CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4362 |
1.4165 |
-0.0197 |
-1.4% |
1.4320 |
| High |
1.4400 |
1.4165 |
-0.0235 |
-1.6% |
1.4445 |
| Low |
1.4166 |
1.4120 |
-0.0046 |
-0.3% |
1.4166 |
| Close |
1.4172 |
1.4132 |
-0.0040 |
-0.3% |
1.4172 |
| Range |
0.0234 |
0.0045 |
-0.0189 |
-80.8% |
0.0279 |
| ATR |
0.0115 |
0.0111 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
207,832 |
273,006 |
65,174 |
31.4% |
1,131,052 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4274 |
1.4248 |
1.4157 |
|
| R3 |
1.4229 |
1.4203 |
1.4144 |
|
| R2 |
1.4184 |
1.4184 |
1.4140 |
|
| R1 |
1.4158 |
1.4158 |
1.4136 |
1.4149 |
| PP |
1.4139 |
1.4139 |
1.4139 |
1.4134 |
| S1 |
1.4113 |
1.4113 |
1.4128 |
1.4104 |
| S2 |
1.4094 |
1.4094 |
1.4124 |
|
| S3 |
1.4049 |
1.4068 |
1.4120 |
|
| S4 |
1.4004 |
1.4023 |
1.4107 |
|
|
| 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 |
1.4120 |
0.0325 |
2.3% |
0.0089 |
0.6% |
4% |
False |
True |
223,866 |
| 10 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0097 |
0.7% |
28% |
False |
False |
236,473 |
| 20 |
1.4445 |
1.3915 |
0.0530 |
3.8% |
0.0079 |
0.6% |
41% |
False |
False |
211,183 |
| 40 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0086 |
0.6% |
55% |
False |
False |
212,140 |
| 60 |
1.4445 |
1.3463 |
0.0982 |
6.9% |
0.0073 |
0.5% |
68% |
False |
False |
148,160 |
| 80 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0059 |
0.4% |
80% |
False |
False |
111,194 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0048 |
0.3% |
80% |
False |
False |
88,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4356 |
|
2.618 |
1.4283 |
|
1.618 |
1.4238 |
|
1.000 |
1.4210 |
|
0.618 |
1.4193 |
|
HIGH |
1.4165 |
|
0.618 |
1.4148 |
|
0.500 |
1.4143 |
|
0.382 |
1.4137 |
|
LOW |
1.4120 |
|
0.618 |
1.4092 |
|
1.000 |
1.4075 |
|
1.618 |
1.4047 |
|
2.618 |
1.4002 |
|
4.250 |
1.3929 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4143 |
1.4260 |
| PP |
1.4139 |
1.4217 |
| S1 |
1.4136 |
1.4175 |
|