CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4105 |
1.4127 |
0.0022 |
0.2% |
1.4178 |
| High |
1.4144 |
1.4260 |
0.0116 |
0.8% |
1.4340 |
| Low |
1.4072 |
1.4091 |
0.0019 |
0.1% |
1.4090 |
| Close |
1.4139 |
1.4239 |
0.0100 |
0.7% |
1.4169 |
| Range |
0.0072 |
0.0169 |
0.0097 |
134.7% |
0.0250 |
| ATR |
0.0123 |
0.0126 |
0.0003 |
2.7% |
0.0000 |
| Volume |
582 |
2,004 |
1,422 |
244.3% |
2,694 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4704 |
1.4640 |
1.4332 |
|
| R3 |
1.4535 |
1.4471 |
1.4285 |
|
| R2 |
1.4366 |
1.4366 |
1.4270 |
|
| R1 |
1.4302 |
1.4302 |
1.4254 |
1.4334 |
| PP |
1.4197 |
1.4197 |
1.4197 |
1.4213 |
| S1 |
1.4133 |
1.4133 |
1.4224 |
1.4165 |
| S2 |
1.4028 |
1.4028 |
1.4208 |
|
| S3 |
1.3859 |
1.3964 |
1.4193 |
|
| S4 |
1.3690 |
1.3795 |
1.4146 |
|
|
| 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 |
2.0% |
0.0124 |
0.9% |
65% |
False |
False |
1,086 |
| 10 |
1.4416 |
1.4050 |
0.0366 |
2.6% |
0.0127 |
0.9% |
52% |
False |
False |
696 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0128 |
0.9% |
52% |
False |
False |
660 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0113 |
0.8% |
66% |
False |
False |
452 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0109 |
0.8% |
70% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4978 |
|
2.618 |
1.4702 |
|
1.618 |
1.4533 |
|
1.000 |
1.4429 |
|
0.618 |
1.4364 |
|
HIGH |
1.4260 |
|
0.618 |
1.4195 |
|
0.500 |
1.4176 |
|
0.382 |
1.4156 |
|
LOW |
1.4091 |
|
0.618 |
1.3987 |
|
1.000 |
1.3922 |
|
1.618 |
1.3818 |
|
2.618 |
1.3649 |
|
4.250 |
1.3373 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4218 |
1.4211 |
| PP |
1.4197 |
1.4183 |
| S1 |
1.4176 |
1.4155 |
|