CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4211 |
1.4076 |
-0.0135 |
-0.9% |
1.4165 |
| High |
1.4290 |
1.4090 |
-0.0200 |
-1.4% |
1.4310 |
| Low |
1.4165 |
1.4060 |
-0.0105 |
-0.7% |
1.4120 |
| Close |
1.4170 |
1.4082 |
-0.0088 |
-0.6% |
1.4170 |
| Range |
0.0125 |
0.0030 |
-0.0095 |
-76.0% |
0.0190 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.3% |
0.0000 |
| Volume |
215,474 |
166,529 |
-48,945 |
-22.7% |
1,078,706 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4167 |
1.4155 |
1.4099 |
|
| R3 |
1.4137 |
1.4125 |
1.4090 |
|
| R2 |
1.4107 |
1.4107 |
1.4088 |
|
| R1 |
1.4095 |
1.4095 |
1.4085 |
1.4101 |
| PP |
1.4077 |
1.4077 |
1.4077 |
1.4081 |
| S1 |
1.4065 |
1.4065 |
1.4079 |
1.4071 |
| S2 |
1.4047 |
1.4047 |
1.4077 |
|
| S3 |
1.4017 |
1.4035 |
1.4074 |
|
| S4 |
1.3987 |
1.4005 |
1.4066 |
|
|
| 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 |
1.4060 |
0.0250 |
1.8% |
0.0068 |
0.5% |
9% |
False |
True |
194,445 |
| 10 |
1.4445 |
1.4060 |
0.0385 |
2.7% |
0.0079 |
0.6% |
6% |
False |
True |
209,156 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0082 |
0.6% |
17% |
False |
False |
214,585 |
| 40 |
1.4445 |
1.3825 |
0.0620 |
4.4% |
0.0080 |
0.6% |
41% |
False |
False |
211,724 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0077 |
0.5% |
48% |
False |
False |
164,287 |
| 80 |
1.4445 |
1.3005 |
0.1440 |
10.2% |
0.0064 |
0.5% |
75% |
False |
False |
123,332 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.9% |
0.0051 |
0.4% |
76% |
False |
False |
98,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4218 |
|
2.618 |
1.4169 |
|
1.618 |
1.4139 |
|
1.000 |
1.4120 |
|
0.618 |
1.4109 |
|
HIGH |
1.4090 |
|
0.618 |
1.4079 |
|
0.500 |
1.4075 |
|
0.382 |
1.4071 |
|
LOW |
1.4060 |
|
0.618 |
1.4041 |
|
1.000 |
1.4030 |
|
1.618 |
1.4011 |
|
2.618 |
1.3981 |
|
4.250 |
1.3933 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4080 |
1.4185 |
| PP |
1.4077 |
1.4151 |
| S1 |
1.4075 |
1.4116 |
|