CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3940 |
1.3945 |
0.0005 |
0.0% |
1.3900 |
| High |
1.3970 |
1.3985 |
0.0015 |
0.1% |
1.4070 |
| Low |
1.3900 |
1.3920 |
0.0020 |
0.1% |
1.3831 |
| Close |
1.3950 |
1.3974 |
0.0024 |
0.2% |
1.3950 |
| Range |
0.0070 |
0.0065 |
-0.0005 |
-7.1% |
0.0239 |
| ATR |
0.0132 |
0.0127 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
251,701 |
196,965 |
-54,736 |
-21.7% |
1,146,043 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4129 |
1.4010 |
|
| R3 |
1.4090 |
1.4064 |
1.3992 |
|
| R2 |
1.4025 |
1.4025 |
1.3986 |
|
| R1 |
1.3999 |
1.3999 |
1.3980 |
1.4012 |
| PP |
1.3960 |
1.3960 |
1.3960 |
1.3966 |
| S1 |
1.3934 |
1.3934 |
1.3968 |
1.3947 |
| S2 |
1.3895 |
1.3895 |
1.3962 |
|
| S3 |
1.3830 |
1.3869 |
1.3956 |
|
| S4 |
1.3765 |
1.3804 |
1.3938 |
|
|
| 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% |
0.0078 |
0.6% |
60% |
False |
False |
222,992 |
| 10 |
1.4195 |
1.3831 |
0.0364 |
2.6% |
0.0076 |
0.5% |
39% |
False |
False |
214,448 |
| 20 |
1.4195 |
1.3750 |
0.0445 |
3.2% |
0.0093 |
0.7% |
50% |
False |
False |
213,097 |
| 40 |
1.4310 |
1.3463 |
0.0847 |
6.1% |
0.0070 |
0.5% |
60% |
False |
False |
116,648 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0053 |
0.4% |
76% |
False |
False |
77,865 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0040 |
0.3% |
76% |
False |
False |
58,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4261 |
|
2.618 |
1.4155 |
|
1.618 |
1.4090 |
|
1.000 |
1.4050 |
|
0.618 |
1.4025 |
|
HIGH |
1.3985 |
|
0.618 |
1.3960 |
|
0.500 |
1.3953 |
|
0.382 |
1.3945 |
|
LOW |
1.3920 |
|
0.618 |
1.3880 |
|
1.000 |
1.3855 |
|
1.618 |
1.3815 |
|
2.618 |
1.3750 |
|
4.250 |
1.3644 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3967 |
1.3985 |
| PP |
1.3960 |
1.3981 |
| S1 |
1.3953 |
1.3978 |
|