CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4555 |
1.4588 |
0.0033 |
0.2% |
1.4499 |
| High |
1.4605 |
1.4630 |
0.0025 |
0.2% |
1.4630 |
| Low |
1.4520 |
1.4560 |
0.0040 |
0.3% |
1.4465 |
| Close |
1.4583 |
1.4594 |
0.0011 |
0.1% |
1.4594 |
| Range |
0.0085 |
0.0070 |
-0.0015 |
-17.6% |
0.0165 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
199,920 |
169,956 |
-29,964 |
-15.0% |
885,728 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4805 |
1.4769 |
1.4633 |
|
| R3 |
1.4735 |
1.4699 |
1.4613 |
|
| R2 |
1.4665 |
1.4665 |
1.4607 |
|
| R1 |
1.4629 |
1.4629 |
1.4600 |
1.4647 |
| PP |
1.4595 |
1.4595 |
1.4595 |
1.4604 |
| S1 |
1.4559 |
1.4559 |
1.4588 |
1.4577 |
| S2 |
1.4525 |
1.4525 |
1.4581 |
|
| S3 |
1.4455 |
1.4489 |
1.4575 |
|
| S4 |
1.4385 |
1.4419 |
1.4556 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5058 |
1.4991 |
1.4685 |
|
| R3 |
1.4893 |
1.4826 |
1.4639 |
|
| R2 |
1.4728 |
1.4728 |
1.4624 |
|
| R1 |
1.4661 |
1.4661 |
1.4609 |
1.4695 |
| PP |
1.4563 |
1.4563 |
1.4563 |
1.4580 |
| S1 |
1.4496 |
1.4496 |
1.4579 |
1.4530 |
| S2 |
1.4398 |
1.4398 |
1.4564 |
|
| S3 |
1.4233 |
1.4331 |
1.4549 |
|
| S4 |
1.4068 |
1.4166 |
1.4503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4630 |
1.4205 |
0.0425 |
2.9% |
0.0076 |
0.5% |
92% |
True |
False |
216,852 |
| 10 |
1.4630 |
1.4185 |
0.0445 |
3.0% |
0.0085 |
0.6% |
92% |
True |
False |
213,420 |
| 20 |
1.4630 |
1.4060 |
0.0570 |
3.9% |
0.0075 |
0.5% |
94% |
True |
False |
204,926 |
| 40 |
1.4630 |
1.4008 |
0.0622 |
4.3% |
0.0078 |
0.5% |
94% |
True |
False |
207,676 |
| 60 |
1.4630 |
1.3825 |
0.0805 |
5.5% |
0.0081 |
0.6% |
96% |
True |
False |
209,132 |
| 80 |
1.4630 |
1.3595 |
0.1035 |
7.1% |
0.0076 |
0.5% |
97% |
True |
False |
166,610 |
| 100 |
1.4630 |
1.2920 |
0.1710 |
11.7% |
0.0064 |
0.4% |
98% |
True |
False |
133,345 |
| 120 |
1.4630 |
1.2912 |
0.1718 |
11.8% |
0.0053 |
0.4% |
98% |
True |
False |
111,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4928 |
|
2.618 |
1.4813 |
|
1.618 |
1.4743 |
|
1.000 |
1.4700 |
|
0.618 |
1.4673 |
|
HIGH |
1.4630 |
|
0.618 |
1.4603 |
|
0.500 |
1.4595 |
|
0.382 |
1.4587 |
|
LOW |
1.4560 |
|
0.618 |
1.4517 |
|
1.000 |
1.4490 |
|
1.618 |
1.4447 |
|
2.618 |
1.4377 |
|
4.250 |
1.4263 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4595 |
1.4588 |
| PP |
1.4595 |
1.4581 |
| S1 |
1.4594 |
1.4575 |
|