CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4223 |
1.4175 |
-0.0048 |
-0.3% |
1.3945 |
| High |
1.4275 |
1.4250 |
-0.0025 |
-0.2% |
1.4160 |
| Low |
1.4165 |
1.4170 |
0.0005 |
0.0% |
1.3915 |
| Close |
1.4195 |
1.4228 |
0.0033 |
0.2% |
1.4140 |
| Range |
0.0110 |
0.0080 |
-0.0030 |
-27.3% |
0.0245 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
180,361 |
201,509 |
21,148 |
11.7% |
951,152 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4456 |
1.4422 |
1.4272 |
|
| R3 |
1.4376 |
1.4342 |
1.4250 |
|
| R2 |
1.4296 |
1.4296 |
1.4243 |
|
| R1 |
1.4262 |
1.4262 |
1.4235 |
1.4279 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4225 |
| S1 |
1.4182 |
1.4182 |
1.4221 |
1.4199 |
| S2 |
1.4136 |
1.4136 |
1.4213 |
|
| S3 |
1.4056 |
1.4102 |
1.4206 |
|
| S4 |
1.3976 |
1.4022 |
1.4184 |
|
|
| 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% |
0.0071 |
0.5% |
76% |
False |
False |
185,948 |
| 10 |
1.4275 |
1.3900 |
0.0375 |
2.6% |
0.0071 |
0.5% |
87% |
False |
False |
196,731 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0079 |
0.6% |
89% |
False |
False |
210,523 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
3.9% |
0.0080 |
0.6% |
85% |
False |
False |
148,596 |
| 60 |
1.4310 |
1.3140 |
0.1170 |
8.2% |
0.0058 |
0.4% |
93% |
False |
False |
99,275 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0045 |
0.3% |
94% |
False |
False |
74,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4590 |
|
2.618 |
1.4459 |
|
1.618 |
1.4379 |
|
1.000 |
1.4330 |
|
0.618 |
1.4299 |
|
HIGH |
1.4250 |
|
0.618 |
1.4219 |
|
0.500 |
1.4210 |
|
0.382 |
1.4201 |
|
LOW |
1.4170 |
|
0.618 |
1.4121 |
|
1.000 |
1.4090 |
|
1.618 |
1.4041 |
|
2.618 |
1.3961 |
|
4.250 |
1.3830 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4222 |
1.4225 |
| PP |
1.4216 |
1.4223 |
| S1 |
1.4210 |
1.4220 |
|