CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4144 |
1.4148 |
0.0004 |
0.0% |
1.4269 |
| High |
1.4187 |
1.4249 |
0.0062 |
0.4% |
1.4449 |
| Low |
1.4110 |
1.4087 |
-0.0023 |
-0.2% |
1.4155 |
| Close |
1.4148 |
1.4214 |
0.0066 |
0.5% |
1.4172 |
| Range |
0.0077 |
0.0162 |
0.0085 |
110.4% |
0.0294 |
| ATR |
0.0146 |
0.0147 |
0.0001 |
0.8% |
0.0000 |
| Volume |
175,885 |
165,312 |
-10,573 |
-6.0% |
1,131,052 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4669 |
1.4604 |
1.4303 |
|
| R3 |
1.4507 |
1.4442 |
1.4259 |
|
| R2 |
1.4345 |
1.4345 |
1.4244 |
|
| R1 |
1.4280 |
1.4280 |
1.4229 |
1.4313 |
| PP |
1.4183 |
1.4183 |
1.4183 |
1.4200 |
| S1 |
1.4118 |
1.4118 |
1.4199 |
1.4151 |
| S2 |
1.4021 |
1.4021 |
1.4184 |
|
| S3 |
1.3859 |
1.3956 |
1.4169 |
|
| S4 |
1.3697 |
1.3794 |
1.4125 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5141 |
1.4950 |
1.4334 |
|
| R3 |
1.4847 |
1.4656 |
1.4253 |
|
| R2 |
1.4553 |
1.4553 |
1.4226 |
|
| R1 |
1.4362 |
1.4362 |
1.4199 |
1.4311 |
| PP |
1.4259 |
1.4259 |
1.4259 |
1.4233 |
| S1 |
1.4068 |
1.4068 |
1.4145 |
1.4017 |
| S2 |
1.3965 |
1.3965 |
1.4118 |
|
| S3 |
1.3671 |
1.3774 |
1.4091 |
|
| S4 |
1.3377 |
1.3480 |
1.4010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4433 |
1.4087 |
0.0346 |
2.4% |
0.0144 |
1.0% |
37% |
False |
True |
204,489 |
| 10 |
1.4449 |
1.4008 |
0.0441 |
3.1% |
0.0143 |
1.0% |
47% |
False |
False |
226,748 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0138 |
1.0% |
47% |
False |
False |
210,427 |
| 40 |
1.4449 |
1.3795 |
0.0654 |
4.6% |
0.0148 |
1.0% |
64% |
False |
False |
211,170 |
| 60 |
1.4449 |
1.3524 |
0.0925 |
6.5% |
0.0167 |
1.2% |
75% |
False |
False |
153,541 |
| 80 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0165 |
1.2% |
85% |
False |
False |
115,227 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0159 |
1.1% |
85% |
False |
False |
92,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4938 |
|
2.618 |
1.4673 |
|
1.618 |
1.4511 |
|
1.000 |
1.4411 |
|
0.618 |
1.4349 |
|
HIGH |
1.4249 |
|
0.618 |
1.4187 |
|
0.500 |
1.4168 |
|
0.382 |
1.4149 |
|
LOW |
1.4087 |
|
0.618 |
1.3987 |
|
1.000 |
1.3925 |
|
1.618 |
1.3825 |
|
2.618 |
1.3663 |
|
4.250 |
1.3399 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4199 |
1.4199 |
| PP |
1.4183 |
1.4183 |
| S1 |
1.4168 |
1.4168 |
|