CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4169 |
1.4038 |
-0.0131 |
-0.9% |
1.4116 |
| High |
1.4197 |
1.4096 |
-0.0101 |
-0.7% |
1.4294 |
| Low |
1.4007 |
1.4008 |
0.0001 |
0.0% |
1.4109 |
| Close |
1.4008 |
1.4077 |
0.0069 |
0.5% |
1.4216 |
| Range |
0.0190 |
0.0088 |
-0.0102 |
-53.7% |
0.0185 |
| ATR |
0.0153 |
0.0148 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
257,173 |
298,175 |
41,002 |
15.9% |
938,581 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4324 |
1.4289 |
1.4125 |
|
| R3 |
1.4236 |
1.4201 |
1.4101 |
|
| R2 |
1.4148 |
1.4148 |
1.4093 |
|
| R1 |
1.4113 |
1.4113 |
1.4085 |
1.4131 |
| PP |
1.4060 |
1.4060 |
1.4060 |
1.4069 |
| S1 |
1.4025 |
1.4025 |
1.4069 |
1.4043 |
| S2 |
1.3972 |
1.3972 |
1.4061 |
|
| S3 |
1.3884 |
1.3937 |
1.4053 |
|
| S4 |
1.3796 |
1.3849 |
1.4029 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4761 |
1.4674 |
1.4318 |
|
| R3 |
1.4576 |
1.4489 |
1.4267 |
|
| R2 |
1.4391 |
1.4391 |
1.4250 |
|
| R1 |
1.4304 |
1.4304 |
1.4233 |
1.4348 |
| PP |
1.4206 |
1.4206 |
1.4206 |
1.4228 |
| S1 |
1.4119 |
1.4119 |
1.4199 |
1.4163 |
| S2 |
1.4021 |
1.4021 |
1.4182 |
|
| S3 |
1.3836 |
1.3934 |
1.4165 |
|
| S4 |
1.3651 |
1.3749 |
1.4114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4306 |
1.4007 |
0.0299 |
2.1% |
0.0140 |
1.0% |
23% |
False |
False |
227,905 |
| 10 |
1.4306 |
1.4007 |
0.0299 |
2.1% |
0.0132 |
0.9% |
23% |
False |
False |
201,840 |
| 20 |
1.4306 |
1.3831 |
0.0475 |
3.4% |
0.0136 |
1.0% |
52% |
False |
False |
207,894 |
| 40 |
1.4306 |
1.3736 |
0.0570 |
4.0% |
0.0165 |
1.2% |
60% |
False |
False |
180,109 |
| 60 |
1.4327 |
1.3242 |
0.1085 |
7.7% |
0.0168 |
1.2% |
77% |
False |
False |
120,779 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.3% |
0.0163 |
1.2% |
83% |
False |
False |
90,629 |
| 100 |
1.4327 |
1.2700 |
0.1627 |
11.6% |
0.0160 |
1.1% |
85% |
False |
False |
72,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4470 |
|
2.618 |
1.4326 |
|
1.618 |
1.4238 |
|
1.000 |
1.4184 |
|
0.618 |
1.4150 |
|
HIGH |
1.4096 |
|
0.618 |
1.4062 |
|
0.500 |
1.4052 |
|
0.382 |
1.4042 |
|
LOW |
1.4008 |
|
0.618 |
1.3954 |
|
1.000 |
1.3920 |
|
1.618 |
1.3866 |
|
2.618 |
1.3778 |
|
4.250 |
1.3634 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4069 |
1.4157 |
| PP |
1.4060 |
1.4130 |
| S1 |
1.4052 |
1.4104 |
|