CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4310 |
1.4211 |
-0.0099 |
-0.7% |
1.4165 |
| High |
1.4310 |
1.4290 |
-0.0020 |
-0.1% |
1.4310 |
| Low |
1.4264 |
1.4165 |
-0.0099 |
-0.7% |
1.4120 |
| Close |
1.4264 |
1.4170 |
-0.0094 |
-0.7% |
1.4170 |
| Range |
0.0046 |
0.0125 |
0.0079 |
171.7% |
0.0190 |
| ATR |
0.0104 |
0.0106 |
0.0001 |
1.4% |
0.0000 |
| Volume |
249,029 |
215,474 |
-33,555 |
-13.5% |
1,078,706 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4583 |
1.4502 |
1.4239 |
|
| R3 |
1.4458 |
1.4377 |
1.4204 |
|
| R2 |
1.4333 |
1.4333 |
1.4193 |
|
| R1 |
1.4252 |
1.4252 |
1.4181 |
1.4230 |
| PP |
1.4208 |
1.4208 |
1.4208 |
1.4198 |
| S1 |
1.4127 |
1.4127 |
1.4159 |
1.4105 |
| S2 |
1.4083 |
1.4083 |
1.4147 |
|
| S3 |
1.3958 |
1.4002 |
1.4136 |
|
| S4 |
1.3833 |
1.3877 |
1.4101 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4770 |
1.4660 |
1.4275 |
|
| R3 |
1.4580 |
1.4470 |
1.4222 |
|
| R2 |
1.4390 |
1.4390 |
1.4205 |
|
| R1 |
1.4280 |
1.4280 |
1.4187 |
1.4335 |
| PP |
1.4200 |
1.4200 |
1.4200 |
1.4228 |
| S1 |
1.4090 |
1.4090 |
1.4153 |
1.4145 |
| S2 |
1.4010 |
1.4010 |
1.4135 |
|
| S3 |
1.3820 |
1.3900 |
1.4118 |
|
| S4 |
1.3630 |
1.3710 |
1.4066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4310 |
1.4120 |
0.0190 |
1.3% |
0.0071 |
0.5% |
26% |
False |
False |
215,741 |
| 10 |
1.4445 |
1.4120 |
0.0325 |
2.3% |
0.0088 |
0.6% |
15% |
False |
False |
220,975 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0083 |
0.6% |
37% |
False |
False |
213,758 |
| 40 |
1.4445 |
1.3825 |
0.0620 |
4.4% |
0.0082 |
0.6% |
56% |
False |
False |
212,626 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0077 |
0.5% |
60% |
False |
False |
161,553 |
| 80 |
1.4445 |
1.3005 |
0.1440 |
10.2% |
0.0063 |
0.4% |
81% |
False |
False |
121,252 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0051 |
0.4% |
82% |
False |
False |
97,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4821 |
|
2.618 |
1.4617 |
|
1.618 |
1.4492 |
|
1.000 |
1.4415 |
|
0.618 |
1.4367 |
|
HIGH |
1.4290 |
|
0.618 |
1.4242 |
|
0.500 |
1.4228 |
|
0.382 |
1.4213 |
|
LOW |
1.4165 |
|
0.618 |
1.4088 |
|
1.000 |
1.4040 |
|
1.618 |
1.3963 |
|
2.618 |
1.3838 |
|
4.250 |
1.3634 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4228 |
1.4225 |
| PP |
1.4208 |
1.4207 |
| S1 |
1.4189 |
1.4188 |
|