CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4325 |
1.4331 |
0.0006 |
0.0% |
1.4076 |
| High |
1.4370 |
1.4335 |
-0.0035 |
-0.2% |
1.4370 |
| Low |
1.4290 |
1.4288 |
-0.0002 |
0.0% |
1.4060 |
| Close |
1.4336 |
1.4288 |
-0.0048 |
-0.3% |
1.4336 |
| Range |
0.0080 |
0.0047 |
-0.0033 |
-41.3% |
0.0310 |
| ATR |
0.0103 |
0.0099 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
163,412 |
223,974 |
60,562 |
37.1% |
958,314 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4445 |
1.4413 |
1.4314 |
|
| R3 |
1.4398 |
1.4366 |
1.4301 |
|
| R2 |
1.4351 |
1.4351 |
1.4297 |
|
| R1 |
1.4319 |
1.4319 |
1.4292 |
1.4312 |
| PP |
1.4304 |
1.4304 |
1.4304 |
1.4300 |
| S1 |
1.4272 |
1.4272 |
1.4284 |
1.4265 |
| S2 |
1.4257 |
1.4257 |
1.4279 |
|
| S3 |
1.4210 |
1.4225 |
1.4275 |
|
| S4 |
1.4163 |
1.4178 |
1.4262 |
|
|
| 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 |
1.4085 |
0.0285 |
2.0% |
0.0076 |
0.5% |
71% |
False |
False |
203,151 |
| 10 |
1.4370 |
1.4060 |
0.0310 |
2.2% |
0.0072 |
0.5% |
74% |
False |
False |
198,798 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0085 |
0.6% |
64% |
False |
False |
217,636 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0077 |
0.5% |
74% |
False |
False |
208,903 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0083 |
0.6% |
77% |
False |
False |
180,930 |
| 80 |
1.4445 |
1.3261 |
0.1184 |
8.3% |
0.0067 |
0.5% |
87% |
False |
False |
136,014 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0055 |
0.4% |
90% |
False |
False |
108,849 |
| 120 |
1.4445 |
1.2554 |
0.1891 |
13.2% |
0.0048 |
0.3% |
92% |
False |
False |
90,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4535 |
|
2.618 |
1.4458 |
|
1.618 |
1.4411 |
|
1.000 |
1.4382 |
|
0.618 |
1.4364 |
|
HIGH |
1.4335 |
|
0.618 |
1.4317 |
|
0.500 |
1.4312 |
|
0.382 |
1.4306 |
|
LOW |
1.4288 |
|
0.618 |
1.4259 |
|
1.000 |
1.4241 |
|
1.618 |
1.4212 |
|
2.618 |
1.4165 |
|
4.250 |
1.4088 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4312 |
1.4293 |
| PP |
1.4304 |
1.4291 |
| S1 |
1.4296 |
1.4290 |
|