CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4200 |
1.4054 |
-0.0146 |
-1.0% |
1.4217 |
| High |
1.4200 |
1.4120 |
-0.0080 |
-0.6% |
1.4275 |
| Low |
1.4140 |
1.4008 |
-0.0132 |
-0.9% |
1.4165 |
| Close |
1.4177 |
1.4008 |
-0.0169 |
-1.2% |
1.4216 |
| Range |
0.0060 |
0.0112 |
0.0052 |
86.7% |
0.0110 |
| ATR |
0.0102 |
0.0106 |
0.0005 |
4.7% |
0.0000 |
| Volume |
181,275 |
257,173 |
75,898 |
41.9% |
938,581 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4381 |
1.4307 |
1.4070 |
|
| R3 |
1.4269 |
1.4195 |
1.4039 |
|
| R2 |
1.4157 |
1.4157 |
1.4029 |
|
| R1 |
1.4083 |
1.4083 |
1.4018 |
1.4064 |
| PP |
1.4045 |
1.4045 |
1.4045 |
1.4036 |
| S1 |
1.3971 |
1.3971 |
1.3998 |
1.3952 |
| S2 |
1.3933 |
1.3933 |
1.3987 |
|
| S3 |
1.3821 |
1.3859 |
1.3977 |
|
| S4 |
1.3709 |
1.3747 |
1.3946 |
|
|
| 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 |
1.4008 |
0.0252 |
1.8% |
0.0062 |
0.4% |
0% |
False |
True |
202,263 |
| 10 |
1.4275 |
1.4008 |
0.0267 |
1.9% |
0.0067 |
0.5% |
0% |
False |
True |
194,106 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.2% |
0.0070 |
0.5% |
40% |
False |
False |
204,684 |
| 40 |
1.4275 |
1.3750 |
0.0525 |
3.7% |
0.0084 |
0.6% |
49% |
False |
False |
173,339 |
| 60 |
1.4310 |
1.3285 |
0.1025 |
7.3% |
0.0063 |
0.5% |
71% |
False |
False |
116,110 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
10.0% |
0.0049 |
0.4% |
78% |
False |
False |
87,128 |
| 100 |
1.4310 |
1.2648 |
0.1662 |
11.9% |
0.0043 |
0.3% |
82% |
False |
False |
69,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4596 |
|
2.618 |
1.4413 |
|
1.618 |
1.4301 |
|
1.000 |
1.4232 |
|
0.618 |
1.4189 |
|
HIGH |
1.4120 |
|
0.618 |
1.4077 |
|
0.500 |
1.4064 |
|
0.382 |
1.4051 |
|
LOW |
1.4008 |
|
0.618 |
1.3939 |
|
1.000 |
1.3896 |
|
1.618 |
1.3827 |
|
2.618 |
1.3715 |
|
4.250 |
1.3532 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4064 |
1.4134 |
| PP |
1.4045 |
1.4092 |
| S1 |
1.4027 |
1.4050 |
|