CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4115 |
1.4234 |
0.0119 |
0.8% |
1.4165 |
| High |
1.4265 |
1.4260 |
-0.0005 |
0.0% |
1.4310 |
| Low |
1.4110 |
1.4215 |
0.0105 |
0.7% |
1.4120 |
| Close |
1.4240 |
1.4256 |
0.0016 |
0.1% |
1.4170 |
| Range |
0.0155 |
0.0045 |
-0.0110 |
-71.0% |
0.0190 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
176,720 |
264,852 |
88,132 |
49.9% |
1,078,706 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4379 |
1.4362 |
1.4281 |
|
| R3 |
1.4334 |
1.4317 |
1.4268 |
|
| R2 |
1.4289 |
1.4289 |
1.4264 |
|
| R1 |
1.4272 |
1.4272 |
1.4260 |
1.4281 |
| PP |
1.4244 |
1.4244 |
1.4244 |
1.4248 |
| S1 |
1.4227 |
1.4227 |
1.4252 |
1.4236 |
| S2 |
1.4199 |
1.4199 |
1.4248 |
|
| S3 |
1.4154 |
1.4182 |
1.4244 |
|
| S4 |
1.4109 |
1.4137 |
1.4231 |
|
|
| 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 |
1.4290 |
1.4060 |
0.0230 |
1.6% |
0.0082 |
0.6% |
85% |
False |
False |
202,075 |
| 10 |
1.4400 |
1.4060 |
0.0340 |
2.4% |
0.0087 |
0.6% |
58% |
False |
False |
208,144 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0083 |
0.6% |
57% |
False |
False |
218,411 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0078 |
0.5% |
69% |
False |
False |
211,785 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0081 |
0.6% |
73% |
False |
False |
174,623 |
| 80 |
1.4445 |
1.3257 |
0.1188 |
8.3% |
0.0065 |
0.5% |
84% |
False |
False |
131,181 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0053 |
0.4% |
88% |
False |
False |
104,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4451 |
|
2.618 |
1.4378 |
|
1.618 |
1.4333 |
|
1.000 |
1.4305 |
|
0.618 |
1.4288 |
|
HIGH |
1.4260 |
|
0.618 |
1.4243 |
|
0.500 |
1.4238 |
|
0.382 |
1.4232 |
|
LOW |
1.4215 |
|
0.618 |
1.4187 |
|
1.000 |
1.4170 |
|
1.618 |
1.4142 |
|
2.618 |
1.4097 |
|
4.250 |
1.4024 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4250 |
1.4229 |
| PP |
1.4244 |
1.4202 |
| S1 |
1.4238 |
1.4175 |
|