CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4286 |
1.4163 |
-0.0123 |
-0.9% |
1.4178 |
| High |
1.4303 |
1.4169 |
-0.0134 |
-0.9% |
1.4340 |
| Low |
1.4165 |
1.4050 |
-0.0115 |
-0.8% |
1.4090 |
| Close |
1.4169 |
1.4081 |
-0.0088 |
-0.6% |
1.4169 |
| Range |
0.0138 |
0.0119 |
-0.0019 |
-13.8% |
0.0250 |
| ATR |
0.0127 |
0.0127 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
1,155 |
1,303 |
148 |
12.8% |
2,694 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4457 |
1.4388 |
1.4146 |
|
| R3 |
1.4338 |
1.4269 |
1.4114 |
|
| R2 |
1.4219 |
1.4219 |
1.4103 |
|
| R1 |
1.4150 |
1.4150 |
1.4092 |
1.4125 |
| PP |
1.4100 |
1.4100 |
1.4100 |
1.4088 |
| S1 |
1.4031 |
1.4031 |
1.4070 |
1.4006 |
| S2 |
1.3981 |
1.3981 |
1.4059 |
|
| S3 |
1.3862 |
1.3912 |
1.4048 |
|
| S4 |
1.3743 |
1.3793 |
1.4016 |
|
|
| 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 |
1.4050 |
0.0290 |
2.1% |
0.0120 |
0.8% |
11% |
False |
True |
660 |
| 10 |
1.4447 |
1.4050 |
0.0397 |
2.8% |
0.0116 |
0.8% |
8% |
False |
True |
538 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0124 |
0.9% |
16% |
False |
False |
539 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.3% |
0.0116 |
0.8% |
39% |
False |
False |
397 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0109 |
0.8% |
47% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4675 |
|
2.618 |
1.4481 |
|
1.618 |
1.4362 |
|
1.000 |
1.4288 |
|
0.618 |
1.4243 |
|
HIGH |
1.4169 |
|
0.618 |
1.4124 |
|
0.500 |
1.4110 |
|
0.382 |
1.4095 |
|
LOW |
1.4050 |
|
0.618 |
1.3976 |
|
1.000 |
1.3931 |
|
1.618 |
1.3857 |
|
2.618 |
1.3738 |
|
4.250 |
1.3544 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4110 |
1.4195 |
| PP |
1.4100 |
1.4157 |
| S1 |
1.4091 |
1.4119 |
|