CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4785 |
1.4699 |
-0.0086 |
-0.6% |
1.4596 |
| High |
1.4844 |
1.4802 |
-0.0042 |
-0.3% |
1.4773 |
| Low |
1.4726 |
1.4627 |
-0.0099 |
-0.7% |
1.4514 |
| Close |
1.4797 |
1.4653 |
-0.0144 |
-1.0% |
1.4720 |
| Range |
0.0118 |
0.0175 |
0.0057 |
48.3% |
0.0259 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
3.0% |
0.0000 |
| Volume |
181,689 |
229,402 |
47,713 |
26.3% |
1,104,070 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5219 |
1.5111 |
1.4749 |
|
| R3 |
1.5044 |
1.4936 |
1.4701 |
|
| R2 |
1.4869 |
1.4869 |
1.4685 |
|
| R1 |
1.4761 |
1.4761 |
1.4669 |
1.4728 |
| PP |
1.4694 |
1.4694 |
1.4694 |
1.4677 |
| S1 |
1.4586 |
1.4586 |
1.4637 |
1.4553 |
| S2 |
1.4519 |
1.4519 |
1.4621 |
|
| S3 |
1.4344 |
1.4411 |
1.4605 |
|
| S4 |
1.4169 |
1.4236 |
1.4557 |
|
|
| 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% |
0.0128 |
0.9% |
18% |
False |
False |
195,174 |
| 10 |
1.4844 |
1.4514 |
0.0330 |
2.3% |
0.0117 |
0.8% |
42% |
False |
False |
206,013 |
| 20 |
1.4844 |
1.4180 |
0.0664 |
4.5% |
0.0130 |
0.9% |
71% |
False |
False |
111,824 |
| 40 |
1.4844 |
1.4020 |
0.0824 |
5.6% |
0.0126 |
0.9% |
77% |
False |
False |
56,560 |
| 60 |
1.4844 |
1.3844 |
0.1000 |
6.8% |
0.0120 |
0.8% |
81% |
False |
False |
37,779 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0118 |
0.8% |
82% |
False |
False |
28,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5546 |
|
2.618 |
1.5260 |
|
1.618 |
1.5085 |
|
1.000 |
1.4977 |
|
0.618 |
1.4910 |
|
HIGH |
1.4802 |
|
0.618 |
1.4735 |
|
0.500 |
1.4715 |
|
0.382 |
1.4694 |
|
LOW |
1.4627 |
|
0.618 |
1.4519 |
|
1.000 |
1.4452 |
|
1.618 |
1.4344 |
|
2.618 |
1.4169 |
|
4.250 |
1.3883 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4715 |
1.4736 |
| PP |
1.4694 |
1.4708 |
| S1 |
1.4674 |
1.4681 |
|