CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4499 |
1.4561 |
0.0062 |
0.4% |
1.4192 |
| High |
1.4530 |
1.4590 |
0.0060 |
0.4% |
1.4330 |
| Low |
1.4465 |
1.4540 |
0.0075 |
0.5% |
1.4185 |
| Close |
1.4489 |
1.4543 |
0.0054 |
0.4% |
1.4309 |
| Range |
0.0065 |
0.0050 |
-0.0015 |
-23.1% |
0.0145 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
218,074 |
297,778 |
79,704 |
36.5% |
821,896 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4708 |
1.4675 |
1.4571 |
|
| R3 |
1.4658 |
1.4625 |
1.4557 |
|
| R2 |
1.4608 |
1.4608 |
1.4552 |
|
| R1 |
1.4575 |
1.4575 |
1.4548 |
1.4567 |
| PP |
1.4558 |
1.4558 |
1.4558 |
1.4553 |
| S1 |
1.4525 |
1.4525 |
1.4538 |
1.4517 |
| S2 |
1.4508 |
1.4508 |
1.4534 |
|
| S3 |
1.4458 |
1.4475 |
1.4529 |
|
| S4 |
1.4408 |
1.4425 |
1.4516 |
|
|
| 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 |
1.4590 |
1.4200 |
0.0390 |
2.7% |
0.0081 |
0.6% |
88% |
True |
False |
235,000 |
| 10 |
1.4590 |
1.4185 |
0.0405 |
2.8% |
0.0077 |
0.5% |
88% |
True |
False |
208,185 |
| 20 |
1.4590 |
1.4060 |
0.0530 |
3.6% |
0.0075 |
0.5% |
91% |
True |
False |
203,492 |
| 40 |
1.4590 |
1.3915 |
0.0675 |
4.6% |
0.0077 |
0.5% |
93% |
True |
False |
207,337 |
| 60 |
1.4590 |
1.3750 |
0.0840 |
5.8% |
0.0082 |
0.6% |
94% |
True |
False |
209,257 |
| 80 |
1.4590 |
1.3463 |
0.1127 |
7.7% |
0.0074 |
0.5% |
96% |
True |
False |
161,993 |
| 100 |
1.4590 |
1.2912 |
0.1678 |
11.5% |
0.0062 |
0.4% |
97% |
True |
False |
129,654 |
| 120 |
1.4590 |
1.2912 |
0.1678 |
11.5% |
0.0053 |
0.4% |
97% |
True |
False |
108,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4803 |
|
2.618 |
1.4721 |
|
1.618 |
1.4671 |
|
1.000 |
1.4640 |
|
0.618 |
1.4621 |
|
HIGH |
1.4590 |
|
0.618 |
1.4571 |
|
0.500 |
1.4565 |
|
0.382 |
1.4559 |
|
LOW |
1.4540 |
|
0.618 |
1.4509 |
|
1.000 |
1.4490 |
|
1.618 |
1.4459 |
|
2.618 |
1.4409 |
|
4.250 |
1.4328 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4565 |
1.4495 |
| PP |
1.4558 |
1.4446 |
| S1 |
1.4550 |
1.4398 |
|