CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4708 |
1.4742 |
0.0034 |
0.2% |
1.4596 |
| High |
1.4773 |
1.4744 |
-0.0029 |
-0.2% |
1.4773 |
| Low |
1.4687 |
1.4646 |
-0.0041 |
-0.3% |
1.4514 |
| Close |
1.4747 |
1.4720 |
-0.0027 |
-0.2% |
1.4720 |
| Range |
0.0086 |
0.0098 |
0.0012 |
14.0% |
0.0259 |
| ATR |
0.0124 |
0.0123 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
241,223 |
210,888 |
-30,335 |
-12.6% |
1,104,070 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4997 |
1.4957 |
1.4774 |
|
| R3 |
1.4899 |
1.4859 |
1.4747 |
|
| R2 |
1.4801 |
1.4801 |
1.4738 |
|
| R1 |
1.4761 |
1.4761 |
1.4729 |
1.4732 |
| PP |
1.4703 |
1.4703 |
1.4703 |
1.4689 |
| S1 |
1.4663 |
1.4663 |
1.4711 |
1.4634 |
| S2 |
1.4605 |
1.4605 |
1.4702 |
|
| S3 |
1.4507 |
1.4565 |
1.4693 |
|
| S4 |
1.4409 |
1.4467 |
1.4666 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5446 |
1.5342 |
1.4862 |
|
| R3 |
1.5187 |
1.5083 |
1.4791 |
|
| R2 |
1.4928 |
1.4928 |
1.4767 |
|
| R1 |
1.4824 |
1.4824 |
1.4744 |
1.4876 |
| PP |
1.4669 |
1.4669 |
1.4669 |
1.4695 |
| S1 |
1.4565 |
1.4565 |
1.4696 |
1.4617 |
| S2 |
1.4410 |
1.4410 |
1.4673 |
|
| S3 |
1.4151 |
1.4306 |
1.4649 |
|
| S4 |
1.3892 |
1.4047 |
1.4578 |
|
|
| 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% |
0.0109 |
0.7% |
80% |
False |
False |
220,814 |
| 10 |
1.4773 |
1.4192 |
0.0581 |
3.9% |
0.0124 |
0.8% |
91% |
False |
False |
145,164 |
| 20 |
1.4773 |
1.4180 |
0.0593 |
4.0% |
0.0127 |
0.9% |
91% |
False |
False |
74,106 |
| 40 |
1.4773 |
1.4010 |
0.0763 |
5.2% |
0.0125 |
0.9% |
93% |
False |
False |
37,449 |
| 60 |
1.4773 |
1.3844 |
0.0929 |
6.3% |
0.0117 |
0.8% |
94% |
False |
False |
25,047 |
| 80 |
1.4773 |
1.3753 |
0.1020 |
6.9% |
0.0114 |
0.8% |
95% |
False |
False |
18,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5161 |
|
2.618 |
1.5001 |
|
1.618 |
1.4903 |
|
1.000 |
1.4842 |
|
0.618 |
1.4805 |
|
HIGH |
1.4744 |
|
0.618 |
1.4707 |
|
0.500 |
1.4695 |
|
0.382 |
1.4683 |
|
LOW |
1.4646 |
|
0.618 |
1.4585 |
|
1.000 |
1.4548 |
|
1.618 |
1.4487 |
|
2.618 |
1.4389 |
|
4.250 |
1.4230 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4712 |
1.4716 |
| PP |
1.4703 |
1.4711 |
| S1 |
1.4695 |
1.4707 |
|