CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4116 |
1.4227 |
0.0111 |
0.8% |
1.3945 |
| High |
1.4251 |
1.4279 |
0.0028 |
0.2% |
1.4167 |
| Low |
1.4109 |
1.4164 |
0.0055 |
0.4% |
1.3898 |
| Close |
1.4219 |
1.4195 |
-0.0024 |
-0.2% |
1.4140 |
| Range |
0.0142 |
0.0115 |
-0.0027 |
-19.0% |
0.0269 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
150,003 |
180,361 |
30,358 |
20.2% |
951,152 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4558 |
1.4491 |
1.4258 |
|
| R3 |
1.4443 |
1.4376 |
1.4227 |
|
| R2 |
1.4328 |
1.4328 |
1.4216 |
|
| R1 |
1.4261 |
1.4261 |
1.4206 |
1.4237 |
| PP |
1.4213 |
1.4213 |
1.4213 |
1.4201 |
| S1 |
1.4146 |
1.4146 |
1.4184 |
1.4122 |
| S2 |
1.4098 |
1.4098 |
1.4174 |
|
| S3 |
1.3983 |
1.4031 |
1.4163 |
|
| S4 |
1.3868 |
1.3916 |
1.4132 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4777 |
1.4288 |
|
| R3 |
1.4606 |
1.4508 |
1.4214 |
|
| R2 |
1.4337 |
1.4337 |
1.4189 |
|
| R1 |
1.4239 |
1.4239 |
1.4165 |
1.4288 |
| PP |
1.4068 |
1.4068 |
1.4068 |
1.4093 |
| S1 |
1.3970 |
1.3970 |
1.4115 |
1.4019 |
| S2 |
1.3799 |
1.3799 |
1.4091 |
|
| S3 |
1.3530 |
1.3701 |
1.4066 |
|
| S4 |
1.3261 |
1.3432 |
1.3992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4279 |
1.3964 |
0.0315 |
2.2% |
0.0125 |
0.9% |
73% |
True |
False |
181,494 |
| 10 |
1.4279 |
1.3831 |
0.0448 |
3.2% |
0.0131 |
0.9% |
81% |
True |
False |
197,187 |
| 20 |
1.4279 |
1.3821 |
0.0458 |
3.2% |
0.0151 |
1.1% |
82% |
True |
False |
210,163 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0175 |
1.2% |
78% |
False |
False |
143,151 |
| 60 |
1.4327 |
1.2965 |
0.1362 |
9.6% |
0.0171 |
1.2% |
90% |
False |
False |
95,620 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0164 |
1.2% |
91% |
False |
False |
71,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4768 |
|
2.618 |
1.4580 |
|
1.618 |
1.4465 |
|
1.000 |
1.4394 |
|
0.618 |
1.4350 |
|
HIGH |
1.4279 |
|
0.618 |
1.4235 |
|
0.500 |
1.4222 |
|
0.382 |
1.4208 |
|
LOW |
1.4164 |
|
0.618 |
1.4093 |
|
1.000 |
1.4049 |
|
1.618 |
1.3978 |
|
2.618 |
1.3863 |
|
4.250 |
1.3675 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4222 |
1.4187 |
| PP |
1.4213 |
1.4179 |
| S1 |
1.4204 |
1.4172 |
|