CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4659 |
1.4708 |
0.0049 |
0.3% |
1.4310 |
| High |
1.4737 |
1.4773 |
0.0036 |
0.2% |
1.4635 |
| Low |
1.4641 |
1.4687 |
0.0046 |
0.3% |
1.4303 |
| Close |
1.4722 |
1.4747 |
0.0025 |
0.2% |
1.4592 |
| Range |
0.0096 |
0.0086 |
-0.0010 |
-10.4% |
0.0332 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
233,857 |
241,223 |
7,366 |
3.1% |
339,943 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4994 |
1.4956 |
1.4794 |
|
| R3 |
1.4908 |
1.4870 |
1.4771 |
|
| R2 |
1.4822 |
1.4822 |
1.4763 |
|
| R1 |
1.4784 |
1.4784 |
1.4755 |
1.4803 |
| PP |
1.4736 |
1.4736 |
1.4736 |
1.4745 |
| S1 |
1.4698 |
1.4698 |
1.4739 |
1.4717 |
| S2 |
1.4650 |
1.4650 |
1.4731 |
|
| S3 |
1.4564 |
1.4612 |
1.4723 |
|
| S4 |
1.4478 |
1.4526 |
1.4700 |
|
|
| 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 |
1.4773 |
1.4514 |
0.0259 |
1.8% |
0.0106 |
0.7% |
90% |
True |
False |
216,852 |
| 10 |
1.4773 |
1.4192 |
0.0581 |
3.9% |
0.0126 |
0.9% |
96% |
True |
False |
124,642 |
| 20 |
1.4773 |
1.4180 |
0.0593 |
4.0% |
0.0126 |
0.9% |
96% |
True |
False |
63,697 |
| 40 |
1.4773 |
1.4010 |
0.0763 |
5.2% |
0.0127 |
0.9% |
97% |
True |
False |
32,178 |
| 60 |
1.4773 |
1.3844 |
0.0929 |
6.3% |
0.0117 |
0.8% |
97% |
True |
False |
21,534 |
| 80 |
1.4773 |
1.3753 |
0.1020 |
6.9% |
0.0113 |
0.8% |
97% |
True |
False |
16,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5139 |
|
2.618 |
1.4998 |
|
1.618 |
1.4912 |
|
1.000 |
1.4859 |
|
0.618 |
1.4826 |
|
HIGH |
1.4773 |
|
0.618 |
1.4740 |
|
0.500 |
1.4730 |
|
0.382 |
1.4720 |
|
LOW |
1.4687 |
|
0.618 |
1.4634 |
|
1.000 |
1.4601 |
|
1.618 |
1.4548 |
|
2.618 |
1.4462 |
|
4.250 |
1.4322 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4741 |
1.4720 |
| PP |
1.4736 |
1.4693 |
| S1 |
1.4730 |
1.4666 |
|