CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4699 |
1.4664 |
-0.0035 |
-0.2% |
1.4695 |
| High |
1.4802 |
1.4725 |
-0.0077 |
-0.5% |
1.4844 |
| Low |
1.4627 |
1.4614 |
-0.0013 |
-0.1% |
1.4610 |
| Close |
1.4653 |
1.4664 |
0.0011 |
0.1% |
1.4664 |
| Range |
0.0175 |
0.0111 |
-0.0064 |
-36.6% |
0.0234 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
229,402 |
283,645 |
54,243 |
23.6% |
1,048,629 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5001 |
1.4943 |
1.4725 |
|
| R3 |
1.4890 |
1.4832 |
1.4695 |
|
| R2 |
1.4779 |
1.4779 |
1.4684 |
|
| R1 |
1.4721 |
1.4721 |
1.4674 |
1.4720 |
| PP |
1.4668 |
1.4668 |
1.4668 |
1.4667 |
| S1 |
1.4610 |
1.4610 |
1.4654 |
1.4609 |
| S2 |
1.4557 |
1.4557 |
1.4644 |
|
| S3 |
1.4446 |
1.4499 |
1.4633 |
|
| S4 |
1.4335 |
1.4388 |
1.4603 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5408 |
1.5270 |
1.4793 |
|
| R3 |
1.5174 |
1.5036 |
1.4728 |
|
| R2 |
1.4940 |
1.4940 |
1.4707 |
|
| R1 |
1.4802 |
1.4802 |
1.4685 |
1.4754 |
| PP |
1.4706 |
1.4706 |
1.4706 |
1.4682 |
| S1 |
1.4568 |
1.4568 |
1.4643 |
1.4520 |
| S2 |
1.4472 |
1.4472 |
1.4621 |
|
| S3 |
1.4238 |
1.4334 |
1.4600 |
|
| S4 |
1.4004 |
1.4100 |
1.4535 |
|
|
| 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% |
0.0131 |
0.9% |
23% |
False |
False |
209,725 |
| 10 |
1.4844 |
1.4514 |
0.0330 |
2.3% |
0.0120 |
0.8% |
45% |
False |
False |
215,269 |
| 20 |
1.4844 |
1.4180 |
0.0664 |
4.5% |
0.0126 |
0.9% |
73% |
False |
False |
125,921 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0127 |
0.9% |
77% |
False |
False |
63,641 |
| 60 |
1.4844 |
1.3844 |
0.1000 |
6.8% |
0.0119 |
0.8% |
82% |
False |
False |
42,506 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0118 |
0.8% |
84% |
False |
False |
31,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5197 |
|
2.618 |
1.5016 |
|
1.618 |
1.4905 |
|
1.000 |
1.4836 |
|
0.618 |
1.4794 |
|
HIGH |
1.4725 |
|
0.618 |
1.4683 |
|
0.500 |
1.4670 |
|
0.382 |
1.4656 |
|
LOW |
1.4614 |
|
0.618 |
1.4545 |
|
1.000 |
1.4503 |
|
1.618 |
1.4434 |
|
2.618 |
1.4323 |
|
4.250 |
1.4142 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4670 |
1.4729 |
| PP |
1.4668 |
1.4707 |
| S1 |
1.4666 |
1.4686 |
|