CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4290 |
1.4330 |
0.0040 |
0.3% |
1.4331 |
| High |
1.4290 |
1.4330 |
0.0040 |
0.3% |
1.4400 |
| Low |
1.4200 |
1.4240 |
0.0040 |
0.3% |
1.4220 |
| Close |
1.4272 |
1.4250 |
-0.0022 |
-0.2% |
1.4287 |
| Range |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0180 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
256,408 |
204,208 |
-52,200 |
-20.4% |
968,079 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4543 |
1.4487 |
1.4300 |
|
| R3 |
1.4453 |
1.4397 |
1.4275 |
|
| R2 |
1.4363 |
1.4363 |
1.4267 |
|
| R1 |
1.4307 |
1.4307 |
1.4258 |
1.4290 |
| PP |
1.4273 |
1.4273 |
1.4273 |
1.4265 |
| S1 |
1.4217 |
1.4217 |
1.4242 |
1.4200 |
| S2 |
1.4183 |
1.4183 |
1.4234 |
|
| S3 |
1.4093 |
1.4127 |
1.4225 |
|
| S4 |
1.4003 |
1.4037 |
1.4201 |
|
|
| 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% |
0.0095 |
0.7% |
30% |
False |
False |
209,988 |
| 10 |
1.4400 |
1.4185 |
0.0215 |
1.5% |
0.0072 |
0.5% |
30% |
False |
False |
201,970 |
| 20 |
1.4400 |
1.4060 |
0.0340 |
2.4% |
0.0081 |
0.6% |
56% |
False |
False |
201,835 |
| 40 |
1.4445 |
1.3900 |
0.0545 |
3.8% |
0.0077 |
0.5% |
64% |
False |
False |
206,509 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0085 |
0.6% |
72% |
False |
False |
202,132 |
| 80 |
1.4445 |
1.3463 |
0.0982 |
6.9% |
0.0071 |
0.5% |
80% |
False |
False |
153,084 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0060 |
0.4% |
87% |
False |
False |
122,513 |
| 120 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0053 |
0.4% |
87% |
False |
False |
102,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4713 |
|
2.618 |
1.4566 |
|
1.618 |
1.4476 |
|
1.000 |
1.4420 |
|
0.618 |
1.4386 |
|
HIGH |
1.4330 |
|
0.618 |
1.4296 |
|
0.500 |
1.4285 |
|
0.382 |
1.4274 |
|
LOW |
1.4240 |
|
0.618 |
1.4184 |
|
1.000 |
1.4150 |
|
1.618 |
1.4094 |
|
2.618 |
1.4004 |
|
4.250 |
1.3858 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4285 |
1.4258 |
| PP |
1.4273 |
1.4255 |
| S1 |
1.4262 |
1.4253 |
|