CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4581 |
1.4596 |
0.0015 |
0.1% |
1.4310 |
| High |
1.4635 |
1.4652 |
0.0017 |
0.1% |
1.4635 |
| Low |
1.4552 |
1.4514 |
-0.0038 |
-0.3% |
1.4303 |
| Close |
1.4592 |
1.4613 |
0.0021 |
0.1% |
1.4592 |
| Range |
0.0083 |
0.0138 |
0.0055 |
66.3% |
0.0332 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.5% |
0.0000 |
| Volume |
191,080 |
203,402 |
12,322 |
6.4% |
339,943 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5007 |
1.4948 |
1.4689 |
|
| R3 |
1.4869 |
1.4810 |
1.4651 |
|
| R2 |
1.4731 |
1.4731 |
1.4638 |
|
| R1 |
1.4672 |
1.4672 |
1.4626 |
1.4702 |
| PP |
1.4593 |
1.4593 |
1.4593 |
1.4608 |
| S1 |
1.4534 |
1.4534 |
1.4600 |
1.4564 |
| S2 |
1.4455 |
1.4455 |
1.4588 |
|
| S3 |
1.4317 |
1.4396 |
1.4575 |
|
| S4 |
1.4179 |
1.4258 |
1.4537 |
|
|
| 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 |
1.4652 |
1.4303 |
0.0349 |
2.4% |
0.0140 |
1.0% |
89% |
True |
False |
108,669 |
| 10 |
1.4652 |
1.4180 |
0.0472 |
3.2% |
0.0136 |
0.9% |
92% |
True |
False |
56,673 |
| 20 |
1.4652 |
1.4050 |
0.0602 |
4.1% |
0.0129 |
0.9% |
94% |
True |
False |
29,403 |
| 40 |
1.4652 |
1.4010 |
0.0642 |
4.4% |
0.0126 |
0.9% |
94% |
True |
False |
14,940 |
| 60 |
1.4652 |
1.3822 |
0.0830 |
5.7% |
0.0119 |
0.8% |
95% |
True |
False |
10,044 |
| 80 |
1.4652 |
1.3753 |
0.0899 |
6.2% |
0.0113 |
0.8% |
96% |
True |
False |
7,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5239 |
|
2.618 |
1.5013 |
|
1.618 |
1.4875 |
|
1.000 |
1.4790 |
|
0.618 |
1.4737 |
|
HIGH |
1.4652 |
|
0.618 |
1.4599 |
|
0.500 |
1.4583 |
|
0.382 |
1.4567 |
|
LOW |
1.4514 |
|
0.618 |
1.4429 |
|
1.000 |
1.4376 |
|
1.618 |
1.4291 |
|
2.618 |
1.4153 |
|
4.250 |
1.3928 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4603 |
1.4601 |
| PP |
1.4593 |
1.4589 |
| S1 |
1.4583 |
1.4577 |
|