CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3907 |
1.3985 |
0.0078 |
0.6% |
1.4060 |
| High |
1.3925 |
1.4070 |
0.0145 |
1.0% |
1.4195 |
| Low |
1.3831 |
1.3970 |
0.0139 |
1.0% |
1.4000 |
| Close |
1.3850 |
1.4035 |
0.0185 |
1.3% |
1.4025 |
| Range |
0.0094 |
0.0100 |
0.0006 |
6.4% |
0.0195 |
| ATR |
0.0125 |
0.0132 |
0.0007 |
5.4% |
0.0000 |
| Volume |
206,072 |
232,587 |
26,515 |
12.9% |
801,474 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4325 |
1.4280 |
1.4090 |
|
| R3 |
1.4225 |
1.4180 |
1.4063 |
|
| R2 |
1.4125 |
1.4125 |
1.4053 |
|
| R1 |
1.4080 |
1.4080 |
1.4044 |
1.4103 |
| PP |
1.4025 |
1.4025 |
1.4025 |
1.4036 |
| S1 |
1.3980 |
1.3980 |
1.4026 |
1.4003 |
| S2 |
1.3925 |
1.3925 |
1.4017 |
|
| S3 |
1.3825 |
1.3880 |
1.4008 |
|
| S4 |
1.3725 |
1.3780 |
1.3980 |
|
|
| 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 |
1.4070 |
1.3831 |
0.0239 |
1.7% |
0.0075 |
0.5% |
85% |
True |
False |
222,734 |
| 10 |
1.4195 |
1.3831 |
0.0364 |
2.6% |
0.0079 |
0.6% |
56% |
False |
False |
219,847 |
| 20 |
1.4195 |
1.3750 |
0.0445 |
3.2% |
0.0099 |
0.7% |
64% |
False |
False |
202,321 |
| 40 |
1.4310 |
1.3463 |
0.0847 |
6.0% |
0.0067 |
0.5% |
68% |
False |
False |
105,464 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0050 |
0.4% |
80% |
False |
False |
70,391 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0042 |
0.3% |
80% |
False |
False |
52,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4495 |
|
2.618 |
1.4332 |
|
1.618 |
1.4232 |
|
1.000 |
1.4170 |
|
0.618 |
1.4132 |
|
HIGH |
1.4070 |
|
0.618 |
1.4032 |
|
0.500 |
1.4020 |
|
0.382 |
1.4008 |
|
LOW |
1.3970 |
|
0.618 |
1.3908 |
|
1.000 |
1.3870 |
|
1.618 |
1.3808 |
|
2.618 |
1.3708 |
|
4.250 |
1.3545 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4030 |
1.4007 |
| PP |
1.4025 |
1.3979 |
| S1 |
1.4020 |
1.3951 |
|