CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4076 |
1.4093 |
0.0017 |
0.1% |
1.4165 |
| High |
1.4090 |
1.4140 |
0.0050 |
0.4% |
1.4310 |
| Low |
1.4060 |
1.4085 |
0.0025 |
0.2% |
1.4120 |
| Close |
1.4082 |
1.4139 |
0.0057 |
0.4% |
1.4170 |
| Range |
0.0030 |
0.0055 |
0.0025 |
83.3% |
0.0190 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
166,529 |
186,801 |
20,272 |
12.2% |
1,078,706 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4286 |
1.4268 |
1.4169 |
|
| R3 |
1.4231 |
1.4213 |
1.4154 |
|
| R2 |
1.4176 |
1.4176 |
1.4149 |
|
| R1 |
1.4158 |
1.4158 |
1.4144 |
1.4167 |
| PP |
1.4121 |
1.4121 |
1.4121 |
1.4126 |
| S1 |
1.4103 |
1.4103 |
1.4134 |
1.4112 |
| S2 |
1.4066 |
1.4066 |
1.4129 |
|
| S3 |
1.4011 |
1.4048 |
1.4124 |
|
| S4 |
1.3956 |
1.3993 |
1.4109 |
|
|
| 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% |
0.0071 |
0.5% |
32% |
False |
False |
196,629 |
| 10 |
1.4445 |
1.4060 |
0.0385 |
2.7% |
0.0080 |
0.6% |
21% |
False |
False |
200,902 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0079 |
0.6% |
30% |
False |
False |
214,907 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0080 |
0.6% |
50% |
False |
False |
212,535 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0078 |
0.6% |
56% |
False |
False |
167,368 |
| 80 |
1.4445 |
1.3005 |
0.1440 |
10.2% |
0.0064 |
0.5% |
79% |
False |
False |
125,665 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0051 |
0.4% |
80% |
False |
False |
100,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4374 |
|
2.618 |
1.4284 |
|
1.618 |
1.4229 |
|
1.000 |
1.4195 |
|
0.618 |
1.4174 |
|
HIGH |
1.4140 |
|
0.618 |
1.4119 |
|
0.500 |
1.4113 |
|
0.382 |
1.4106 |
|
LOW |
1.4085 |
|
0.618 |
1.4051 |
|
1.000 |
1.4030 |
|
1.618 |
1.3996 |
|
2.618 |
1.3941 |
|
4.250 |
1.3851 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4130 |
1.4175 |
| PP |
1.4121 |
1.4163 |
| S1 |
1.4113 |
1.4151 |
|