CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4127 |
1.4235 |
0.0108 |
0.8% |
1.4178 |
| High |
1.4260 |
1.4276 |
0.0016 |
0.1% |
1.4340 |
| Low |
1.4091 |
1.4202 |
0.0111 |
0.8% |
1.4090 |
| Close |
1.4239 |
1.4255 |
0.0016 |
0.1% |
1.4169 |
| Range |
0.0169 |
0.0074 |
-0.0095 |
-56.2% |
0.0250 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
2,004 |
2,711 |
707 |
35.3% |
2,694 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4466 |
1.4435 |
1.4296 |
|
| R3 |
1.4392 |
1.4361 |
1.4275 |
|
| R2 |
1.4318 |
1.4318 |
1.4269 |
|
| R1 |
1.4287 |
1.4287 |
1.4262 |
1.4303 |
| PP |
1.4244 |
1.4244 |
1.4244 |
1.4252 |
| S1 |
1.4213 |
1.4213 |
1.4248 |
1.4229 |
| S2 |
1.4170 |
1.4170 |
1.4241 |
|
| S3 |
1.4096 |
1.4139 |
1.4235 |
|
| S4 |
1.4022 |
1.4065 |
1.4214 |
|
|
| 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 |
1.4303 |
1.4050 |
0.0253 |
1.8% |
0.0114 |
0.8% |
81% |
False |
False |
1,551 |
| 10 |
1.4408 |
1.4050 |
0.0358 |
2.5% |
0.0126 |
0.9% |
57% |
False |
False |
949 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0124 |
0.9% |
56% |
False |
False |
792 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0112 |
0.8% |
68% |
False |
False |
518 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0110 |
0.8% |
72% |
False |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4591 |
|
2.618 |
1.4470 |
|
1.618 |
1.4396 |
|
1.000 |
1.4350 |
|
0.618 |
1.4322 |
|
HIGH |
1.4276 |
|
0.618 |
1.4248 |
|
0.500 |
1.4239 |
|
0.382 |
1.4230 |
|
LOW |
1.4202 |
|
0.618 |
1.4156 |
|
1.000 |
1.4128 |
|
1.618 |
1.4082 |
|
2.618 |
1.4008 |
|
4.250 |
1.3888 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4250 |
1.4228 |
| PP |
1.4244 |
1.4201 |
| S1 |
1.4239 |
1.4174 |
|