CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4230 |
1.4200 |
-0.0030 |
-0.2% |
1.4217 |
| High |
1.4260 |
1.4200 |
-0.0060 |
-0.4% |
1.4275 |
| Low |
1.4210 |
1.4140 |
-0.0070 |
-0.5% |
1.4165 |
| Close |
1.4244 |
1.4177 |
-0.0067 |
-0.5% |
1.4216 |
| Range |
0.0050 |
0.0060 |
0.0010 |
20.0% |
0.0110 |
| ATR |
0.0101 |
0.0102 |
0.0000 |
0.2% |
0.0000 |
| Volume |
166,162 |
181,275 |
15,113 |
9.1% |
938,581 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4352 |
1.4325 |
1.4210 |
|
| R3 |
1.4292 |
1.4265 |
1.4194 |
|
| R2 |
1.4232 |
1.4232 |
1.4188 |
|
| R1 |
1.4205 |
1.4205 |
1.4183 |
1.4189 |
| PP |
1.4172 |
1.4172 |
1.4172 |
1.4164 |
| S1 |
1.4145 |
1.4145 |
1.4172 |
1.4129 |
| S2 |
1.4112 |
1.4112 |
1.4166 |
|
| S3 |
1.4052 |
1.4085 |
1.4161 |
|
| S4 |
1.3992 |
1.4025 |
1.4144 |
|
|
| 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 |
1.4260 |
1.4140 |
0.0120 |
0.8% |
0.0056 |
0.4% |
31% |
False |
True |
191,130 |
| 10 |
1.4275 |
1.4080 |
0.0195 |
1.4% |
0.0061 |
0.4% |
50% |
False |
False |
186,312 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0070 |
0.5% |
78% |
False |
False |
199,334 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0083 |
0.6% |
76% |
False |
False |
167,012 |
| 60 |
1.4310 |
1.3285 |
0.1025 |
7.2% |
0.0062 |
0.4% |
87% |
False |
False |
111,825 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0048 |
0.3% |
90% |
False |
False |
83,916 |
| 100 |
1.4310 |
1.2648 |
0.1662 |
11.7% |
0.0042 |
0.3% |
92% |
False |
False |
67,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4455 |
|
2.618 |
1.4357 |
|
1.618 |
1.4297 |
|
1.000 |
1.4260 |
|
0.618 |
1.4237 |
|
HIGH |
1.4200 |
|
0.618 |
1.4177 |
|
0.500 |
1.4170 |
|
0.382 |
1.4163 |
|
LOW |
1.4140 |
|
0.618 |
1.4103 |
|
1.000 |
1.4080 |
|
1.618 |
1.4043 |
|
2.618 |
1.3983 |
|
4.250 |
1.3885 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4175 |
1.4200 |
| PP |
1.4172 |
1.4192 |
| S1 |
1.4170 |
1.4185 |
|