CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4250 |
1.4200 |
-0.0050 |
-0.4% |
1.4217 |
| High |
1.4250 |
1.4235 |
-0.0015 |
-0.1% |
1.4275 |
| Low |
1.4204 |
1.4191 |
-0.0013 |
-0.1% |
1.4165 |
| Close |
1.4204 |
1.4216 |
0.0012 |
0.1% |
1.4216 |
| Range |
0.0046 |
0.0044 |
-0.0002 |
-4.3% |
0.0110 |
| ATR |
0.0110 |
0.0105 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
169,965 |
236,743 |
66,778 |
39.3% |
938,581 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4346 |
1.4325 |
1.4240 |
|
| R3 |
1.4302 |
1.4281 |
1.4228 |
|
| R2 |
1.4258 |
1.4258 |
1.4224 |
|
| R1 |
1.4237 |
1.4237 |
1.4220 |
1.4248 |
| PP |
1.4214 |
1.4214 |
1.4214 |
1.4219 |
| S1 |
1.4193 |
1.4193 |
1.4212 |
1.4204 |
| S2 |
1.4170 |
1.4170 |
1.4208 |
|
| S3 |
1.4126 |
1.4149 |
1.4204 |
|
| S4 |
1.4082 |
1.4105 |
1.4192 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4549 |
1.4492 |
1.4277 |
|
| R3 |
1.4439 |
1.4382 |
1.4246 |
|
| R2 |
1.4329 |
1.4329 |
1.4236 |
|
| R1 |
1.4272 |
1.4272 |
1.4226 |
1.4246 |
| PP |
1.4219 |
1.4219 |
1.4219 |
1.4205 |
| S1 |
1.4162 |
1.4162 |
1.4206 |
1.4136 |
| S2 |
1.4109 |
1.4109 |
1.4196 |
|
| S3 |
1.3999 |
1.4052 |
1.4186 |
|
| S4 |
1.3889 |
1.3942 |
1.4156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4275 |
1.4165 |
0.0110 |
0.8% |
0.0065 |
0.5% |
46% |
False |
False |
187,716 |
| 10 |
1.4275 |
1.3915 |
0.0360 |
2.5% |
0.0063 |
0.4% |
84% |
False |
False |
188,973 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0070 |
0.5% |
87% |
False |
False |
203,692 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
3.9% |
0.0081 |
0.6% |
83% |
False |
False |
158,589 |
| 60 |
1.4310 |
1.3257 |
0.1053 |
7.4% |
0.0060 |
0.4% |
91% |
False |
False |
106,046 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0047 |
0.3% |
93% |
False |
False |
79,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4422 |
|
2.618 |
1.4350 |
|
1.618 |
1.4306 |
|
1.000 |
1.4279 |
|
0.618 |
1.4262 |
|
HIGH |
1.4235 |
|
0.618 |
1.4218 |
|
0.500 |
1.4213 |
|
0.382 |
1.4208 |
|
LOW |
1.4191 |
|
0.618 |
1.4164 |
|
1.000 |
1.4147 |
|
1.618 |
1.4120 |
|
2.618 |
1.4076 |
|
4.250 |
1.4004 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4215 |
1.4214 |
| PP |
1.4214 |
1.4212 |
| S1 |
1.4213 |
1.4210 |
|