CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4234 |
1.4325 |
0.0091 |
0.6% |
1.4076 |
| High |
1.4260 |
1.4370 |
0.0110 |
0.8% |
1.4370 |
| Low |
1.4215 |
1.4290 |
0.0075 |
0.5% |
1.4060 |
| Close |
1.4256 |
1.4336 |
0.0080 |
0.6% |
1.4336 |
| Range |
0.0045 |
0.0080 |
0.0035 |
77.8% |
0.0310 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.8% |
0.0000 |
| Volume |
264,852 |
163,412 |
-101,440 |
-38.3% |
958,314 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4572 |
1.4534 |
1.4380 |
|
| R3 |
1.4492 |
1.4454 |
1.4358 |
|
| R2 |
1.4412 |
1.4412 |
1.4351 |
|
| R1 |
1.4374 |
1.4374 |
1.4343 |
1.4393 |
| PP |
1.4332 |
1.4332 |
1.4332 |
1.4342 |
| S1 |
1.4294 |
1.4294 |
1.4329 |
1.4313 |
| S2 |
1.4252 |
1.4252 |
1.4321 |
|
| S3 |
1.4172 |
1.4214 |
1.4314 |
|
| S4 |
1.4092 |
1.4134 |
1.4292 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5185 |
1.5071 |
1.4507 |
|
| R3 |
1.4875 |
1.4761 |
1.4421 |
|
| R2 |
1.4565 |
1.4565 |
1.4393 |
|
| R1 |
1.4451 |
1.4451 |
1.4364 |
1.4508 |
| PP |
1.4255 |
1.4255 |
1.4255 |
1.4284 |
| S1 |
1.4141 |
1.4141 |
1.4308 |
1.4198 |
| S2 |
1.3945 |
1.3945 |
1.4279 |
|
| S3 |
1.3635 |
1.3831 |
1.4251 |
|
| S4 |
1.3325 |
1.3521 |
1.4166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4370 |
1.4060 |
0.0310 |
2.2% |
0.0073 |
0.5% |
89% |
True |
False |
191,662 |
| 10 |
1.4370 |
1.4060 |
0.0310 |
2.2% |
0.0072 |
0.5% |
89% |
True |
False |
203,702 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.0% |
0.0085 |
0.6% |
75% |
False |
False |
214,745 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0077 |
0.5% |
82% |
False |
False |
209,218 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.8% |
0.0082 |
0.6% |
84% |
False |
False |
177,308 |
| 80 |
1.4445 |
1.3257 |
0.1188 |
8.3% |
0.0066 |
0.5% |
91% |
False |
False |
133,221 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0054 |
0.4% |
93% |
False |
False |
106,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4710 |
|
2.618 |
1.4579 |
|
1.618 |
1.4499 |
|
1.000 |
1.4450 |
|
0.618 |
1.4419 |
|
HIGH |
1.4370 |
|
0.618 |
1.4339 |
|
0.500 |
1.4330 |
|
0.382 |
1.4321 |
|
LOW |
1.4290 |
|
0.618 |
1.4241 |
|
1.000 |
1.4210 |
|
1.618 |
1.4161 |
|
2.618 |
1.4081 |
|
4.250 |
1.3950 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4334 |
1.4304 |
| PP |
1.4332 |
1.4272 |
| S1 |
1.4330 |
1.4240 |
|