CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4588 |
1.4550 |
-0.0038 |
-0.3% |
1.4499 |
| High |
1.4630 |
1.4625 |
-0.0005 |
0.0% |
1.4630 |
| Low |
1.4560 |
1.4550 |
-0.0010 |
-0.1% |
1.4465 |
| Close |
1.4594 |
1.4606 |
0.0012 |
0.1% |
1.4594 |
| Range |
0.0070 |
0.0075 |
0.0005 |
7.1% |
0.0165 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
169,956 |
56,005 |
-113,951 |
-67.0% |
885,728 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4819 |
1.4787 |
1.4647 |
|
| R3 |
1.4744 |
1.4712 |
1.4627 |
|
| R2 |
1.4669 |
1.4669 |
1.4620 |
|
| R1 |
1.4637 |
1.4637 |
1.4613 |
1.4653 |
| PP |
1.4594 |
1.4594 |
1.4594 |
1.4602 |
| S1 |
1.4562 |
1.4562 |
1.4599 |
1.4578 |
| S2 |
1.4519 |
1.4519 |
1.4592 |
|
| S3 |
1.4444 |
1.4487 |
1.4585 |
|
| S4 |
1.4369 |
1.4412 |
1.4565 |
|
|
| 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 |
1.4465 |
0.0165 |
1.1% |
0.0069 |
0.5% |
85% |
False |
False |
188,346 |
| 10 |
1.4630 |
1.4185 |
0.0445 |
3.0% |
0.0076 |
0.5% |
95% |
False |
False |
199,267 |
| 20 |
1.4630 |
1.4060 |
0.0570 |
3.9% |
0.0077 |
0.5% |
96% |
False |
False |
195,274 |
| 40 |
1.4630 |
1.4008 |
0.0622 |
4.3% |
0.0078 |
0.5% |
96% |
False |
False |
203,555 |
| 60 |
1.4630 |
1.3825 |
0.0805 |
5.5% |
0.0080 |
0.5% |
97% |
False |
False |
206,735 |
| 80 |
1.4630 |
1.3745 |
0.0885 |
6.1% |
0.0076 |
0.5% |
97% |
False |
False |
167,306 |
| 100 |
1.4630 |
1.3005 |
0.1625 |
11.1% |
0.0065 |
0.4% |
99% |
False |
False |
133,903 |
| 120 |
1.4630 |
1.2912 |
0.1718 |
11.8% |
0.0054 |
0.4% |
99% |
False |
False |
111,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4944 |
|
2.618 |
1.4821 |
|
1.618 |
1.4746 |
|
1.000 |
1.4700 |
|
0.618 |
1.4671 |
|
HIGH |
1.4625 |
|
0.618 |
1.4596 |
|
0.500 |
1.4588 |
|
0.382 |
1.4579 |
|
LOW |
1.4550 |
|
0.618 |
1.4504 |
|
1.000 |
1.4475 |
|
1.618 |
1.4429 |
|
2.618 |
1.4354 |
|
4.250 |
1.4231 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4600 |
1.4596 |
| PP |
1.4594 |
1.4585 |
| S1 |
1.4588 |
1.4575 |
|