CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4093 |
1.4115 |
0.0022 |
0.2% |
1.4165 |
| High |
1.4140 |
1.4265 |
0.0125 |
0.9% |
1.4310 |
| Low |
1.4085 |
1.4110 |
0.0025 |
0.2% |
1.4120 |
| Close |
1.4139 |
1.4240 |
0.0101 |
0.7% |
1.4170 |
| Range |
0.0055 |
0.0155 |
0.0100 |
181.8% |
0.0190 |
| ATR |
0.0103 |
0.0106 |
0.0004 |
3.6% |
0.0000 |
| Volume |
186,801 |
176,720 |
-10,081 |
-5.4% |
1,078,706 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4670 |
1.4610 |
1.4325 |
|
| R3 |
1.4515 |
1.4455 |
1.4283 |
|
| R2 |
1.4360 |
1.4360 |
1.4268 |
|
| R1 |
1.4300 |
1.4300 |
1.4254 |
1.4330 |
| PP |
1.4205 |
1.4205 |
1.4205 |
1.4220 |
| S1 |
1.4145 |
1.4145 |
1.4226 |
1.4175 |
| S2 |
1.4050 |
1.4050 |
1.4212 |
|
| S3 |
1.3895 |
1.3990 |
1.4197 |
|
| S4 |
1.3740 |
1.3835 |
1.4155 |
|
|
| 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% |
0.0082 |
0.6% |
72% |
False |
False |
198,910 |
| 10 |
1.4400 |
1.4060 |
0.0340 |
2.4% |
0.0089 |
0.6% |
53% |
False |
False |
201,699 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0083 |
0.6% |
53% |
False |
False |
213,667 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0081 |
0.6% |
67% |
False |
False |
212,095 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0081 |
0.6% |
71% |
False |
False |
170,286 |
| 80 |
1.4445 |
1.3140 |
0.1305 |
9.2% |
0.0064 |
0.5% |
84% |
False |
False |
127,873 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0053 |
0.4% |
87% |
False |
False |
102,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4924 |
|
2.618 |
1.4671 |
|
1.618 |
1.4516 |
|
1.000 |
1.4420 |
|
0.618 |
1.4361 |
|
HIGH |
1.4265 |
|
0.618 |
1.4206 |
|
0.500 |
1.4188 |
|
0.382 |
1.4169 |
|
LOW |
1.4110 |
|
0.618 |
1.4014 |
|
1.000 |
1.3955 |
|
1.618 |
1.3859 |
|
2.618 |
1.3704 |
|
4.250 |
1.3451 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4223 |
1.4214 |
| PP |
1.4205 |
1.4188 |
| S1 |
1.4188 |
1.4163 |
|