CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4080 |
1.4150 |
0.0070 |
0.5% |
1.3900 |
| High |
1.4130 |
1.4160 |
0.0030 |
0.2% |
1.4070 |
| Low |
1.4080 |
1.4105 |
0.0025 |
0.2% |
1.3831 |
| Close |
1.4130 |
1.4148 |
0.0018 |
0.1% |
1.3950 |
| Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0239 |
| ATR |
0.0128 |
0.0123 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
179,240 |
220,833 |
41,593 |
23.2% |
1,146,043 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4303 |
1.4280 |
1.4178 |
|
| R3 |
1.4248 |
1.4225 |
1.4163 |
|
| R2 |
1.4193 |
1.4193 |
1.4158 |
|
| R1 |
1.4170 |
1.4170 |
1.4153 |
1.4154 |
| PP |
1.4138 |
1.4138 |
1.4138 |
1.4130 |
| S1 |
1.4115 |
1.4115 |
1.4143 |
1.4099 |
| S2 |
1.4083 |
1.4083 |
1.4138 |
|
| S3 |
1.4028 |
1.4060 |
1.4133 |
|
| S4 |
1.3973 |
1.4005 |
1.4118 |
|
|
| 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 |
1.4160 |
1.3900 |
0.0260 |
1.8% |
0.0062 |
0.4% |
95% |
True |
False |
205,163 |
| 10 |
1.4160 |
1.3831 |
0.0329 |
2.3% |
0.0069 |
0.5% |
96% |
True |
False |
213,948 |
| 20 |
1.4195 |
1.3825 |
0.0370 |
2.6% |
0.0084 |
0.6% |
87% |
False |
False |
213,096 |
| 40 |
1.4310 |
1.3745 |
0.0565 |
4.0% |
0.0074 |
0.5% |
71% |
False |
False |
131,056 |
| 60 |
1.4310 |
1.3005 |
0.1305 |
9.2% |
0.0056 |
0.4% |
88% |
False |
False |
87,469 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0042 |
0.3% |
88% |
False |
False |
65,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4394 |
|
2.618 |
1.4304 |
|
1.618 |
1.4249 |
|
1.000 |
1.4215 |
|
0.618 |
1.4194 |
|
HIGH |
1.4160 |
|
0.618 |
1.4139 |
|
0.500 |
1.4133 |
|
0.382 |
1.4126 |
|
LOW |
1.4105 |
|
0.618 |
1.4071 |
|
1.000 |
1.4050 |
|
1.618 |
1.4016 |
|
2.618 |
1.3961 |
|
4.250 |
1.3871 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4143 |
1.4111 |
| PP |
1.4138 |
1.4074 |
| S1 |
1.4133 |
1.4038 |
|