CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3874 |
1.4020 |
0.0146 |
1.1% |
1.3961 |
| High |
1.4074 |
1.4031 |
-0.0043 |
-0.3% |
1.4074 |
| Low |
1.3858 |
1.3877 |
0.0019 |
0.1% |
1.3831 |
| Close |
1.4035 |
1.3950 |
-0.0085 |
-0.6% |
1.3950 |
| Range |
0.0216 |
0.0154 |
-0.0062 |
-28.7% |
0.0243 |
| ATR |
0.0176 |
0.0174 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
232,587 |
251,701 |
19,114 |
8.2% |
1,146,043 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4415 |
1.4336 |
1.4035 |
|
| R3 |
1.4261 |
1.4182 |
1.3992 |
|
| R2 |
1.4107 |
1.4107 |
1.3978 |
|
| R1 |
1.4028 |
1.4028 |
1.3964 |
1.3991 |
| PP |
1.3953 |
1.3953 |
1.3953 |
1.3934 |
| S1 |
1.3874 |
1.3874 |
1.3936 |
1.3837 |
| S2 |
1.3799 |
1.3799 |
1.3922 |
|
| S3 |
1.3645 |
1.3720 |
1.3908 |
|
| S4 |
1.3491 |
1.3566 |
1.3865 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4681 |
1.4558 |
1.4084 |
|
| R3 |
1.4438 |
1.4315 |
1.4017 |
|
| R2 |
1.4195 |
1.4195 |
1.3995 |
|
| R1 |
1.4072 |
1.4072 |
1.3972 |
1.4012 |
| PP |
1.3952 |
1.3952 |
1.3952 |
1.3922 |
| S1 |
1.3829 |
1.3829 |
1.3928 |
1.3769 |
| S2 |
1.3709 |
1.3709 |
1.3905 |
|
| S3 |
1.3466 |
1.3586 |
1.3883 |
|
| S4 |
1.3223 |
1.3343 |
1.3816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4074 |
1.3831 |
0.0243 |
1.7% |
0.0150 |
1.1% |
49% |
False |
False |
229,208 |
| 10 |
1.4202 |
1.3831 |
0.0371 |
2.7% |
0.0152 |
1.1% |
32% |
False |
False |
218,411 |
| 20 |
1.4202 |
1.3736 |
0.0466 |
3.3% |
0.0169 |
1.2% |
46% |
False |
False |
209,291 |
| 40 |
1.4327 |
1.3416 |
0.0911 |
6.5% |
0.0182 |
1.3% |
59% |
False |
False |
111,296 |
| 60 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0173 |
1.2% |
74% |
False |
False |
74,287 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.4% |
0.0170 |
1.2% |
74% |
False |
False |
55,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4686 |
|
2.618 |
1.4434 |
|
1.618 |
1.4280 |
|
1.000 |
1.4185 |
|
0.618 |
1.4126 |
|
HIGH |
1.4031 |
|
0.618 |
1.3972 |
|
0.500 |
1.3954 |
|
0.382 |
1.3936 |
|
LOW |
1.3877 |
|
0.618 |
1.3782 |
|
1.000 |
1.3723 |
|
1.618 |
1.3628 |
|
2.618 |
1.3474 |
|
4.250 |
1.3223 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3954 |
1.3953 |
| PP |
1.3953 |
1.3952 |
| S1 |
1.3951 |
1.3951 |
|