CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4054 |
1.4028 |
-0.0026 |
-0.2% |
1.4217 |
| High |
1.4120 |
1.4080 |
-0.0040 |
-0.3% |
1.4275 |
| Low |
1.4008 |
1.4020 |
0.0012 |
0.1% |
1.4165 |
| Close |
1.4008 |
1.4077 |
0.0069 |
0.5% |
1.4216 |
| Range |
0.0112 |
0.0060 |
-0.0052 |
-46.4% |
0.0110 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
257,173 |
298,175 |
41,002 |
15.9% |
938,581 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4239 |
1.4218 |
1.4110 |
|
| R3 |
1.4179 |
1.4158 |
1.4094 |
|
| R2 |
1.4119 |
1.4119 |
1.4088 |
|
| R1 |
1.4098 |
1.4098 |
1.4083 |
1.4109 |
| PP |
1.4059 |
1.4059 |
1.4059 |
1.4064 |
| S1 |
1.4038 |
1.4038 |
1.4072 |
1.4049 |
| S2 |
1.3999 |
1.3999 |
1.4066 |
|
| S3 |
1.3939 |
1.3978 |
1.4061 |
|
| S4 |
1.3879 |
1.3918 |
1.4044 |
|
|
| 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% |
0.0065 |
0.5% |
27% |
False |
False |
227,905 |
| 10 |
1.4275 |
1.4008 |
0.0267 |
1.9% |
0.0067 |
0.5% |
26% |
False |
False |
201,840 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.2% |
0.0068 |
0.5% |
55% |
False |
False |
207,894 |
| 40 |
1.4275 |
1.3750 |
0.0525 |
3.7% |
0.0085 |
0.6% |
62% |
False |
False |
180,556 |
| 60 |
1.4310 |
1.3285 |
0.1025 |
7.3% |
0.0064 |
0.5% |
77% |
False |
False |
121,077 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.9% |
0.0050 |
0.4% |
83% |
False |
False |
90,853 |
| 100 |
1.4310 |
1.2656 |
0.1654 |
11.7% |
0.0044 |
0.3% |
86% |
False |
False |
72,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4335 |
|
2.618 |
1.4237 |
|
1.618 |
1.4177 |
|
1.000 |
1.4140 |
|
0.618 |
1.4117 |
|
HIGH |
1.4080 |
|
0.618 |
1.4057 |
|
0.500 |
1.4050 |
|
0.382 |
1.4043 |
|
LOW |
1.4020 |
|
0.618 |
1.3983 |
|
1.000 |
1.3960 |
|
1.618 |
1.3923 |
|
2.618 |
1.3863 |
|
4.250 |
1.3765 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4068 |
1.4104 |
| PP |
1.4059 |
1.4095 |
| S1 |
1.4050 |
1.4086 |
|