CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4237 |
1.4350 |
0.0113 |
0.8% |
1.4343 |
| High |
1.4420 |
1.4387 |
-0.0033 |
-0.2% |
1.4420 |
| Low |
1.4223 |
1.4281 |
0.0058 |
0.4% |
1.4206 |
| Close |
1.4371 |
1.4286 |
-0.0085 |
-0.6% |
1.4286 |
| Range |
0.0197 |
0.0106 |
-0.0091 |
-46.2% |
0.0214 |
| ATR |
0.0127 |
0.0125 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,713 |
2,398 |
685 |
40.0% |
13,450 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4636 |
1.4567 |
1.4344 |
|
| R3 |
1.4530 |
1.4461 |
1.4315 |
|
| R2 |
1.4424 |
1.4424 |
1.4305 |
|
| R1 |
1.4355 |
1.4355 |
1.4296 |
1.4337 |
| PP |
1.4318 |
1.4318 |
1.4318 |
1.4309 |
| S1 |
1.4249 |
1.4249 |
1.4276 |
1.4231 |
| S2 |
1.4212 |
1.4212 |
1.4267 |
|
| S3 |
1.4106 |
1.4143 |
1.4257 |
|
| S4 |
1.4000 |
1.4037 |
1.4228 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4946 |
1.4830 |
1.4404 |
|
| R3 |
1.4732 |
1.4616 |
1.4345 |
|
| R2 |
1.4518 |
1.4518 |
1.4325 |
|
| R1 |
1.4402 |
1.4402 |
1.4306 |
1.4353 |
| PP |
1.4304 |
1.4304 |
1.4304 |
1.4280 |
| S1 |
1.4188 |
1.4188 |
1.4266 |
1.4139 |
| S2 |
1.4090 |
1.4090 |
1.4247 |
|
| S3 |
1.3876 |
1.3974 |
1.4227 |
|
| S4 |
1.3662 |
1.3760 |
1.4168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4420 |
1.4206 |
0.0214 |
1.5% |
0.0124 |
0.9% |
37% |
False |
False |
2,690 |
| 10 |
1.4420 |
1.4050 |
0.0370 |
2.6% |
0.0122 |
0.9% |
64% |
False |
False |
2,133 |
| 20 |
1.4447 |
1.4050 |
0.0397 |
2.8% |
0.0124 |
0.9% |
59% |
False |
False |
1,449 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0117 |
0.8% |
73% |
False |
False |
854 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0114 |
0.8% |
77% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4838 |
|
2.618 |
1.4665 |
|
1.618 |
1.4559 |
|
1.000 |
1.4493 |
|
0.618 |
1.4453 |
|
HIGH |
1.4387 |
|
0.618 |
1.4347 |
|
0.500 |
1.4334 |
|
0.382 |
1.4321 |
|
LOW |
1.4281 |
|
0.618 |
1.4215 |
|
1.000 |
1.4175 |
|
1.618 |
1.4109 |
|
2.618 |
1.4003 |
|
4.250 |
1.3831 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4334 |
1.4313 |
| PP |
1.4318 |
1.4304 |
| S1 |
1.4302 |
1.4295 |
|