CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4219 |
1.4286 |
0.0067 |
0.5% |
1.4178 |
| High |
1.4340 |
1.4303 |
-0.0037 |
-0.3% |
1.4340 |
| Low |
1.4218 |
1.4165 |
-0.0053 |
-0.4% |
1.4090 |
| Close |
1.4263 |
1.4169 |
-0.0094 |
-0.7% |
1.4169 |
| Range |
0.0122 |
0.0138 |
0.0016 |
13.1% |
0.0250 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.7% |
0.0000 |
| Volume |
387 |
1,155 |
768 |
198.4% |
2,694 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4626 |
1.4536 |
1.4245 |
|
| R3 |
1.4488 |
1.4398 |
1.4207 |
|
| R2 |
1.4350 |
1.4350 |
1.4194 |
|
| R1 |
1.4260 |
1.4260 |
1.4182 |
1.4236 |
| PP |
1.4212 |
1.4212 |
1.4212 |
1.4201 |
| S1 |
1.4122 |
1.4122 |
1.4156 |
1.4098 |
| S2 |
1.4074 |
1.4074 |
1.4144 |
|
| S3 |
1.3936 |
1.3984 |
1.4131 |
|
| S4 |
1.3798 |
1.3846 |
1.4093 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4950 |
1.4809 |
1.4307 |
|
| R3 |
1.4700 |
1.4559 |
1.4238 |
|
| R2 |
1.4450 |
1.4450 |
1.4215 |
|
| R1 |
1.4309 |
1.4309 |
1.4192 |
1.4255 |
| PP |
1.4200 |
1.4200 |
1.4200 |
1.4172 |
| S1 |
1.4059 |
1.4059 |
1.4146 |
1.4005 |
| S2 |
1.3950 |
1.3950 |
1.4123 |
|
| S3 |
1.3700 |
1.3809 |
1.4100 |
|
| S4 |
1.3450 |
1.3559 |
1.4032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4340 |
1.4090 |
0.0250 |
1.8% |
0.0116 |
0.8% |
32% |
False |
False |
538 |
| 10 |
1.4447 |
1.4090 |
0.0357 |
2.5% |
0.0126 |
0.9% |
22% |
False |
False |
766 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0124 |
0.9% |
36% |
False |
False |
477 |
| 40 |
1.4447 |
1.3822 |
0.0625 |
4.4% |
0.0114 |
0.8% |
56% |
False |
False |
365 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0108 |
0.8% |
60% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4890 |
|
2.618 |
1.4664 |
|
1.618 |
1.4526 |
|
1.000 |
1.4441 |
|
0.618 |
1.4388 |
|
HIGH |
1.4303 |
|
0.618 |
1.4250 |
|
0.500 |
1.4234 |
|
0.382 |
1.4218 |
|
LOW |
1.4165 |
|
0.618 |
1.4080 |
|
1.000 |
1.4027 |
|
1.618 |
1.3942 |
|
2.618 |
1.3804 |
|
4.250 |
1.3579 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4234 |
1.4215 |
| PP |
1.4212 |
1.4200 |
| S1 |
1.4191 |
1.4184 |
|