CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4196 |
1.4310 |
0.0114 |
0.8% |
1.4320 |
| High |
1.4238 |
1.4310 |
0.0072 |
0.5% |
1.4445 |
| Low |
1.4140 |
1.4264 |
0.0124 |
0.9% |
1.4166 |
| Close |
1.4214 |
1.4264 |
0.0050 |
0.4% |
1.4172 |
| Range |
0.0098 |
0.0046 |
-0.0052 |
-53.1% |
0.0279 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
165,312 |
249,029 |
83,717 |
50.6% |
1,131,052 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4417 |
1.4387 |
1.4289 |
|
| R3 |
1.4371 |
1.4341 |
1.4277 |
|
| R2 |
1.4325 |
1.4325 |
1.4272 |
|
| R1 |
1.4295 |
1.4295 |
1.4268 |
1.4287 |
| PP |
1.4279 |
1.4279 |
1.4279 |
1.4276 |
| S1 |
1.4249 |
1.4249 |
1.4260 |
1.4241 |
| S2 |
1.4233 |
1.4233 |
1.4256 |
|
| S3 |
1.4187 |
1.4203 |
1.4251 |
|
| S4 |
1.4141 |
1.4157 |
1.4239 |
|
|
| 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% |
0.0093 |
0.7% |
51% |
False |
False |
214,212 |
| 10 |
1.4445 |
1.4105 |
0.0340 |
2.4% |
0.0093 |
0.6% |
47% |
False |
False |
221,833 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0080 |
0.6% |
59% |
False |
False |
211,836 |
| 40 |
1.4445 |
1.3825 |
0.0620 |
4.3% |
0.0082 |
0.6% |
71% |
False |
False |
212,466 |
| 60 |
1.4445 |
1.3745 |
0.0700 |
4.9% |
0.0076 |
0.5% |
74% |
False |
False |
157,983 |
| 80 |
1.4445 |
1.3005 |
0.1440 |
10.1% |
0.0062 |
0.4% |
87% |
False |
False |
118,561 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0049 |
0.3% |
88% |
False |
False |
94,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4506 |
|
2.618 |
1.4430 |
|
1.618 |
1.4384 |
|
1.000 |
1.4356 |
|
0.618 |
1.4338 |
|
HIGH |
1.4310 |
|
0.618 |
1.4292 |
|
0.500 |
1.4287 |
|
0.382 |
1.4282 |
|
LOW |
1.4264 |
|
0.618 |
1.4236 |
|
1.000 |
1.4218 |
|
1.618 |
1.4190 |
|
2.618 |
1.4144 |
|
4.250 |
1.4069 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4287 |
1.4249 |
| PP |
1.4279 |
1.4233 |
| S1 |
1.4272 |
1.4218 |
|