CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4290 |
1.4287 |
-0.0003 |
0.0% |
1.4163 |
| High |
1.4360 |
1.4349 |
-0.0011 |
-0.1% |
1.4374 |
| Low |
1.4258 |
1.4206 |
-0.0052 |
-0.4% |
1.4050 |
| Close |
1.4307 |
1.4240 |
-0.0067 |
-0.5% |
1.4335 |
| Range |
0.0102 |
0.0143 |
0.0041 |
40.2% |
0.0324 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.4% |
0.0000 |
| Volume |
2,486 |
3,695 |
1,209 |
48.6% |
7,880 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4694 |
1.4610 |
1.4319 |
|
| R3 |
1.4551 |
1.4467 |
1.4279 |
|
| R2 |
1.4408 |
1.4408 |
1.4266 |
|
| R1 |
1.4324 |
1.4324 |
1.4253 |
1.4295 |
| PP |
1.4265 |
1.4265 |
1.4265 |
1.4250 |
| S1 |
1.4181 |
1.4181 |
1.4227 |
1.4152 |
| S2 |
1.4122 |
1.4122 |
1.4214 |
|
| S3 |
1.3979 |
1.4038 |
1.4201 |
|
| S4 |
1.3836 |
1.3895 |
1.4161 |
|
|
| 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 |
1.4202 |
0.0172 |
1.2% |
0.0110 |
0.8% |
22% |
False |
False |
2,666 |
| 10 |
1.4374 |
1.4050 |
0.0324 |
2.3% |
0.0117 |
0.8% |
59% |
False |
False |
1,876 |
| 20 |
1.4447 |
1.4020 |
0.0427 |
3.0% |
0.0122 |
0.9% |
52% |
False |
False |
1,297 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0114 |
0.8% |
66% |
False |
False |
757 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0113 |
0.8% |
70% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4957 |
|
2.618 |
1.4723 |
|
1.618 |
1.4580 |
|
1.000 |
1.4492 |
|
0.618 |
1.4437 |
|
HIGH |
1.4349 |
|
0.618 |
1.4294 |
|
0.500 |
1.4278 |
|
0.382 |
1.4261 |
|
LOW |
1.4206 |
|
0.618 |
1.4118 |
|
1.000 |
1.4063 |
|
1.618 |
1.3975 |
|
2.618 |
1.3832 |
|
4.250 |
1.3598 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4278 |
1.4283 |
| PP |
1.4265 |
1.4269 |
| S1 |
1.4253 |
1.4254 |
|