CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4163 |
1.4105 |
-0.0058 |
-0.4% |
1.4178 |
| High |
1.4169 |
1.4144 |
-0.0025 |
-0.2% |
1.4340 |
| Low |
1.4050 |
1.4072 |
0.0022 |
0.2% |
1.4090 |
| Close |
1.4081 |
1.4139 |
0.0058 |
0.4% |
1.4169 |
| Range |
0.0119 |
0.0072 |
-0.0047 |
-39.5% |
0.0250 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
1,303 |
582 |
-721 |
-55.3% |
2,694 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4334 |
1.4309 |
1.4179 |
|
| R3 |
1.4262 |
1.4237 |
1.4159 |
|
| R2 |
1.4190 |
1.4190 |
1.4152 |
|
| R1 |
1.4165 |
1.4165 |
1.4146 |
1.4178 |
| PP |
1.4118 |
1.4118 |
1.4118 |
1.4125 |
| S1 |
1.4093 |
1.4093 |
1.4132 |
1.4106 |
| S2 |
1.4046 |
1.4046 |
1.4126 |
|
| S3 |
1.3974 |
1.4021 |
1.4119 |
|
| S4 |
1.3902 |
1.3949 |
1.4099 |
|
|
| 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% |
31% |
False |
False |
739 |
| 10 |
1.4447 |
1.4050 |
0.0397 |
2.8% |
0.0118 |
0.8% |
22% |
False |
False |
506 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0123 |
0.9% |
30% |
False |
False |
563 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.3% |
0.0114 |
0.8% |
49% |
False |
False |
411 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0107 |
0.8% |
56% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4450 |
|
2.618 |
1.4332 |
|
1.618 |
1.4260 |
|
1.000 |
1.4216 |
|
0.618 |
1.4188 |
|
HIGH |
1.4144 |
|
0.618 |
1.4116 |
|
0.500 |
1.4108 |
|
0.382 |
1.4100 |
|
LOW |
1.4072 |
|
0.618 |
1.4028 |
|
1.000 |
1.4000 |
|
1.618 |
1.3956 |
|
2.618 |
1.3884 |
|
4.250 |
1.3766 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4129 |
1.4177 |
| PP |
1.4118 |
1.4164 |
| S1 |
1.4108 |
1.4152 |
|