CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4192 |
1.4290 |
0.0098 |
0.7% |
1.4331 |
| High |
1.4215 |
1.4290 |
0.0075 |
0.5% |
1.4400 |
| Low |
1.4185 |
1.4200 |
0.0015 |
0.1% |
1.4220 |
| Close |
1.4214 |
1.4272 |
0.0058 |
0.4% |
1.4287 |
| Range |
0.0030 |
0.0090 |
0.0060 |
200.0% |
0.0180 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
162,745 |
256,408 |
93,663 |
57.6% |
968,079 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4524 |
1.4488 |
1.4322 |
|
| R3 |
1.4434 |
1.4398 |
1.4297 |
|
| R2 |
1.4344 |
1.4344 |
1.4289 |
|
| R1 |
1.4308 |
1.4308 |
1.4280 |
1.4281 |
| PP |
1.4254 |
1.4254 |
1.4254 |
1.4241 |
| S1 |
1.4218 |
1.4218 |
1.4264 |
1.4191 |
| S2 |
1.4164 |
1.4164 |
1.4256 |
|
| S3 |
1.4074 |
1.4128 |
1.4247 |
|
| S4 |
1.3984 |
1.4038 |
1.4223 |
|
|
| 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% |
0.0082 |
0.6% |
40% |
False |
False |
204,529 |
| 10 |
1.4400 |
1.4110 |
0.0290 |
2.0% |
0.0078 |
0.5% |
56% |
False |
False |
199,221 |
| 20 |
1.4445 |
1.4060 |
0.0385 |
2.7% |
0.0079 |
0.6% |
55% |
False |
False |
200,061 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0077 |
0.5% |
72% |
False |
False |
206,555 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0086 |
0.6% |
75% |
False |
False |
199,213 |
| 80 |
1.4445 |
1.3463 |
0.0982 |
6.9% |
0.0070 |
0.5% |
82% |
False |
False |
150,538 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0059 |
0.4% |
89% |
False |
False |
120,473 |
| 120 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0052 |
0.4% |
89% |
False |
False |
100,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4673 |
|
2.618 |
1.4526 |
|
1.618 |
1.4436 |
|
1.000 |
1.4380 |
|
0.618 |
1.4346 |
|
HIGH |
1.4290 |
|
0.618 |
1.4256 |
|
0.500 |
1.4245 |
|
0.382 |
1.4234 |
|
LOW |
1.4200 |
|
0.618 |
1.4144 |
|
1.000 |
1.4110 |
|
1.618 |
1.4054 |
|
2.618 |
1.3964 |
|
4.250 |
1.3818 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4263 |
1.4283 |
| PP |
1.4254 |
1.4279 |
| S1 |
1.4245 |
1.4276 |
|