CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4420 |
1.4395 |
-0.0025 |
-0.2% |
1.4230 |
| High |
1.4425 |
1.4445 |
0.0020 |
0.1% |
1.4275 |
| Low |
1.4389 |
1.4380 |
-0.0009 |
-0.1% |
1.4008 |
| Close |
1.4389 |
1.4430 |
0.0041 |
0.3% |
1.4254 |
| Range |
0.0036 |
0.0065 |
0.0029 |
80.6% |
0.0267 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
269,338 |
168,745 |
-100,593 |
-37.3% |
1,126,836 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4613 |
1.4587 |
1.4466 |
|
| R3 |
1.4548 |
1.4522 |
1.4448 |
|
| R2 |
1.4483 |
1.4483 |
1.4442 |
|
| R1 |
1.4457 |
1.4457 |
1.4436 |
1.4470 |
| PP |
1.4418 |
1.4418 |
1.4418 |
1.4425 |
| S1 |
1.4392 |
1.4392 |
1.4424 |
1.4405 |
| S2 |
1.4353 |
1.4353 |
1.4418 |
|
| S3 |
1.4288 |
1.4327 |
1.4412 |
|
| S4 |
1.4223 |
1.4262 |
1.4394 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4980 |
1.4884 |
1.4401 |
|
| R3 |
1.4713 |
1.4617 |
1.4327 |
|
| R2 |
1.4446 |
1.4446 |
1.4303 |
|
| R1 |
1.4350 |
1.4350 |
1.4278 |
1.4398 |
| PP |
1.4179 |
1.4179 |
1.4179 |
1.4203 |
| S1 |
1.4083 |
1.4083 |
1.4230 |
1.4131 |
| S2 |
1.3912 |
1.3912 |
1.4205 |
|
| S3 |
1.3645 |
1.3816 |
1.4181 |
|
| S4 |
1.3378 |
1.3549 |
1.4107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4445 |
1.4020 |
0.0425 |
2.9% |
0.0091 |
0.6% |
96% |
True |
False |
249,007 |
| 10 |
1.4445 |
1.4008 |
0.0437 |
3.0% |
0.0077 |
0.5% |
97% |
True |
False |
225,635 |
| 20 |
1.4445 |
1.3900 |
0.0545 |
3.8% |
0.0074 |
0.5% |
97% |
True |
False |
211,183 |
| 40 |
1.4445 |
1.3750 |
0.0695 |
4.8% |
0.0088 |
0.6% |
98% |
True |
False |
202,281 |
| 60 |
1.4445 |
1.3463 |
0.0982 |
6.8% |
0.0068 |
0.5% |
98% |
True |
False |
136,833 |
| 80 |
1.4445 |
1.2912 |
0.1533 |
10.6% |
0.0055 |
0.4% |
99% |
True |
False |
102,682 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.6% |
0.0048 |
0.3% |
99% |
True |
False |
82,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4721 |
|
2.618 |
1.4615 |
|
1.618 |
1.4550 |
|
1.000 |
1.4510 |
|
0.618 |
1.4485 |
|
HIGH |
1.4445 |
|
0.618 |
1.4420 |
|
0.500 |
1.4413 |
|
0.382 |
1.4405 |
|
LOW |
1.4380 |
|
0.618 |
1.4340 |
|
1.000 |
1.4315 |
|
1.618 |
1.4275 |
|
2.618 |
1.4210 |
|
4.250 |
1.4104 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4424 |
1.4413 |
| PP |
1.4418 |
1.4395 |
| S1 |
1.4413 |
1.4378 |
|