CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4334 |
1.4222 |
-0.0112 |
-0.8% |
1.4343 |
| High |
1.4375 |
1.4294 |
-0.0081 |
-0.6% |
1.4420 |
| Low |
1.4180 |
1.4192 |
0.0012 |
0.1% |
1.4206 |
| Close |
1.4214 |
1.4272 |
0.0058 |
0.4% |
1.4286 |
| Range |
0.0195 |
0.0102 |
-0.0093 |
-47.7% |
0.0214 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
2,240 |
5,773 |
3,533 |
157.7% |
13,450 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4559 |
1.4517 |
1.4328 |
|
| R3 |
1.4457 |
1.4415 |
1.4300 |
|
| R2 |
1.4355 |
1.4355 |
1.4291 |
|
| R1 |
1.4313 |
1.4313 |
1.4281 |
1.4334 |
| PP |
1.4253 |
1.4253 |
1.4253 |
1.4263 |
| S1 |
1.4211 |
1.4211 |
1.4263 |
1.4232 |
| S2 |
1.4151 |
1.4151 |
1.4253 |
|
| S3 |
1.4049 |
1.4109 |
1.4244 |
|
| S4 |
1.3947 |
1.4007 |
1.4216 |
|
|
| 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 |
1.4180 |
0.0240 |
1.7% |
0.0142 |
1.0% |
38% |
False |
False |
2,840 |
| 10 |
1.4420 |
1.4180 |
0.0240 |
1.7% |
0.0126 |
0.9% |
38% |
False |
False |
2,753 |
| 20 |
1.4420 |
1.4050 |
0.0370 |
2.6% |
0.0126 |
0.9% |
60% |
False |
False |
1,724 |
| 40 |
1.4447 |
1.3893 |
0.0554 |
3.9% |
0.0120 |
0.8% |
68% |
False |
False |
1,057 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0116 |
0.8% |
75% |
False |
False |
771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4728 |
|
2.618 |
1.4561 |
|
1.618 |
1.4459 |
|
1.000 |
1.4396 |
|
0.618 |
1.4357 |
|
HIGH |
1.4294 |
|
0.618 |
1.4255 |
|
0.500 |
1.4243 |
|
0.382 |
1.4231 |
|
LOW |
1.4192 |
|
0.618 |
1.4129 |
|
1.000 |
1.4090 |
|
1.618 |
1.4027 |
|
2.618 |
1.3925 |
|
4.250 |
1.3759 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4262 |
1.4278 |
| PP |
1.4253 |
1.4276 |
| S1 |
1.4243 |
1.4274 |
|