CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3985 |
1.4080 |
0.0095 |
0.7% |
1.3900 |
| High |
1.3985 |
1.4130 |
0.0145 |
1.0% |
1.4070 |
| Low |
1.3915 |
1.4080 |
0.0165 |
1.2% |
1.3831 |
| Close |
1.3935 |
1.4130 |
0.0195 |
1.4% |
1.3950 |
| Range |
0.0070 |
0.0050 |
-0.0020 |
-28.6% |
0.0239 |
| ATR |
0.0123 |
0.0128 |
0.0005 |
4.1% |
0.0000 |
| Volume |
177,078 |
179,240 |
2,162 |
1.2% |
1,146,043 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4263 |
1.4247 |
1.4158 |
|
| R3 |
1.4213 |
1.4197 |
1.4144 |
|
| R2 |
1.4163 |
1.4163 |
1.4139 |
|
| R1 |
1.4147 |
1.4147 |
1.4135 |
1.4155 |
| PP |
1.4113 |
1.4113 |
1.4113 |
1.4118 |
| S1 |
1.4097 |
1.4097 |
1.4125 |
1.4105 |
| S2 |
1.4063 |
1.4063 |
1.4121 |
|
| S3 |
1.4013 |
1.4047 |
1.4116 |
|
| S4 |
1.3963 |
1.3997 |
1.4103 |
|
|
| 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 |
1.4130 |
1.3900 |
0.0230 |
1.6% |
0.0071 |
0.5% |
100% |
True |
False |
207,514 |
| 10 |
1.4195 |
1.3831 |
0.0364 |
2.6% |
0.0074 |
0.5% |
82% |
False |
False |
215,263 |
| 20 |
1.4195 |
1.3825 |
0.0370 |
2.6% |
0.0088 |
0.6% |
82% |
False |
False |
212,044 |
| 40 |
1.4310 |
1.3595 |
0.0715 |
5.1% |
0.0073 |
0.5% |
75% |
False |
False |
125,544 |
| 60 |
1.4310 |
1.2920 |
0.1390 |
9.8% |
0.0055 |
0.4% |
87% |
False |
False |
83,791 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0041 |
0.3% |
87% |
False |
False |
62,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4343 |
|
2.618 |
1.4261 |
|
1.618 |
1.4211 |
|
1.000 |
1.4180 |
|
0.618 |
1.4161 |
|
HIGH |
1.4130 |
|
0.618 |
1.4111 |
|
0.500 |
1.4105 |
|
0.382 |
1.4099 |
|
LOW |
1.4080 |
|
0.618 |
1.4049 |
|
1.000 |
1.4030 |
|
1.618 |
1.3999 |
|
2.618 |
1.3949 |
|
4.250 |
1.3868 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4122 |
1.4094 |
| PP |
1.4113 |
1.4058 |
| S1 |
1.4105 |
1.4023 |
|