CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4680 |
1.4785 |
0.0105 |
0.7% |
1.4596 |
| High |
1.4822 |
1.4844 |
0.0022 |
0.1% |
1.4773 |
| Low |
1.4675 |
1.4726 |
0.0051 |
0.3% |
1.4514 |
| Close |
1.4790 |
1.4797 |
0.0007 |
0.0% |
1.4720 |
| Range |
0.0147 |
0.0118 |
-0.0029 |
-19.7% |
0.0259 |
| ATR |
0.0124 |
0.0123 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
176,858 |
181,689 |
4,831 |
2.7% |
1,104,070 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5143 |
1.5088 |
1.4862 |
|
| R3 |
1.5025 |
1.4970 |
1.4829 |
|
| R2 |
1.4907 |
1.4907 |
1.4819 |
|
| R1 |
1.4852 |
1.4852 |
1.4808 |
1.4880 |
| PP |
1.4789 |
1.4789 |
1.4789 |
1.4803 |
| S1 |
1.4734 |
1.4734 |
1.4786 |
1.4762 |
| S2 |
1.4671 |
1.4671 |
1.4775 |
|
| S3 |
1.4553 |
1.4616 |
1.4765 |
|
| S4 |
1.4435 |
1.4498 |
1.4732 |
|
|
| 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 |
1.4844 |
1.4610 |
0.0234 |
1.6% |
0.0110 |
0.7% |
80% |
True |
False |
197,538 |
| 10 |
1.4844 |
1.4502 |
0.0342 |
2.3% |
0.0111 |
0.7% |
86% |
True |
False |
191,810 |
| 20 |
1.4844 |
1.4180 |
0.0664 |
4.5% |
0.0129 |
0.9% |
93% |
True |
False |
100,539 |
| 40 |
1.4844 |
1.4010 |
0.0834 |
5.6% |
0.0126 |
0.9% |
94% |
True |
False |
50,827 |
| 60 |
1.4844 |
1.3844 |
0.1000 |
6.8% |
0.0118 |
0.8% |
95% |
True |
False |
33,957 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0116 |
0.8% |
96% |
True |
False |
25,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5346 |
|
2.618 |
1.5153 |
|
1.618 |
1.5035 |
|
1.000 |
1.4962 |
|
0.618 |
1.4917 |
|
HIGH |
1.4844 |
|
0.618 |
1.4799 |
|
0.500 |
1.4785 |
|
0.382 |
1.4771 |
|
LOW |
1.4726 |
|
0.618 |
1.4653 |
|
1.000 |
1.4608 |
|
1.618 |
1.4535 |
|
2.618 |
1.4417 |
|
4.250 |
1.4225 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4793 |
1.4774 |
| PP |
1.4789 |
1.4750 |
| S1 |
1.4785 |
1.4727 |
|