
| High |
1.3988 |
1.3925 |
-0.0063 |
-0.5% |
1.4195 |
| Low |
1.3927 |
1.3831 |
-0.0096 |
-0.7% |
1.4000 |
| Close |
1.3927 |
1.3850 |
-0.0077 |
-0.6% |
1.4025 |
| Range |
0.0061 |
0.0094 |
0.0033 |
54.1% |
0.0195 |
| ATR |
0.0128 |
0.0125 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
227,637 |
206,072 |
-21,565 |
-9.5% |
801,474 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4151 |
1.4094 |
1.3902 |
|
| R3 |
1.4057 |
1.4000 |
1.3876 |
|
| R2 |
1.3963 |
1.3963 |
1.3867 |
|
| R1 |
1.3906 |
1.3906 |
1.3859 |
1.3888 |
| PP |
1.3869 |
1.3869 |
1.3869 |
1.3859 |
| S1 |
1.3812 |
1.3812 |
1.3841 |
1.3794 |
| S2 |
1.3775 |
1.3775 |
1.3833 |
|
| S3 |
1.3681 |
1.3718 |
1.3824 |
|
| S4 |
1.3587 |
1.3624 |
1.3798 |
|
|
| 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 |
1.3831 |
0.0364 |
2.6% |
0.0076 |
0.5% |
5% |
False |
True |
223,012 |
| 10 |
1.4195 |
1.3831 |
0.0364 |
2.6% |
0.0087 |
0.6% |
5% |
False |
True |
224,315 |
| 20 |
1.4195 |
1.3750 |
0.0445 |
3.2% |
0.0102 |
0.7% |
22% |
False |
False |
193,379 |
| 40 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0064 |
0.5% |
46% |
False |
False |
99,659 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0049 |
0.4% |
67% |
False |
False |
66,516 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0041 |
0.3% |
67% |
False |
False |
49,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4325 |
|
2.618 |
1.4171 |
|
1.618 |
1.4077 |
|
1.000 |
1.4019 |
|
0.618 |
1.3983 |
|
HIGH |
1.3925 |
|
0.618 |
1.3889 |
|
0.500 |
1.3878 |
|
0.382 |
1.3867 |
|
LOW |
1.3831 |
|
0.618 |
1.3773 |
|
1.000 |
1.3737 |
|
1.618 |
1.3679 |
|
2.618 |
1.3585 |
|
4.250 |
1.3432 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3878 |
1.3910 |
| PP |
1.3869 |
1.3890 |
| S1 |
1.3859 |
1.3870 |
|