CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4150 |
1.4138 |
-0.0012 |
-0.1% |
1.3945 |
| High |
1.4160 |
1.4145 |
-0.0015 |
-0.1% |
1.4160 |
| Low |
1.4105 |
1.4080 |
-0.0025 |
-0.2% |
1.3915 |
| Close |
1.4148 |
1.4140 |
-0.0008 |
-0.1% |
1.4140 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0245 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
220,833 |
177,036 |
-43,797 |
-19.8% |
951,152 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4317 |
1.4293 |
1.4176 |
|
| R3 |
1.4252 |
1.4228 |
1.4158 |
|
| R2 |
1.4187 |
1.4187 |
1.4152 |
|
| R1 |
1.4163 |
1.4163 |
1.4146 |
1.4175 |
| PP |
1.4122 |
1.4122 |
1.4122 |
1.4128 |
| S1 |
1.4098 |
1.4098 |
1.4134 |
1.4110 |
| S2 |
1.4057 |
1.4057 |
1.4128 |
|
| S3 |
1.3992 |
1.4033 |
1.4122 |
|
| S4 |
1.3927 |
1.3968 |
1.4104 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4807 |
1.4718 |
1.4275 |
|
| R3 |
1.4562 |
1.4473 |
1.4207 |
|
| R2 |
1.4317 |
1.4317 |
1.4185 |
|
| R1 |
1.4228 |
1.4228 |
1.4162 |
1.4273 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4094 |
| S1 |
1.3983 |
1.3983 |
1.4118 |
1.4028 |
| S2 |
1.3827 |
1.3827 |
1.4095 |
|
| S3 |
1.3582 |
1.3738 |
1.4073 |
|
| S4 |
1.3337 |
1.3493 |
1.4005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4160 |
1.3915 |
0.0245 |
1.7% |
0.0061 |
0.4% |
92% |
False |
False |
190,230 |
| 10 |
1.4160 |
1.3831 |
0.0329 |
2.3% |
0.0069 |
0.5% |
94% |
False |
False |
209,719 |
| 20 |
1.4195 |
1.3825 |
0.0370 |
2.6% |
0.0081 |
0.6% |
85% |
False |
False |
211,493 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0074 |
0.5% |
70% |
False |
False |
135,450 |
| 60 |
1.4310 |
1.3005 |
0.1305 |
9.2% |
0.0057 |
0.4% |
87% |
False |
False |
90,417 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0042 |
0.3% |
88% |
False |
False |
67,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4421 |
|
2.618 |
1.4315 |
|
1.618 |
1.4250 |
|
1.000 |
1.4210 |
|
0.618 |
1.4185 |
|
HIGH |
1.4145 |
|
0.618 |
1.4120 |
|
0.500 |
1.4113 |
|
0.382 |
1.4105 |
|
LOW |
1.4080 |
|
0.618 |
1.4040 |
|
1.000 |
1.4015 |
|
1.618 |
1.3975 |
|
2.618 |
1.3910 |
|
4.250 |
1.3804 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4131 |
1.4133 |
| PP |
1.4122 |
1.4127 |
| S1 |
1.4113 |
1.4120 |
|