CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4217 |
1.4223 |
0.0006 |
0.0% |
1.3945 |
| High |
1.4245 |
1.4275 |
0.0030 |
0.2% |
1.4160 |
| Low |
1.4200 |
1.4165 |
-0.0035 |
-0.2% |
1.3915 |
| Close |
1.4219 |
1.4195 |
-0.0024 |
-0.2% |
1.4140 |
| Range |
0.0045 |
0.0110 |
0.0065 |
144.4% |
0.0245 |
| ATR |
0.0118 |
0.0118 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
150,003 |
180,361 |
30,358 |
20.2% |
951,152 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4542 |
1.4478 |
1.4256 |
|
| R3 |
1.4432 |
1.4368 |
1.4225 |
|
| R2 |
1.4322 |
1.4322 |
1.4215 |
|
| R1 |
1.4258 |
1.4258 |
1.4205 |
1.4235 |
| PP |
1.4212 |
1.4212 |
1.4212 |
1.4200 |
| S1 |
1.4148 |
1.4148 |
1.4185 |
1.4125 |
| S2 |
1.4102 |
1.4102 |
1.4175 |
|
| S3 |
1.3992 |
1.4038 |
1.4165 |
|
| S4 |
1.3882 |
1.3928 |
1.4135 |
|
|
| 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 |
1.4275 |
1.4080 |
0.0195 |
1.4% |
0.0065 |
0.5% |
59% |
True |
False |
181,494 |
| 10 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0072 |
0.5% |
82% |
True |
False |
197,187 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0081 |
0.6% |
82% |
True |
False |
210,163 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
3.9% |
0.0078 |
0.5% |
79% |
False |
False |
143,598 |
| 60 |
1.4310 |
1.3005 |
0.1305 |
9.2% |
0.0059 |
0.4% |
91% |
False |
False |
95,918 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0044 |
0.3% |
92% |
False |
False |
71,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4743 |
|
2.618 |
1.4563 |
|
1.618 |
1.4453 |
|
1.000 |
1.4385 |
|
0.618 |
1.4343 |
|
HIGH |
1.4275 |
|
0.618 |
1.4233 |
|
0.500 |
1.4220 |
|
0.382 |
1.4207 |
|
LOW |
1.4165 |
|
0.618 |
1.4097 |
|
1.000 |
1.4055 |
|
1.618 |
1.3987 |
|
2.618 |
1.3877 |
|
4.250 |
1.3698 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4220 |
1.4189 |
| PP |
1.4212 |
1.4183 |
| S1 |
1.4203 |
1.4178 |
|