CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3985 |
1.3940 |
-0.0045 |
-0.3% |
1.3900 |
| High |
1.4070 |
1.3970 |
-0.0100 |
-0.7% |
1.4070 |
| Low |
1.3970 |
1.3900 |
-0.0070 |
-0.5% |
1.3831 |
| Close |
1.4035 |
1.3950 |
-0.0085 |
-0.6% |
1.3950 |
| Range |
0.0100 |
0.0070 |
-0.0030 |
-30.0% |
0.0239 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
0.2% |
0.0000 |
| Volume |
232,587 |
251,701 |
19,114 |
8.2% |
1,146,043 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4150 |
1.4120 |
1.3989 |
|
| R3 |
1.4080 |
1.4050 |
1.3969 |
|
| R2 |
1.4010 |
1.4010 |
1.3963 |
|
| R1 |
1.3980 |
1.3980 |
1.3956 |
1.3995 |
| PP |
1.3940 |
1.3940 |
1.3940 |
1.3948 |
| S1 |
1.3910 |
1.3910 |
1.3944 |
1.3925 |
| S2 |
1.3870 |
1.3870 |
1.3937 |
|
| S3 |
1.3800 |
1.3840 |
1.3931 |
|
| S4 |
1.3730 |
1.3770 |
1.3912 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4667 |
1.4548 |
1.4081 |
|
| R3 |
1.4428 |
1.4309 |
1.4016 |
|
| R2 |
1.4189 |
1.4189 |
1.3994 |
|
| R1 |
1.4070 |
1.4070 |
1.3972 |
1.4130 |
| PP |
1.3950 |
1.3950 |
1.3950 |
1.3980 |
| S1 |
1.3831 |
1.3831 |
1.3928 |
1.3891 |
| S2 |
1.3711 |
1.3711 |
1.3906 |
|
| S3 |
1.3472 |
1.3592 |
1.3884 |
|
| S4 |
1.3233 |
1.3353 |
1.3819 |
|
|
| 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% |
0.0077 |
0.6% |
50% |
False |
False |
229,208 |
| 10 |
1.4195 |
1.3831 |
0.0364 |
2.6% |
0.0076 |
0.5% |
33% |
False |
False |
218,411 |
| 20 |
1.4195 |
1.3750 |
0.0445 |
3.2% |
0.0094 |
0.7% |
45% |
False |
False |
209,904 |
| 40 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0069 |
0.5% |
57% |
False |
False |
111,742 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0052 |
0.4% |
74% |
False |
False |
74,585 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0043 |
0.3% |
74% |
False |
False |
55,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4268 |
|
2.618 |
1.4153 |
|
1.618 |
1.4083 |
|
1.000 |
1.4040 |
|
0.618 |
1.4013 |
|
HIGH |
1.3970 |
|
0.618 |
1.3943 |
|
0.500 |
1.3935 |
|
0.382 |
1.3927 |
|
LOW |
1.3900 |
|
0.618 |
1.3857 |
|
1.000 |
1.3830 |
|
1.618 |
1.3787 |
|
2.618 |
1.3717 |
|
4.250 |
1.3603 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3945 |
1.3951 |
| PP |
1.3940 |
1.3950 |
| S1 |
1.3935 |
1.3950 |
|