CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4038 |
1.4070 |
0.0032 |
0.2% |
1.4227 |
| High |
1.4096 |
1.4282 |
0.0186 |
1.3% |
1.4306 |
| Low |
1.4008 |
1.4065 |
0.0057 |
0.4% |
1.4007 |
| Close |
1.4077 |
1.4254 |
0.0177 |
1.3% |
1.4254 |
| Range |
0.0088 |
0.0217 |
0.0129 |
146.6% |
0.0299 |
| ATR |
0.0148 |
0.0153 |
0.0005 |
3.3% |
0.0000 |
| Volume |
298,175 |
224,051 |
-74,124 |
-24.9% |
1,126,836 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4851 |
1.4770 |
1.4373 |
|
| R3 |
1.4634 |
1.4553 |
1.4314 |
|
| R2 |
1.4417 |
1.4417 |
1.4294 |
|
| R1 |
1.4336 |
1.4336 |
1.4274 |
1.4377 |
| PP |
1.4200 |
1.4200 |
1.4200 |
1.4221 |
| S1 |
1.4119 |
1.4119 |
1.4234 |
1.4160 |
| S2 |
1.3983 |
1.3983 |
1.4214 |
|
| S3 |
1.3766 |
1.3902 |
1.4194 |
|
| S4 |
1.3549 |
1.3685 |
1.4135 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5086 |
1.4969 |
1.4418 |
|
| R3 |
1.4787 |
1.4670 |
1.4336 |
|
| R2 |
1.4488 |
1.4488 |
1.4309 |
|
| R1 |
1.4371 |
1.4371 |
1.4281 |
1.4430 |
| PP |
1.4189 |
1.4189 |
1.4189 |
1.4218 |
| S1 |
1.4072 |
1.4072 |
1.4227 |
1.4131 |
| S2 |
1.3890 |
1.3890 |
1.4199 |
|
| S3 |
1.3591 |
1.3773 |
1.4172 |
|
| S4 |
1.3292 |
1.3474 |
1.4090 |
|
|
| 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% |
0.0160 |
1.1% |
83% |
False |
False |
225,367 |
| 10 |
1.4306 |
1.4007 |
0.0299 |
2.1% |
0.0145 |
1.0% |
83% |
False |
False |
206,541 |
| 20 |
1.4306 |
1.3831 |
0.0475 |
3.3% |
0.0139 |
1.0% |
89% |
False |
False |
208,130 |
| 40 |
1.4306 |
1.3736 |
0.0570 |
4.0% |
0.0166 |
1.2% |
91% |
False |
False |
185,364 |
| 60 |
1.4327 |
1.3250 |
0.1077 |
7.6% |
0.0169 |
1.2% |
93% |
False |
False |
124,511 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0164 |
1.1% |
95% |
False |
False |
93,429 |
| 100 |
1.4327 |
1.2780 |
0.1547 |
10.9% |
0.0161 |
1.1% |
95% |
False |
False |
74,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5204 |
|
2.618 |
1.4850 |
|
1.618 |
1.4633 |
|
1.000 |
1.4499 |
|
0.618 |
1.4416 |
|
HIGH |
1.4282 |
|
0.618 |
1.4199 |
|
0.500 |
1.4174 |
|
0.382 |
1.4148 |
|
LOW |
1.4065 |
|
0.618 |
1.3931 |
|
1.000 |
1.3848 |
|
1.618 |
1.3714 |
|
2.618 |
1.3497 |
|
4.250 |
1.3143 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4227 |
1.4218 |
| PP |
1.4200 |
1.4181 |
| S1 |
1.4174 |
1.4145 |
|