CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4343 |
1.4290 |
-0.0053 |
-0.4% |
1.4163 |
| High |
1.4356 |
1.4360 |
0.0004 |
0.0% |
1.4374 |
| Low |
1.4283 |
1.4258 |
-0.0025 |
-0.2% |
1.4050 |
| Close |
1.4287 |
1.4307 |
0.0020 |
0.1% |
1.4335 |
| Range |
0.0073 |
0.0102 |
0.0029 |
39.7% |
0.0324 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3,158 |
2,486 |
-672 |
-21.3% |
7,880 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4614 |
1.4563 |
1.4363 |
|
| R3 |
1.4512 |
1.4461 |
1.4335 |
|
| R2 |
1.4410 |
1.4410 |
1.4326 |
|
| R1 |
1.4359 |
1.4359 |
1.4316 |
1.4385 |
| PP |
1.4308 |
1.4308 |
1.4308 |
1.4321 |
| S1 |
1.4257 |
1.4257 |
1.4298 |
1.4283 |
| S2 |
1.4206 |
1.4206 |
1.4288 |
|
| S3 |
1.4104 |
1.4155 |
1.4279 |
|
| S4 |
1.4002 |
1.4053 |
1.4251 |
|
|
| 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 |
1.4091 |
0.0283 |
2.0% |
0.0116 |
0.8% |
76% |
False |
False |
2,327 |
| 10 |
1.4374 |
1.4050 |
0.0324 |
2.3% |
0.0118 |
0.8% |
79% |
False |
False |
1,533 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0124 |
0.9% |
68% |
False |
False |
1,116 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0113 |
0.8% |
77% |
False |
False |
666 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0112 |
0.8% |
80% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4794 |
|
2.618 |
1.4627 |
|
1.618 |
1.4525 |
|
1.000 |
1.4462 |
|
0.618 |
1.4423 |
|
HIGH |
1.4360 |
|
0.618 |
1.4321 |
|
0.500 |
1.4309 |
|
0.382 |
1.4297 |
|
LOW |
1.4258 |
|
0.618 |
1.4195 |
|
1.000 |
1.4156 |
|
1.618 |
1.4093 |
|
2.618 |
1.3991 |
|
4.250 |
1.3825 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4309 |
1.4303 |
| PP |
1.4308 |
1.4298 |
| S1 |
1.4308 |
1.4294 |
|