CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4561 |
1.4555 |
-0.0006 |
0.0% |
1.4192 |
| High |
1.4590 |
1.4605 |
0.0015 |
0.1% |
1.4330 |
| Low |
1.4540 |
1.4520 |
-0.0020 |
-0.1% |
1.4185 |
| Close |
1.4543 |
1.4583 |
0.0040 |
0.3% |
1.4309 |
| Range |
0.0050 |
0.0085 |
0.0035 |
70.0% |
0.0145 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
297,778 |
199,920 |
-97,858 |
-32.9% |
821,896 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4824 |
1.4789 |
1.4630 |
|
| R3 |
1.4739 |
1.4704 |
1.4606 |
|
| R2 |
1.4654 |
1.4654 |
1.4599 |
|
| R1 |
1.4619 |
1.4619 |
1.4591 |
1.4637 |
| PP |
1.4569 |
1.4569 |
1.4569 |
1.4578 |
| S1 |
1.4534 |
1.4534 |
1.4575 |
1.4552 |
| S2 |
1.4484 |
1.4484 |
1.4567 |
|
| S3 |
1.4399 |
1.4449 |
1.4560 |
|
| S4 |
1.4314 |
1.4364 |
1.4536 |
|
|
| 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 |
1.4605 |
1.4205 |
0.0400 |
2.7% |
0.0080 |
0.5% |
95% |
True |
False |
223,703 |
| 10 |
1.4605 |
1.4185 |
0.0420 |
2.9% |
0.0081 |
0.6% |
95% |
True |
False |
214,116 |
| 20 |
1.4605 |
1.4060 |
0.0545 |
3.7% |
0.0077 |
0.5% |
96% |
True |
False |
204,693 |
| 40 |
1.4605 |
1.4008 |
0.0597 |
4.1% |
0.0077 |
0.5% |
96% |
True |
False |
207,908 |
| 60 |
1.4605 |
1.3820 |
0.0785 |
5.4% |
0.0082 |
0.6% |
97% |
True |
False |
209,764 |
| 80 |
1.4605 |
1.3526 |
0.1079 |
7.4% |
0.0075 |
0.5% |
98% |
True |
False |
164,489 |
| 100 |
1.4605 |
1.2912 |
0.1693 |
11.6% |
0.0063 |
0.4% |
99% |
True |
False |
131,652 |
| 120 |
1.4605 |
1.2912 |
0.1693 |
11.6% |
0.0053 |
0.4% |
99% |
True |
False |
109,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4966 |
|
2.618 |
1.4828 |
|
1.618 |
1.4743 |
|
1.000 |
1.4690 |
|
0.618 |
1.4658 |
|
HIGH |
1.4605 |
|
0.618 |
1.4573 |
|
0.500 |
1.4563 |
|
0.382 |
1.4552 |
|
LOW |
1.4520 |
|
0.618 |
1.4467 |
|
1.000 |
1.4435 |
|
1.618 |
1.4382 |
|
2.618 |
1.4297 |
|
4.250 |
1.4159 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4576 |
1.4567 |
| PP |
1.4569 |
1.4551 |
| S1 |
1.4563 |
1.4535 |
|