CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4175 |
1.4250 |
0.0075 |
0.5% |
1.3945 |
| High |
1.4250 |
1.4250 |
0.0000 |
0.0% |
1.4160 |
| Low |
1.4170 |
1.4204 |
0.0034 |
0.2% |
1.3915 |
| Close |
1.4228 |
1.4204 |
-0.0024 |
-0.2% |
1.4140 |
| Range |
0.0080 |
0.0046 |
-0.0034 |
-42.5% |
0.0245 |
| ATR |
0.0115 |
0.0110 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
201,509 |
169,965 |
-31,544 |
-15.7% |
951,152 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4357 |
1.4327 |
1.4229 |
|
| R3 |
1.4311 |
1.4281 |
1.4217 |
|
| R2 |
1.4265 |
1.4265 |
1.4212 |
|
| R1 |
1.4235 |
1.4235 |
1.4208 |
1.4227 |
| PP |
1.4219 |
1.4219 |
1.4219 |
1.4216 |
| S1 |
1.4189 |
1.4189 |
1.4200 |
1.4181 |
| S2 |
1.4173 |
1.4173 |
1.4196 |
|
| S3 |
1.4127 |
1.4143 |
1.4191 |
|
| S4 |
1.4081 |
1.4097 |
1.4179 |
|
|
| 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% |
0.0069 |
0.5% |
64% |
False |
False |
175,774 |
| 10 |
1.4275 |
1.3900 |
0.0375 |
2.6% |
0.0066 |
0.5% |
81% |
False |
False |
190,469 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0072 |
0.5% |
84% |
False |
False |
205,158 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
3.9% |
0.0081 |
0.6% |
81% |
False |
False |
152,729 |
| 60 |
1.4310 |
1.3257 |
0.1053 |
7.4% |
0.0059 |
0.4% |
90% |
False |
False |
102,104 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0046 |
0.3% |
92% |
False |
False |
76,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4446 |
|
2.618 |
1.4370 |
|
1.618 |
1.4324 |
|
1.000 |
1.4296 |
|
0.618 |
1.4278 |
|
HIGH |
1.4250 |
|
0.618 |
1.4232 |
|
0.500 |
1.4227 |
|
0.382 |
1.4222 |
|
LOW |
1.4204 |
|
0.618 |
1.4176 |
|
1.000 |
1.4158 |
|
1.618 |
1.4130 |
|
2.618 |
1.4084 |
|
4.250 |
1.4009 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4227 |
1.4220 |
| PP |
1.4219 |
1.4215 |
| S1 |
1.4212 |
1.4209 |
|