CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4395 |
1.4340 |
-0.0055 |
-0.4% |
1.4230 |
| High |
1.4445 |
1.4400 |
-0.0045 |
-0.3% |
1.4275 |
| Low |
1.4380 |
1.4335 |
-0.0045 |
-0.3% |
1.4008 |
| Close |
1.4430 |
1.4343 |
-0.0087 |
-0.6% |
1.4254 |
| Range |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0267 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
168,745 |
200,410 |
31,665 |
18.8% |
1,126,836 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4554 |
1.4514 |
1.4379 |
|
| R3 |
1.4489 |
1.4449 |
1.4361 |
|
| R2 |
1.4424 |
1.4424 |
1.4355 |
|
| R1 |
1.4384 |
1.4384 |
1.4349 |
1.4404 |
| PP |
1.4359 |
1.4359 |
1.4359 |
1.4370 |
| S1 |
1.4319 |
1.4319 |
1.4337 |
1.4339 |
| S2 |
1.4294 |
1.4294 |
1.4331 |
|
| S3 |
1.4229 |
1.4254 |
1.4325 |
|
| S4 |
1.4164 |
1.4189 |
1.4307 |
|
|
| 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 |
1.4105 |
0.0340 |
2.4% |
0.0092 |
0.6% |
70% |
False |
False |
229,454 |
| 10 |
1.4445 |
1.4008 |
0.0437 |
3.0% |
0.0079 |
0.5% |
77% |
False |
False |
228,679 |
| 20 |
1.4445 |
1.3900 |
0.0545 |
3.8% |
0.0072 |
0.5% |
81% |
False |
False |
209,574 |
| 40 |
1.4445 |
1.3750 |
0.0695 |
4.8% |
0.0086 |
0.6% |
85% |
False |
False |
205,948 |
| 60 |
1.4445 |
1.3463 |
0.0982 |
6.8% |
0.0069 |
0.5% |
90% |
False |
False |
140,167 |
| 80 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0056 |
0.4% |
93% |
False |
False |
105,187 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0048 |
0.3% |
93% |
False |
False |
84,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4676 |
|
2.618 |
1.4570 |
|
1.618 |
1.4505 |
|
1.000 |
1.4465 |
|
0.618 |
1.4440 |
|
HIGH |
1.4400 |
|
0.618 |
1.4375 |
|
0.500 |
1.4368 |
|
0.382 |
1.4360 |
|
LOW |
1.4335 |
|
0.618 |
1.4295 |
|
1.000 |
1.4270 |
|
1.618 |
1.4230 |
|
2.618 |
1.4165 |
|
4.250 |
1.4059 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4368 |
1.4390 |
| PP |
1.4359 |
1.4374 |
| S1 |
1.4351 |
1.4359 |
|