CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4297 |
1.4333 |
0.0036 |
0.3% |
1.4331 |
| High |
1.4400 |
1.4380 |
-0.0020 |
-0.1% |
1.4400 |
| Low |
1.4230 |
1.4287 |
0.0057 |
0.4% |
1.4220 |
| Close |
1.4372 |
1.4287 |
-0.0085 |
-0.6% |
1.4287 |
| Range |
0.0170 |
0.0093 |
-0.0077 |
-45.3% |
0.0180 |
| ATR |
0.0101 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
197,537 |
229,045 |
31,508 |
16.0% |
968,079 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4597 |
1.4535 |
1.4338 |
|
| R3 |
1.4504 |
1.4442 |
1.4313 |
|
| R2 |
1.4411 |
1.4411 |
1.4304 |
|
| R1 |
1.4349 |
1.4349 |
1.4296 |
1.4334 |
| PP |
1.4318 |
1.4318 |
1.4318 |
1.4310 |
| S1 |
1.4256 |
1.4256 |
1.4278 |
1.4241 |
| S2 |
1.4225 |
1.4225 |
1.4270 |
|
| S3 |
1.4132 |
1.4163 |
1.4261 |
|
| S4 |
1.4039 |
1.4070 |
1.4236 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4842 |
1.4745 |
1.4386 |
|
| R3 |
1.4662 |
1.4565 |
1.4337 |
|
| R2 |
1.4482 |
1.4482 |
1.4320 |
|
| R1 |
1.4385 |
1.4385 |
1.4304 |
1.4344 |
| PP |
1.4302 |
1.4302 |
1.4302 |
1.4282 |
| S1 |
1.4205 |
1.4205 |
1.4271 |
1.4164 |
| S2 |
1.4122 |
1.4122 |
1.4254 |
|
| S3 |
1.3942 |
1.4025 |
1.4238 |
|
| S4 |
1.3762 |
1.3845 |
1.4188 |
|
|
| 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% |
0.0076 |
0.5% |
37% |
False |
False |
193,615 |
| 10 |
1.4400 |
1.4060 |
0.0340 |
2.4% |
0.0075 |
0.5% |
67% |
False |
False |
192,639 |
| 20 |
1.4445 |
1.4060 |
0.0385 |
2.7% |
0.0081 |
0.6% |
59% |
False |
False |
206,807 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0077 |
0.5% |
74% |
False |
False |
207,469 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0085 |
0.6% |
77% |
False |
False |
192,810 |
| 80 |
1.4445 |
1.3366 |
0.1079 |
7.6% |
0.0070 |
0.5% |
85% |
False |
False |
145,308 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0058 |
0.4% |
90% |
False |
False |
116,284 |
| 120 |
1.4445 |
1.2815 |
0.1630 |
11.4% |
0.0051 |
0.4% |
90% |
False |
False |
96,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4775 |
|
2.618 |
1.4623 |
|
1.618 |
1.4530 |
|
1.000 |
1.4473 |
|
0.618 |
1.4437 |
|
HIGH |
1.4380 |
|
0.618 |
1.4344 |
|
0.500 |
1.4334 |
|
0.382 |
1.4323 |
|
LOW |
1.4287 |
|
0.618 |
1.4230 |
|
1.000 |
1.4194 |
|
1.618 |
1.4137 |
|
2.618 |
1.4044 |
|
4.250 |
1.3892 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4334 |
1.4310 |
| PP |
1.4318 |
1.4302 |
| S1 |
1.4303 |
1.4295 |
|