CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4261 |
1.4343 |
0.0082 |
0.6% |
1.4163 |
| High |
1.4374 |
1.4356 |
-0.0018 |
-0.1% |
1.4374 |
| Low |
1.4214 |
1.4283 |
0.0069 |
0.5% |
1.4050 |
| Close |
1.4335 |
1.4287 |
-0.0048 |
-0.3% |
1.4335 |
| Range |
0.0160 |
0.0073 |
-0.0087 |
-54.4% |
0.0324 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
1,280 |
3,158 |
1,878 |
146.7% |
7,880 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4528 |
1.4480 |
1.4327 |
|
| R3 |
1.4455 |
1.4407 |
1.4307 |
|
| R2 |
1.4382 |
1.4382 |
1.4300 |
|
| R1 |
1.4334 |
1.4334 |
1.4294 |
1.4322 |
| PP |
1.4309 |
1.4309 |
1.4309 |
1.4302 |
| S1 |
1.4261 |
1.4261 |
1.4280 |
1.4249 |
| S2 |
1.4236 |
1.4236 |
1.4274 |
|
| S3 |
1.4163 |
1.4188 |
1.4267 |
|
| S4 |
1.4090 |
1.4115 |
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 |
1.4072 |
0.0302 |
2.1% |
0.0110 |
0.8% |
71% |
False |
False |
1,947 |
| 10 |
1.4374 |
1.4050 |
0.0324 |
2.3% |
0.0115 |
0.8% |
73% |
False |
False |
1,303 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0125 |
0.9% |
63% |
False |
False |
995 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0114 |
0.8% |
73% |
False |
False |
605 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0112 |
0.8% |
77% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4666 |
|
2.618 |
1.4547 |
|
1.618 |
1.4474 |
|
1.000 |
1.4429 |
|
0.618 |
1.4401 |
|
HIGH |
1.4356 |
|
0.618 |
1.4328 |
|
0.500 |
1.4320 |
|
0.382 |
1.4311 |
|
LOW |
1.4283 |
|
0.618 |
1.4238 |
|
1.000 |
1.4210 |
|
1.618 |
1.4165 |
|
2.618 |
1.4092 |
|
4.250 |
1.3973 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4320 |
1.4288 |
| PP |
1.4309 |
1.4288 |
| S1 |
1.4298 |
1.4287 |
|