CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4350 |
1.4281 |
-0.0069 |
-0.5% |
1.4343 |
| High |
1.4387 |
1.4366 |
-0.0021 |
-0.1% |
1.4420 |
| Low |
1.4281 |
1.4257 |
-0.0024 |
-0.2% |
1.4206 |
| Close |
1.4286 |
1.4329 |
0.0043 |
0.3% |
1.4286 |
| Range |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0214 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
2,398 |
2,077 |
-321 |
-13.4% |
13,450 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4644 |
1.4596 |
1.4389 |
|
| R3 |
1.4535 |
1.4487 |
1.4359 |
|
| R2 |
1.4426 |
1.4426 |
1.4349 |
|
| R1 |
1.4378 |
1.4378 |
1.4339 |
1.4402 |
| PP |
1.4317 |
1.4317 |
1.4317 |
1.4330 |
| S1 |
1.4269 |
1.4269 |
1.4319 |
1.4293 |
| S2 |
1.4208 |
1.4208 |
1.4309 |
|
| S3 |
1.4099 |
1.4160 |
1.4299 |
|
| S4 |
1.3990 |
1.4051 |
1.4269 |
|
|
| 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% |
0.0131 |
0.9% |
57% |
False |
False |
2,473 |
| 10 |
1.4420 |
1.4072 |
0.0348 |
2.4% |
0.0121 |
0.8% |
74% |
False |
False |
2,210 |
| 20 |
1.4447 |
1.4050 |
0.0397 |
2.8% |
0.0118 |
0.8% |
70% |
False |
False |
1,374 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0117 |
0.8% |
80% |
False |
False |
902 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.8% |
0.0114 |
0.8% |
83% |
False |
False |
637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4829 |
|
2.618 |
1.4651 |
|
1.618 |
1.4542 |
|
1.000 |
1.4475 |
|
0.618 |
1.4433 |
|
HIGH |
1.4366 |
|
0.618 |
1.4324 |
|
0.500 |
1.4312 |
|
0.382 |
1.4299 |
|
LOW |
1.4257 |
|
0.618 |
1.4190 |
|
1.000 |
1.4148 |
|
1.618 |
1.4081 |
|
2.618 |
1.3972 |
|
4.250 |
1.3794 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4323 |
1.4327 |
| PP |
1.4317 |
1.4324 |
| S1 |
1.4312 |
1.4322 |
|