CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3945 |
1.3985 |
0.0040 |
0.3% |
1.3900 |
| High |
1.3985 |
1.3985 |
0.0000 |
0.0% |
1.4070 |
| Low |
1.3920 |
1.3915 |
-0.0005 |
0.0% |
1.3831 |
| Close |
1.3974 |
1.3935 |
-0.0039 |
-0.3% |
1.3950 |
| Range |
0.0065 |
0.0070 |
0.0005 |
7.7% |
0.0239 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
196,965 |
177,078 |
-19,887 |
-10.1% |
1,146,043 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4115 |
1.3974 |
|
| R3 |
1.4085 |
1.4045 |
1.3954 |
|
| R2 |
1.4015 |
1.4015 |
1.3948 |
|
| R1 |
1.3975 |
1.3975 |
1.3941 |
1.3960 |
| PP |
1.3945 |
1.3945 |
1.3945 |
1.3938 |
| S1 |
1.3905 |
1.3905 |
1.3929 |
1.3890 |
| S2 |
1.3875 |
1.3875 |
1.3922 |
|
| S3 |
1.3805 |
1.3835 |
1.3916 |
|
| S4 |
1.3735 |
1.3765 |
1.3897 |
|
|
| 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% |
0.0080 |
0.6% |
44% |
False |
False |
212,880 |
| 10 |
1.4195 |
1.3831 |
0.0364 |
2.6% |
0.0079 |
0.6% |
29% |
False |
False |
212,355 |
| 20 |
1.4195 |
1.3820 |
0.0375 |
2.7% |
0.0090 |
0.6% |
31% |
False |
False |
213,476 |
| 40 |
1.4310 |
1.3526 |
0.0784 |
5.6% |
0.0072 |
0.5% |
52% |
False |
False |
121,069 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0054 |
0.4% |
73% |
False |
False |
80,815 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0041 |
0.3% |
73% |
False |
False |
60,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4283 |
|
2.618 |
1.4168 |
|
1.618 |
1.4098 |
|
1.000 |
1.4055 |
|
0.618 |
1.4028 |
|
HIGH |
1.3985 |
|
0.618 |
1.3958 |
|
0.500 |
1.3950 |
|
0.382 |
1.3942 |
|
LOW |
1.3915 |
|
0.618 |
1.3872 |
|
1.000 |
1.3845 |
|
1.618 |
1.3802 |
|
2.618 |
1.3732 |
|
4.250 |
1.3618 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3950 |
1.3943 |
| PP |
1.3945 |
1.3940 |
| S1 |
1.3940 |
1.3938 |
|