CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4269 |
1.4418 |
0.0149 |
1.0% |
1.4227 |
| High |
1.4446 |
1.4433 |
-0.0013 |
-0.1% |
1.4306 |
| Low |
1.4207 |
1.4368 |
0.0161 |
1.1% |
1.4007 |
| Close |
1.4409 |
1.4389 |
-0.0020 |
-0.1% |
1.4254 |
| Range |
0.0239 |
0.0065 |
-0.0174 |
-72.8% |
0.0299 |
| ATR |
0.0159 |
0.0152 |
-0.0007 |
-4.2% |
0.0000 |
| Volume |
284,727 |
269,338 |
-15,389 |
-5.4% |
1,126,836 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4592 |
1.4555 |
1.4425 |
|
| R3 |
1.4527 |
1.4490 |
1.4407 |
|
| R2 |
1.4462 |
1.4462 |
1.4401 |
|
| R1 |
1.4425 |
1.4425 |
1.4395 |
1.4411 |
| PP |
1.4397 |
1.4397 |
1.4397 |
1.4390 |
| S1 |
1.4360 |
1.4360 |
1.4383 |
1.4346 |
| S2 |
1.4332 |
1.4332 |
1.4377 |
|
| S3 |
1.4267 |
1.4295 |
1.4371 |
|
| S4 |
1.4202 |
1.4230 |
1.4353 |
|
|
| 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 |
3.1% |
0.0160 |
1.1% |
87% |
False |
False |
266,692 |
| 10 |
1.4446 |
1.4007 |
0.0439 |
3.1% |
0.0150 |
1.0% |
87% |
False |
False |
228,911 |
| 20 |
1.4446 |
1.3831 |
0.0615 |
4.3% |
0.0141 |
1.0% |
91% |
False |
False |
213,049 |
| 40 |
1.4446 |
1.3736 |
0.0710 |
4.9% |
0.0161 |
1.1% |
92% |
False |
False |
198,357 |
| 60 |
1.4446 |
1.3416 |
0.1030 |
7.2% |
0.0167 |
1.2% |
94% |
False |
False |
133,732 |
| 80 |
1.4446 |
1.2876 |
0.1570 |
10.9% |
0.0164 |
1.1% |
96% |
False |
False |
100,352 |
| 100 |
1.4446 |
1.2876 |
0.1570 |
10.9% |
0.0162 |
1.1% |
96% |
False |
False |
80,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4709 |
|
2.618 |
1.4603 |
|
1.618 |
1.4538 |
|
1.000 |
1.4498 |
|
0.618 |
1.4473 |
|
HIGH |
1.4433 |
|
0.618 |
1.4408 |
|
0.500 |
1.4401 |
|
0.382 |
1.4393 |
|
LOW |
1.4368 |
|
0.618 |
1.4328 |
|
1.000 |
1.4303 |
|
1.618 |
1.4263 |
|
2.618 |
1.4198 |
|
4.250 |
1.4092 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4401 |
1.4345 |
| PP |
1.4397 |
1.4300 |
| S1 |
1.4393 |
1.4256 |
|