CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4333 |
1.4192 |
-0.0141 |
-1.0% |
1.4331 |
| High |
1.4380 |
1.4215 |
-0.0165 |
-1.1% |
1.4400 |
| Low |
1.4287 |
1.4185 |
-0.0102 |
-0.7% |
1.4220 |
| Close |
1.4287 |
1.4214 |
-0.0073 |
-0.5% |
1.4287 |
| Range |
0.0093 |
0.0030 |
-0.0063 |
-67.7% |
0.0180 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.1% |
0.0000 |
| Volume |
229,045 |
162,745 |
-66,300 |
-28.9% |
968,079 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4295 |
1.4284 |
1.4231 |
|
| R3 |
1.4265 |
1.4254 |
1.4222 |
|
| R2 |
1.4235 |
1.4235 |
1.4220 |
|
| R1 |
1.4224 |
1.4224 |
1.4217 |
1.4230 |
| PP |
1.4205 |
1.4205 |
1.4205 |
1.4207 |
| S1 |
1.4194 |
1.4194 |
1.4211 |
1.4200 |
| S2 |
1.4175 |
1.4175 |
1.4209 |
|
| S3 |
1.4145 |
1.4164 |
1.4206 |
|
| S4 |
1.4115 |
1.4134 |
1.4198 |
|
|
| 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 |
1.4185 |
0.0215 |
1.5% |
0.0073 |
0.5% |
13% |
False |
True |
181,370 |
| 10 |
1.4400 |
1.4085 |
0.0315 |
2.2% |
0.0075 |
0.5% |
41% |
False |
False |
192,260 |
| 20 |
1.4445 |
1.4060 |
0.0385 |
2.7% |
0.0077 |
0.5% |
40% |
False |
False |
200,708 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0077 |
0.5% |
62% |
False |
False |
205,836 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0086 |
0.6% |
67% |
False |
False |
195,281 |
| 80 |
1.4445 |
1.3463 |
0.0982 |
6.9% |
0.0070 |
0.5% |
76% |
False |
False |
147,339 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0058 |
0.4% |
85% |
False |
False |
117,910 |
| 120 |
1.4445 |
1.2877 |
0.1568 |
11.0% |
0.0052 |
0.4% |
85% |
False |
False |
98,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4343 |
|
2.618 |
1.4294 |
|
1.618 |
1.4264 |
|
1.000 |
1.4245 |
|
0.618 |
1.4234 |
|
HIGH |
1.4215 |
|
0.618 |
1.4204 |
|
0.500 |
1.4200 |
|
0.382 |
1.4196 |
|
LOW |
1.4185 |
|
0.618 |
1.4166 |
|
1.000 |
1.4155 |
|
1.618 |
1.4136 |
|
2.618 |
1.4106 |
|
4.250 |
1.4058 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4209 |
1.4293 |
| PP |
1.4205 |
1.4266 |
| S1 |
1.4200 |
1.4240 |
|