CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4166 |
1.4196 |
0.0030 |
0.2% |
1.4320 |
| High |
1.4166 |
1.4238 |
0.0072 |
0.5% |
1.4445 |
| Low |
1.4125 |
1.4140 |
0.0015 |
0.1% |
1.4166 |
| Close |
1.4148 |
1.4214 |
0.0066 |
0.5% |
1.4172 |
| Range |
0.0041 |
0.0098 |
0.0057 |
139.0% |
0.0279 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
175,885 |
165,312 |
-10,573 |
-6.0% |
1,131,052 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4491 |
1.4451 |
1.4268 |
|
| R3 |
1.4393 |
1.4353 |
1.4241 |
|
| R2 |
1.4295 |
1.4295 |
1.4232 |
|
| R1 |
1.4255 |
1.4255 |
1.4223 |
1.4275 |
| PP |
1.4197 |
1.4197 |
1.4197 |
1.4208 |
| S1 |
1.4157 |
1.4157 |
1.4205 |
1.4177 |
| S2 |
1.4099 |
1.4099 |
1.4196 |
|
| S3 |
1.4001 |
1.4059 |
1.4187 |
|
| S4 |
1.3903 |
1.3961 |
1.4160 |
|
|
| 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 |
1.4400 |
1.4120 |
0.0280 |
2.0% |
0.0097 |
0.7% |
34% |
False |
False |
204,489 |
| 10 |
1.4445 |
1.4020 |
0.0425 |
3.0% |
0.0094 |
0.7% |
46% |
False |
False |
226,748 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0080 |
0.6% |
47% |
False |
False |
210,427 |
| 40 |
1.4445 |
1.3825 |
0.0620 |
4.4% |
0.0084 |
0.6% |
63% |
False |
False |
211,235 |
| 60 |
1.4445 |
1.3595 |
0.0850 |
6.0% |
0.0076 |
0.5% |
73% |
False |
False |
153,838 |
| 80 |
1.4445 |
1.2920 |
0.1525 |
10.7% |
0.0061 |
0.4% |
85% |
False |
False |
115,450 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0049 |
0.3% |
85% |
False |
False |
92,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4655 |
|
2.618 |
1.4495 |
|
1.618 |
1.4397 |
|
1.000 |
1.4336 |
|
0.618 |
1.4299 |
|
HIGH |
1.4238 |
|
0.618 |
1.4201 |
|
0.500 |
1.4189 |
|
0.382 |
1.4177 |
|
LOW |
1.4140 |
|
0.618 |
1.4079 |
|
1.000 |
1.4042 |
|
1.618 |
1.3981 |
|
2.618 |
1.3883 |
|
4.250 |
1.3724 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4206 |
1.4202 |
| PP |
1.4197 |
1.4191 |
| S1 |
1.4189 |
1.4179 |
|