CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4567 |
1.4581 |
0.0014 |
0.1% |
1.4310 |
| High |
1.4613 |
1.4635 |
0.0022 |
0.2% |
1.4635 |
| Low |
1.4502 |
1.4552 |
0.0050 |
0.3% |
1.4303 |
| Close |
1.4583 |
1.4592 |
0.0009 |
0.1% |
1.4592 |
| Range |
0.0111 |
0.0083 |
-0.0028 |
-25.2% |
0.0332 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
87,371 |
191,080 |
103,709 |
118.7% |
339,943 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4842 |
1.4800 |
1.4638 |
|
| R3 |
1.4759 |
1.4717 |
1.4615 |
|
| R2 |
1.4676 |
1.4676 |
1.4607 |
|
| R1 |
1.4634 |
1.4634 |
1.4600 |
1.4655 |
| PP |
1.4593 |
1.4593 |
1.4593 |
1.4604 |
| S1 |
1.4551 |
1.4551 |
1.4584 |
1.4572 |
| S2 |
1.4510 |
1.4510 |
1.4577 |
|
| S3 |
1.4427 |
1.4468 |
1.4569 |
|
| S4 |
1.4344 |
1.4385 |
1.4546 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5506 |
1.5381 |
1.4775 |
|
| R3 |
1.5174 |
1.5049 |
1.4683 |
|
| R2 |
1.4842 |
1.4842 |
1.4653 |
|
| R1 |
1.4717 |
1.4717 |
1.4622 |
1.4780 |
| PP |
1.4510 |
1.4510 |
1.4510 |
1.4541 |
| S1 |
1.4385 |
1.4385 |
1.4562 |
1.4448 |
| S2 |
1.4178 |
1.4178 |
1.4531 |
|
| S3 |
1.3846 |
1.4053 |
1.4501 |
|
| S4 |
1.3514 |
1.3721 |
1.4409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4635 |
1.4192 |
0.0443 |
3.0% |
0.0140 |
1.0% |
90% |
True |
False |
69,515 |
| 10 |
1.4635 |
1.4180 |
0.0455 |
3.1% |
0.0132 |
0.9% |
91% |
True |
False |
36,572 |
| 20 |
1.4635 |
1.4050 |
0.0585 |
4.0% |
0.0129 |
0.9% |
93% |
True |
False |
19,290 |
| 40 |
1.4635 |
1.4010 |
0.0625 |
4.3% |
0.0125 |
0.9% |
93% |
True |
False |
9,856 |
| 60 |
1.4635 |
1.3822 |
0.0813 |
5.6% |
0.0118 |
0.8% |
95% |
True |
False |
6,655 |
| 80 |
1.4635 |
1.3753 |
0.0882 |
6.0% |
0.0111 |
0.8% |
95% |
True |
False |
4,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4988 |
|
2.618 |
1.4852 |
|
1.618 |
1.4769 |
|
1.000 |
1.4718 |
|
0.618 |
1.4686 |
|
HIGH |
1.4635 |
|
0.618 |
1.4603 |
|
0.500 |
1.4594 |
|
0.382 |
1.4584 |
|
LOW |
1.4552 |
|
0.618 |
1.4501 |
|
1.000 |
1.4469 |
|
1.618 |
1.4418 |
|
2.618 |
1.4335 |
|
4.250 |
1.4199 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4594 |
1.4578 |
| PP |
1.4593 |
1.4565 |
| S1 |
1.4593 |
1.4551 |
|