CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4235 |
1.4261 |
0.0026 |
0.2% |
1.4163 |
| High |
1.4276 |
1.4374 |
0.0098 |
0.7% |
1.4374 |
| Low |
1.4202 |
1.4214 |
0.0012 |
0.1% |
1.4050 |
| Close |
1.4255 |
1.4335 |
0.0080 |
0.6% |
1.4335 |
| Range |
0.0074 |
0.0160 |
0.0086 |
116.2% |
0.0324 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.2% |
0.0000 |
| Volume |
2,711 |
1,280 |
-1,431 |
-52.8% |
7,880 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4788 |
1.4721 |
1.4423 |
|
| R3 |
1.4628 |
1.4561 |
1.4379 |
|
| R2 |
1.4468 |
1.4468 |
1.4364 |
|
| R1 |
1.4401 |
1.4401 |
1.4350 |
1.4435 |
| PP |
1.4308 |
1.4308 |
1.4308 |
1.4324 |
| S1 |
1.4241 |
1.4241 |
1.4320 |
1.4275 |
| S2 |
1.4148 |
1.4148 |
1.4306 |
|
| S3 |
1.3988 |
1.4081 |
1.4291 |
|
| S4 |
1.3828 |
1.3921 |
1.4247 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5225 |
1.5104 |
1.4513 |
|
| R3 |
1.4901 |
1.4780 |
1.4424 |
|
| R2 |
1.4577 |
1.4577 |
1.4394 |
|
| R1 |
1.4456 |
1.4456 |
1.4365 |
1.4517 |
| PP |
1.4253 |
1.4253 |
1.4253 |
1.4283 |
| S1 |
1.4132 |
1.4132 |
1.4305 |
1.4193 |
| S2 |
1.3929 |
1.3929 |
1.4276 |
|
| S3 |
1.3605 |
1.3808 |
1.4246 |
|
| S4 |
1.3281 |
1.3484 |
1.4157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4374 |
1.4050 |
0.0324 |
2.3% |
0.0119 |
0.8% |
88% |
True |
False |
1,576 |
| 10 |
1.4374 |
1.4050 |
0.0324 |
2.3% |
0.0117 |
0.8% |
88% |
True |
False |
1,057 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.0% |
0.0127 |
0.9% |
74% |
False |
False |
841 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0114 |
0.8% |
81% |
False |
False |
543 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.8% |
0.0111 |
0.8% |
84% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5054 |
|
2.618 |
1.4793 |
|
1.618 |
1.4633 |
|
1.000 |
1.4534 |
|
0.618 |
1.4473 |
|
HIGH |
1.4374 |
|
0.618 |
1.4313 |
|
0.500 |
1.4294 |
|
0.382 |
1.4275 |
|
LOW |
1.4214 |
|
0.618 |
1.4115 |
|
1.000 |
1.4054 |
|
1.618 |
1.3955 |
|
2.618 |
1.3795 |
|
4.250 |
1.3534 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4321 |
1.4301 |
| PP |
1.4308 |
1.4267 |
| S1 |
1.4294 |
1.4233 |
|