CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4222 |
1.4258 |
0.0036 |
0.3% |
1.4343 |
| High |
1.4294 |
1.4349 |
0.0055 |
0.4% |
1.4420 |
| Low |
1.4192 |
1.4236 |
0.0044 |
0.3% |
1.4206 |
| Close |
1.4272 |
1.4250 |
-0.0022 |
-0.2% |
1.4286 |
| Range |
0.0102 |
0.0113 |
0.0011 |
10.8% |
0.0214 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
5,773 |
5,662 |
-111 |
-1.9% |
13,450 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4617 |
1.4547 |
1.4312 |
|
| R3 |
1.4504 |
1.4434 |
1.4281 |
|
| R2 |
1.4391 |
1.4391 |
1.4271 |
|
| R1 |
1.4321 |
1.4321 |
1.4260 |
1.4300 |
| PP |
1.4278 |
1.4278 |
1.4278 |
1.4268 |
| S1 |
1.4208 |
1.4208 |
1.4240 |
1.4187 |
| S2 |
1.4165 |
1.4165 |
1.4229 |
|
| S3 |
1.4052 |
1.4095 |
1.4219 |
|
| S4 |
1.3939 |
1.3982 |
1.4188 |
|
|
| 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 |
1.4387 |
1.4180 |
0.0207 |
1.5% |
0.0125 |
0.9% |
34% |
False |
False |
3,630 |
| 10 |
1.4420 |
1.4180 |
0.0240 |
1.7% |
0.0130 |
0.9% |
29% |
False |
False |
3,048 |
| 20 |
1.4420 |
1.4050 |
0.0370 |
2.6% |
0.0128 |
0.9% |
54% |
False |
False |
1,998 |
| 40 |
1.4447 |
1.3893 |
0.0554 |
3.9% |
0.0119 |
0.8% |
64% |
False |
False |
1,191 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0115 |
0.8% |
72% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4829 |
|
2.618 |
1.4645 |
|
1.618 |
1.4532 |
|
1.000 |
1.4462 |
|
0.618 |
1.4419 |
|
HIGH |
1.4349 |
|
0.618 |
1.4306 |
|
0.500 |
1.4293 |
|
0.382 |
1.4279 |
|
LOW |
1.4236 |
|
0.618 |
1.4166 |
|
1.000 |
1.4123 |
|
1.618 |
1.4053 |
|
2.618 |
1.3940 |
|
4.250 |
1.3756 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4293 |
1.4278 |
| PP |
1.4278 |
1.4268 |
| S1 |
1.4264 |
1.4259 |
|