CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4257 |
1.4310 |
0.0053 |
0.4% |
1.4281 |
| High |
1.4329 |
1.4536 |
0.0207 |
1.4% |
1.4375 |
| Low |
1.4192 |
1.4303 |
0.0111 |
0.8% |
1.4180 |
| Close |
1.4309 |
1.4489 |
0.0180 |
1.3% |
1.4309 |
| Range |
0.0137 |
0.0233 |
0.0096 |
70.1% |
0.0195 |
| ATR |
0.0127 |
0.0135 |
0.0008 |
6.0% |
0.0000 |
| Volume |
7,635 |
9,823 |
2,188 |
28.7% |
23,387 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5142 |
1.5048 |
1.4617 |
|
| R3 |
1.4909 |
1.4815 |
1.4553 |
|
| R2 |
1.4676 |
1.4676 |
1.4532 |
|
| R1 |
1.4582 |
1.4582 |
1.4510 |
1.4629 |
| PP |
1.4443 |
1.4443 |
1.4443 |
1.4466 |
| S1 |
1.4349 |
1.4349 |
1.4468 |
1.4396 |
| S2 |
1.4210 |
1.4210 |
1.4446 |
|
| S3 |
1.3977 |
1.4116 |
1.4425 |
|
| S4 |
1.3744 |
1.3883 |
1.4361 |
|
|
| 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 |
1.4536 |
1.4180 |
0.0356 |
2.5% |
0.0156 |
1.1% |
87% |
True |
False |
6,226 |
| 10 |
1.4536 |
1.4180 |
0.0356 |
2.5% |
0.0144 |
1.0% |
87% |
True |
False |
4,350 |
| 20 |
1.4536 |
1.4050 |
0.0486 |
3.4% |
0.0129 |
0.9% |
90% |
True |
False |
2,826 |
| 40 |
1.4536 |
1.3916 |
0.0620 |
4.3% |
0.0124 |
0.9% |
92% |
True |
False |
1,618 |
| 60 |
1.4536 |
1.3753 |
0.0783 |
5.4% |
0.0119 |
0.8% |
94% |
True |
False |
1,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5526 |
|
2.618 |
1.5146 |
|
1.618 |
1.4913 |
|
1.000 |
1.4769 |
|
0.618 |
1.4680 |
|
HIGH |
1.4536 |
|
0.618 |
1.4447 |
|
0.500 |
1.4420 |
|
0.382 |
1.4392 |
|
LOW |
1.4303 |
|
0.618 |
1.4159 |
|
1.000 |
1.4070 |
|
1.618 |
1.3926 |
|
2.618 |
1.3693 |
|
4.250 |
1.3313 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4466 |
1.4447 |
| PP |
1.4443 |
1.4406 |
| S1 |
1.4420 |
1.4364 |
|