CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4240 |
1.4297 |
0.0057 |
0.4% |
1.4076 |
| High |
1.4245 |
1.4400 |
0.0155 |
1.1% |
1.4370 |
| Low |
1.4220 |
1.4230 |
0.0010 |
0.1% |
1.4060 |
| Close |
1.4241 |
1.4372 |
0.0131 |
0.9% |
1.4336 |
| Range |
0.0025 |
0.0170 |
0.0145 |
580.0% |
0.0310 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.5% |
0.0000 |
| Volume |
176,910 |
197,537 |
20,627 |
11.7% |
958,314 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4844 |
1.4778 |
1.4466 |
|
| R3 |
1.4674 |
1.4608 |
1.4419 |
|
| R2 |
1.4504 |
1.4504 |
1.4403 |
|
| R1 |
1.4438 |
1.4438 |
1.4388 |
1.4471 |
| PP |
1.4334 |
1.4334 |
1.4334 |
1.4351 |
| S1 |
1.4268 |
1.4268 |
1.4356 |
1.4301 |
| S2 |
1.4164 |
1.4164 |
1.4341 |
|
| S3 |
1.3994 |
1.4098 |
1.4325 |
|
| S4 |
1.3824 |
1.3928 |
1.4279 |
|
|
| 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 |
1.4400 |
1.4220 |
0.0180 |
1.3% |
0.0074 |
0.5% |
84% |
True |
False |
180,489 |
| 10 |
1.4400 |
1.4060 |
0.0340 |
2.4% |
0.0078 |
0.5% |
92% |
True |
False |
191,282 |
| 20 |
1.4445 |
1.4060 |
0.0385 |
2.7% |
0.0085 |
0.6% |
81% |
False |
False |
206,557 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0077 |
0.5% |
88% |
False |
False |
207,226 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.8% |
0.0085 |
0.6% |
89% |
False |
False |
189,223 |
| 80 |
1.4445 |
1.3285 |
0.1160 |
8.1% |
0.0070 |
0.5% |
94% |
False |
False |
142,447 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0057 |
0.4% |
95% |
False |
False |
113,994 |
| 120 |
1.4445 |
1.2656 |
0.1789 |
12.4% |
0.0050 |
0.4% |
96% |
False |
False |
95,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5123 |
|
2.618 |
1.4845 |
|
1.618 |
1.4675 |
|
1.000 |
1.4570 |
|
0.618 |
1.4505 |
|
HIGH |
1.4400 |
|
0.618 |
1.4335 |
|
0.500 |
1.4315 |
|
0.382 |
1.4295 |
|
LOW |
1.4230 |
|
0.618 |
1.4125 |
|
1.000 |
1.4060 |
|
1.618 |
1.3955 |
|
2.618 |
1.3785 |
|
4.250 |
1.3508 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4353 |
1.4351 |
| PP |
1.4334 |
1.4331 |
| S1 |
1.4315 |
1.4310 |
|