CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4320 |
1.4240 |
-0.0080 |
-0.6% |
1.4076 |
| High |
1.4355 |
1.4245 |
-0.0110 |
-0.8% |
1.4370 |
| Low |
1.4308 |
1.4220 |
-0.0088 |
-0.6% |
1.4060 |
| Close |
1.4308 |
1.4241 |
-0.0067 |
-0.5% |
1.4336 |
| Range |
0.0047 |
0.0025 |
-0.0022 |
-46.8% |
0.0310 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
140,613 |
176,910 |
36,297 |
25.8% |
958,314 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4310 |
1.4301 |
1.4255 |
|
| R3 |
1.4285 |
1.4276 |
1.4248 |
|
| R2 |
1.4260 |
1.4260 |
1.4246 |
|
| R1 |
1.4251 |
1.4251 |
1.4243 |
1.4256 |
| PP |
1.4235 |
1.4235 |
1.4235 |
1.4238 |
| S1 |
1.4226 |
1.4226 |
1.4239 |
1.4231 |
| S2 |
1.4210 |
1.4210 |
1.4236 |
|
| S3 |
1.4185 |
1.4201 |
1.4234 |
|
| S4 |
1.4160 |
1.4176 |
1.4227 |
|
|
| 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 |
1.4215 |
0.0155 |
1.1% |
0.0049 |
0.3% |
17% |
False |
False |
193,952 |
| 10 |
1.4370 |
1.4060 |
0.0310 |
2.2% |
0.0066 |
0.5% |
58% |
False |
False |
196,431 |
| 20 |
1.4445 |
1.4020 |
0.0425 |
3.0% |
0.0080 |
0.6% |
52% |
False |
False |
211,589 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0075 |
0.5% |
67% |
False |
False |
208,137 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0082 |
0.6% |
71% |
False |
False |
186,089 |
| 80 |
1.4445 |
1.3285 |
0.1160 |
8.1% |
0.0068 |
0.5% |
82% |
False |
False |
139,980 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0055 |
0.4% |
87% |
False |
False |
112,020 |
| 120 |
1.4445 |
1.2648 |
0.1797 |
12.6% |
0.0049 |
0.3% |
89% |
False |
False |
93,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4351 |
|
2.618 |
1.4310 |
|
1.618 |
1.4285 |
|
1.000 |
1.4270 |
|
0.618 |
1.4260 |
|
HIGH |
1.4245 |
|
0.618 |
1.4235 |
|
0.500 |
1.4233 |
|
0.382 |
1.4230 |
|
LOW |
1.4220 |
|
0.618 |
1.4205 |
|
1.000 |
1.4195 |
|
1.618 |
1.4180 |
|
2.618 |
1.4155 |
|
4.250 |
1.4114 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4238 |
1.4288 |
| PP |
1.4235 |
1.4272 |
| S1 |
1.4233 |
1.4257 |
|