CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4070 |
1.4269 |
0.0199 |
1.4% |
1.4227 |
| High |
1.4282 |
1.4446 |
0.0164 |
1.1% |
1.4306 |
| Low |
1.4065 |
1.4207 |
0.0142 |
1.0% |
1.4007 |
| Close |
1.4254 |
1.4409 |
0.0155 |
1.1% |
1.4254 |
| Range |
0.0217 |
0.0239 |
0.0022 |
10.1% |
0.0299 |
| ATR |
0.0153 |
0.0159 |
0.0006 |
4.0% |
0.0000 |
| Volume |
224,051 |
284,727 |
60,676 |
27.1% |
1,126,836 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5071 |
1.4979 |
1.4540 |
|
| R3 |
1.4832 |
1.4740 |
1.4475 |
|
| R2 |
1.4593 |
1.4593 |
1.4453 |
|
| R1 |
1.4501 |
1.4501 |
1.4431 |
1.4547 |
| PP |
1.4354 |
1.4354 |
1.4354 |
1.4377 |
| S1 |
1.4262 |
1.4262 |
1.4387 |
1.4308 |
| S2 |
1.4115 |
1.4115 |
1.4365 |
|
| S3 |
1.3876 |
1.4023 |
1.4343 |
|
| S4 |
1.3637 |
1.3784 |
1.4278 |
|
|
| 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 |
1.4446 |
1.4007 |
0.0439 |
3.0% |
0.0182 |
1.3% |
92% |
True |
False |
249,080 |
| 10 |
1.4446 |
1.4007 |
0.0439 |
3.0% |
0.0155 |
1.1% |
92% |
True |
False |
220,014 |
| 20 |
1.4446 |
1.3831 |
0.0615 |
4.3% |
0.0145 |
1.0% |
94% |
True |
False |
210,964 |
| 40 |
1.4446 |
1.3736 |
0.0710 |
4.9% |
0.0164 |
1.1% |
95% |
True |
False |
192,120 |
| 60 |
1.4446 |
1.3388 |
0.1058 |
7.3% |
0.0170 |
1.2% |
97% |
True |
False |
129,251 |
| 80 |
1.4446 |
1.2876 |
0.1570 |
10.9% |
0.0166 |
1.1% |
98% |
True |
False |
96,987 |
| 100 |
1.4446 |
1.2787 |
0.1659 |
11.5% |
0.0163 |
1.1% |
98% |
True |
False |
77,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5462 |
|
2.618 |
1.5072 |
|
1.618 |
1.4833 |
|
1.000 |
1.4685 |
|
0.618 |
1.4594 |
|
HIGH |
1.4446 |
|
0.618 |
1.4355 |
|
0.500 |
1.4327 |
|
0.382 |
1.4298 |
|
LOW |
1.4207 |
|
0.618 |
1.4059 |
|
1.000 |
1.3968 |
|
1.618 |
1.3820 |
|
2.618 |
1.3581 |
|
4.250 |
1.3191 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4382 |
1.4348 |
| PP |
1.4354 |
1.4288 |
| S1 |
1.4327 |
1.4227 |
|