CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4340 |
1.4362 |
0.0022 |
0.2% |
1.4320 |
| High |
1.4400 |
1.4400 |
0.0000 |
0.0% |
1.4445 |
| Low |
1.4335 |
1.4166 |
-0.0169 |
-1.2% |
1.4166 |
| Close |
1.4343 |
1.4172 |
-0.0171 |
-1.2% |
1.4172 |
| Range |
0.0065 |
0.0234 |
0.0169 |
260.0% |
0.0279 |
| ATR |
0.0106 |
0.0115 |
0.0009 |
8.6% |
0.0000 |
| Volume |
200,410 |
207,832 |
7,422 |
3.7% |
1,131,052 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4948 |
1.4794 |
1.4301 |
|
| R3 |
1.4714 |
1.4560 |
1.4236 |
|
| R2 |
1.4480 |
1.4480 |
1.4215 |
|
| R1 |
1.4326 |
1.4326 |
1.4193 |
1.4286 |
| PP |
1.4246 |
1.4246 |
1.4246 |
1.4226 |
| S1 |
1.4092 |
1.4092 |
1.4151 |
1.4052 |
| S2 |
1.4012 |
1.4012 |
1.4129 |
|
| S3 |
1.3778 |
1.3858 |
1.4108 |
|
| S4 |
1.3544 |
1.3624 |
1.4043 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5098 |
1.4914 |
1.4325 |
|
| R3 |
1.4819 |
1.4635 |
1.4249 |
|
| R2 |
1.4540 |
1.4540 |
1.4223 |
|
| R1 |
1.4356 |
1.4356 |
1.4198 |
1.4309 |
| PP |
1.4261 |
1.4261 |
1.4261 |
1.4237 |
| S1 |
1.4077 |
1.4077 |
1.4146 |
1.4030 |
| S2 |
1.3982 |
1.3982 |
1.4121 |
|
| S3 |
1.3703 |
1.3798 |
1.4095 |
|
| S4 |
1.3424 |
1.3519 |
1.4019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4445 |
1.4166 |
0.0279 |
2.0% |
0.0105 |
0.7% |
2% |
False |
True |
226,210 |
| 10 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0098 |
0.7% |
38% |
False |
False |
225,788 |
| 20 |
1.4445 |
1.3915 |
0.0530 |
3.7% |
0.0080 |
0.6% |
48% |
False |
False |
207,381 |
| 40 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0087 |
0.6% |
61% |
False |
False |
208,642 |
| 60 |
1.4445 |
1.3463 |
0.0982 |
6.9% |
0.0073 |
0.5% |
72% |
False |
False |
143,622 |
| 80 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0059 |
0.4% |
82% |
False |
False |
107,784 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0050 |
0.4% |
82% |
False |
False |
86,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5395 |
|
2.618 |
1.5013 |
|
1.618 |
1.4779 |
|
1.000 |
1.4634 |
|
0.618 |
1.4545 |
|
HIGH |
1.4400 |
|
0.618 |
1.4311 |
|
0.500 |
1.4283 |
|
0.382 |
1.4255 |
|
LOW |
1.4166 |
|
0.618 |
1.4021 |
|
1.000 |
1.3932 |
|
1.618 |
1.3787 |
|
2.618 |
1.3553 |
|
4.250 |
1.3172 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4283 |
1.4306 |
| PP |
1.4246 |
1.4261 |
| S1 |
1.4209 |
1.4217 |
|