CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4742 |
1.4695 |
-0.0047 |
-0.3% |
1.4596 |
| High |
1.4744 |
1.4712 |
-0.0032 |
-0.2% |
1.4773 |
| Low |
1.4646 |
1.4610 |
-0.0036 |
-0.2% |
1.4514 |
| Close |
1.4720 |
1.4677 |
-0.0043 |
-0.3% |
1.4720 |
| Range |
0.0098 |
0.0102 |
0.0004 |
4.1% |
0.0259 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
210,888 |
177,035 |
-33,853 |
-16.1% |
1,104,070 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4972 |
1.4927 |
1.4733 |
|
| R3 |
1.4870 |
1.4825 |
1.4705 |
|
| R2 |
1.4768 |
1.4768 |
1.4696 |
|
| R1 |
1.4723 |
1.4723 |
1.4686 |
1.4695 |
| PP |
1.4666 |
1.4666 |
1.4666 |
1.4652 |
| S1 |
1.4621 |
1.4621 |
1.4668 |
1.4593 |
| S2 |
1.4564 |
1.4564 |
1.4658 |
|
| S3 |
1.4462 |
1.4519 |
1.4649 |
|
| S4 |
1.4360 |
1.4417 |
1.4621 |
|
|
| 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 |
1.4558 |
0.0215 |
1.5% |
0.0102 |
0.7% |
55% |
False |
False |
215,540 |
| 10 |
1.4773 |
1.4303 |
0.0470 |
3.2% |
0.0121 |
0.8% |
80% |
False |
False |
162,104 |
| 20 |
1.4773 |
1.4180 |
0.0593 |
4.0% |
0.0124 |
0.8% |
84% |
False |
False |
82,894 |
| 40 |
1.4773 |
1.4010 |
0.0763 |
5.2% |
0.0126 |
0.9% |
87% |
False |
False |
41,868 |
| 60 |
1.4773 |
1.3844 |
0.0929 |
6.3% |
0.0118 |
0.8% |
90% |
False |
False |
27,993 |
| 80 |
1.4773 |
1.3753 |
0.1020 |
6.9% |
0.0115 |
0.8% |
91% |
False |
False |
21,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5146 |
|
2.618 |
1.4979 |
|
1.618 |
1.4877 |
|
1.000 |
1.4814 |
|
0.618 |
1.4775 |
|
HIGH |
1.4712 |
|
0.618 |
1.4673 |
|
0.500 |
1.4661 |
|
0.382 |
1.4649 |
|
LOW |
1.4610 |
|
0.618 |
1.4547 |
|
1.000 |
1.4508 |
|
1.618 |
1.4445 |
|
2.618 |
1.4343 |
|
4.250 |
1.4177 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4672 |
1.4692 |
| PP |
1.4666 |
1.4687 |
| S1 |
1.4661 |
1.4682 |
|