CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4330 |
1.4275 |
-0.0055 |
-0.4% |
1.4192 |
| High |
1.4330 |
1.4315 |
-0.0015 |
-0.1% |
1.4330 |
| Low |
1.4240 |
1.4205 |
-0.0035 |
-0.2% |
1.4185 |
| Close |
1.4250 |
1.4309 |
0.0059 |
0.4% |
1.4309 |
| Range |
0.0090 |
0.0110 |
0.0020 |
22.2% |
0.0145 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.8% |
0.0000 |
| Volume |
204,208 |
198,535 |
-5,673 |
-2.8% |
821,896 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4606 |
1.4568 |
1.4370 |
|
| R3 |
1.4496 |
1.4458 |
1.4339 |
|
| R2 |
1.4386 |
1.4386 |
1.4329 |
|
| R1 |
1.4348 |
1.4348 |
1.4319 |
1.4367 |
| PP |
1.4276 |
1.4276 |
1.4276 |
1.4286 |
| S1 |
1.4238 |
1.4238 |
1.4299 |
1.4257 |
| S2 |
1.4166 |
1.4166 |
1.4289 |
|
| S3 |
1.4056 |
1.4128 |
1.4279 |
|
| S4 |
1.3946 |
1.4018 |
1.4249 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4710 |
1.4654 |
1.4389 |
|
| R3 |
1.4565 |
1.4509 |
1.4349 |
|
| R2 |
1.4420 |
1.4420 |
1.4336 |
|
| R1 |
1.4364 |
1.4364 |
1.4322 |
1.4392 |
| PP |
1.4275 |
1.4275 |
1.4275 |
1.4289 |
| S1 |
1.4219 |
1.4219 |
1.4296 |
1.4247 |
| S2 |
1.4130 |
1.4130 |
1.4282 |
|
| S3 |
1.3985 |
1.4074 |
1.4269 |
|
| S4 |
1.3840 |
1.3929 |
1.4229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4380 |
1.4185 |
0.0195 |
1.4% |
0.0083 |
0.6% |
64% |
False |
False |
210,188 |
| 10 |
1.4400 |
1.4185 |
0.0215 |
1.5% |
0.0078 |
0.5% |
58% |
False |
False |
195,338 |
| 20 |
1.4400 |
1.4060 |
0.0340 |
2.4% |
0.0083 |
0.6% |
73% |
False |
False |
201,741 |
| 40 |
1.4445 |
1.3900 |
0.0545 |
3.8% |
0.0077 |
0.5% |
75% |
False |
False |
205,657 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0085 |
0.6% |
80% |
False |
False |
204,545 |
| 80 |
1.4445 |
1.3463 |
0.0982 |
6.9% |
0.0072 |
0.5% |
86% |
False |
False |
155,560 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0061 |
0.4% |
91% |
False |
False |
124,498 |
| 120 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0054 |
0.4% |
91% |
False |
False |
103,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4783 |
|
2.618 |
1.4603 |
|
1.618 |
1.4493 |
|
1.000 |
1.4425 |
|
0.618 |
1.4383 |
|
HIGH |
1.4315 |
|
0.618 |
1.4273 |
|
0.500 |
1.4260 |
|
0.382 |
1.4247 |
|
LOW |
1.4205 |
|
0.618 |
1.4137 |
|
1.000 |
1.4095 |
|
1.618 |
1.4027 |
|
2.618 |
1.3917 |
|
4.250 |
1.3738 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4293 |
1.4294 |
| PP |
1.4276 |
1.4280 |
| S1 |
1.4260 |
1.4265 |
|