CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4200 |
1.4230 |
0.0030 |
0.2% |
1.4217 |
| High |
1.4235 |
1.4260 |
0.0025 |
0.2% |
1.4275 |
| Low |
1.4191 |
1.4210 |
0.0019 |
0.1% |
1.4165 |
| Close |
1.4216 |
1.4244 |
0.0028 |
0.2% |
1.4216 |
| Range |
0.0044 |
0.0050 |
0.0006 |
13.6% |
0.0110 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
236,743 |
166,162 |
-70,581 |
-29.8% |
938,581 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4388 |
1.4366 |
1.4272 |
|
| R3 |
1.4338 |
1.4316 |
1.4258 |
|
| R2 |
1.4288 |
1.4288 |
1.4253 |
|
| R1 |
1.4266 |
1.4266 |
1.4249 |
1.4277 |
| PP |
1.4238 |
1.4238 |
1.4238 |
1.4244 |
| S1 |
1.4216 |
1.4216 |
1.4239 |
1.4227 |
| S2 |
1.4188 |
1.4188 |
1.4235 |
|
| S3 |
1.4138 |
1.4166 |
1.4230 |
|
| S4 |
1.4088 |
1.4116 |
1.4217 |
|
|
| 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% |
0.0066 |
0.5% |
72% |
False |
False |
190,948 |
| 10 |
1.4275 |
1.3915 |
0.0360 |
2.5% |
0.0062 |
0.4% |
91% |
False |
False |
185,893 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0069 |
0.5% |
93% |
False |
False |
200,170 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
3.9% |
0.0082 |
0.6% |
88% |
False |
False |
162,577 |
| 60 |
1.4310 |
1.3261 |
0.1049 |
7.4% |
0.0061 |
0.4% |
94% |
False |
False |
108,807 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0047 |
0.3% |
95% |
False |
False |
81,652 |
| 100 |
1.4310 |
1.2554 |
0.1756 |
12.3% |
0.0041 |
0.3% |
96% |
False |
False |
65,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4473 |
|
2.618 |
1.4391 |
|
1.618 |
1.4341 |
|
1.000 |
1.4310 |
|
0.618 |
1.4291 |
|
HIGH |
1.4260 |
|
0.618 |
1.4241 |
|
0.500 |
1.4235 |
|
0.382 |
1.4229 |
|
LOW |
1.4210 |
|
0.618 |
1.4179 |
|
1.000 |
1.4160 |
|
1.618 |
1.4129 |
|
2.618 |
1.4079 |
|
4.250 |
1.3998 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4241 |
1.4238 |
| PP |
1.4238 |
1.4232 |
| S1 |
1.4235 |
1.4226 |
|