CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4487 |
1.4567 |
0.0080 |
0.6% |
1.4281 |
| High |
1.4602 |
1.4613 |
0.0011 |
0.1% |
1.4375 |
| Low |
1.4467 |
1.4502 |
0.0035 |
0.2% |
1.4180 |
| Close |
1.4543 |
1.4583 |
0.0040 |
0.3% |
1.4309 |
| Range |
0.0135 |
0.0111 |
-0.0024 |
-17.8% |
0.0195 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
51,669 |
87,371 |
35,702 |
69.1% |
23,387 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4899 |
1.4852 |
1.4644 |
|
| R3 |
1.4788 |
1.4741 |
1.4614 |
|
| R2 |
1.4677 |
1.4677 |
1.4603 |
|
| R1 |
1.4630 |
1.4630 |
1.4593 |
1.4654 |
| PP |
1.4566 |
1.4566 |
1.4566 |
1.4578 |
| S1 |
1.4519 |
1.4519 |
1.4573 |
1.4543 |
| S2 |
1.4455 |
1.4455 |
1.4563 |
|
| S3 |
1.4344 |
1.4408 |
1.4552 |
|
| S4 |
1.4233 |
1.4297 |
1.4522 |
|
|
| 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 |
1.4613 |
1.4192 |
0.0421 |
2.9% |
0.0146 |
1.0% |
93% |
True |
False |
32,432 |
| 10 |
1.4613 |
1.4180 |
0.0433 |
3.0% |
0.0144 |
1.0% |
93% |
True |
False |
17,636 |
| 20 |
1.4613 |
1.4050 |
0.0563 |
3.9% |
0.0131 |
0.9% |
95% |
True |
False |
9,756 |
| 40 |
1.4613 |
1.4010 |
0.0603 |
4.1% |
0.0125 |
0.9% |
95% |
True |
False |
5,082 |
| 60 |
1.4613 |
1.3822 |
0.0791 |
5.4% |
0.0118 |
0.8% |
96% |
True |
False |
3,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5085 |
|
2.618 |
1.4904 |
|
1.618 |
1.4793 |
|
1.000 |
1.4724 |
|
0.618 |
1.4682 |
|
HIGH |
1.4613 |
|
0.618 |
1.4571 |
|
0.500 |
1.4558 |
|
0.382 |
1.4544 |
|
LOW |
1.4502 |
|
0.618 |
1.4433 |
|
1.000 |
1.4391 |
|
1.618 |
1.4322 |
|
2.618 |
1.4211 |
|
4.250 |
1.4030 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4575 |
1.4541 |
| PP |
1.4566 |
1.4500 |
| S1 |
1.4558 |
1.4458 |
|