CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4258 |
1.4257 |
-0.0001 |
0.0% |
1.4281 |
| High |
1.4349 |
1.4329 |
-0.0020 |
-0.1% |
1.4375 |
| Low |
1.4236 |
1.4192 |
-0.0044 |
-0.3% |
1.4180 |
| Close |
1.4250 |
1.4309 |
0.0059 |
0.4% |
1.4309 |
| Range |
0.0113 |
0.0137 |
0.0024 |
21.2% |
0.0195 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.6% |
0.0000 |
| Volume |
5,662 |
7,635 |
1,973 |
34.8% |
23,387 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4688 |
1.4635 |
1.4384 |
|
| R3 |
1.4551 |
1.4498 |
1.4347 |
|
| R2 |
1.4414 |
1.4414 |
1.4334 |
|
| R1 |
1.4361 |
1.4361 |
1.4322 |
1.4388 |
| PP |
1.4277 |
1.4277 |
1.4277 |
1.4290 |
| S1 |
1.4224 |
1.4224 |
1.4296 |
1.4251 |
| S2 |
1.4140 |
1.4140 |
1.4284 |
|
| S3 |
1.4003 |
1.4087 |
1.4271 |
|
| S4 |
1.3866 |
1.3950 |
1.4234 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4873 |
1.4786 |
1.4416 |
|
| R3 |
1.4678 |
1.4591 |
1.4363 |
|
| R2 |
1.4483 |
1.4483 |
1.4345 |
|
| R1 |
1.4396 |
1.4396 |
1.4327 |
1.4440 |
| PP |
1.4288 |
1.4288 |
1.4288 |
1.4310 |
| S1 |
1.4201 |
1.4201 |
1.4291 |
1.4245 |
| S2 |
1.4093 |
1.4093 |
1.4273 |
|
| S3 |
1.3898 |
1.4006 |
1.4255 |
|
| S4 |
1.3703 |
1.3811 |
1.4202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4375 |
1.4180 |
0.0195 |
1.4% |
0.0131 |
0.9% |
66% |
False |
False |
4,677 |
| 10 |
1.4420 |
1.4180 |
0.0240 |
1.7% |
0.0128 |
0.9% |
54% |
False |
False |
3,683 |
| 20 |
1.4420 |
1.4050 |
0.0370 |
2.6% |
0.0123 |
0.9% |
70% |
False |
False |
2,370 |
| 40 |
1.4447 |
1.3904 |
0.0543 |
3.8% |
0.0120 |
0.8% |
75% |
False |
False |
1,376 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0116 |
0.8% |
80% |
False |
False |
992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4911 |
|
2.618 |
1.4688 |
|
1.618 |
1.4551 |
|
1.000 |
1.4466 |
|
0.618 |
1.4414 |
|
HIGH |
1.4329 |
|
0.618 |
1.4277 |
|
0.500 |
1.4261 |
|
0.382 |
1.4244 |
|
LOW |
1.4192 |
|
0.618 |
1.4107 |
|
1.000 |
1.4055 |
|
1.618 |
1.3970 |
|
2.618 |
1.3833 |
|
4.250 |
1.3610 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4293 |
1.4296 |
| PP |
1.4277 |
1.4283 |
| S1 |
1.4261 |
1.4271 |
|