CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4192 |
1.4073 |
-0.0119 |
-0.8% |
1.4175 |
| High |
1.4195 |
1.4157 |
-0.0038 |
-0.3% |
1.4329 |
| Low |
1.4045 |
1.4068 |
0.0023 |
0.2% |
1.4087 |
| Close |
1.4082 |
1.4139 |
0.0057 |
0.4% |
1.4170 |
| Range |
0.0150 |
0.0089 |
-0.0061 |
-40.7% |
0.0242 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
166,529 |
186,801 |
20,272 |
12.2% |
1,078,706 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4388 |
1.4353 |
1.4188 |
|
| R3 |
1.4299 |
1.4264 |
1.4163 |
|
| R2 |
1.4210 |
1.4210 |
1.4155 |
|
| R1 |
1.4175 |
1.4175 |
1.4147 |
1.4193 |
| PP |
1.4121 |
1.4121 |
1.4121 |
1.4130 |
| S1 |
1.4086 |
1.4086 |
1.4131 |
1.4104 |
| S2 |
1.4032 |
1.4032 |
1.4123 |
|
| S3 |
1.3943 |
1.3997 |
1.4115 |
|
| S4 |
1.3854 |
1.3908 |
1.4090 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4788 |
1.4303 |
|
| R3 |
1.4679 |
1.4546 |
1.4237 |
|
| R2 |
1.4437 |
1.4437 |
1.4214 |
|
| R1 |
1.4304 |
1.4304 |
1.4192 |
1.4250 |
| PP |
1.4195 |
1.4195 |
1.4195 |
1.4168 |
| S1 |
1.4062 |
1.4062 |
1.4148 |
1.4008 |
| S2 |
1.3953 |
1.3953 |
1.4126 |
|
| S3 |
1.3711 |
1.3820 |
1.4103 |
|
| S4 |
1.3469 |
1.3578 |
1.4037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4329 |
1.4045 |
0.0284 |
2.0% |
0.0135 |
1.0% |
33% |
False |
False |
196,629 |
| 10 |
1.4449 |
1.4045 |
0.0404 |
2.9% |
0.0133 |
0.9% |
23% |
False |
False |
200,902 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0142 |
1.0% |
30% |
False |
False |
214,907 |
| 40 |
1.4449 |
1.3821 |
0.0628 |
4.4% |
0.0146 |
1.0% |
51% |
False |
False |
212,535 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0164 |
1.2% |
57% |
False |
False |
167,070 |
| 80 |
1.4449 |
1.2965 |
0.1484 |
10.5% |
0.0164 |
1.2% |
79% |
False |
False |
125,442 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.1% |
0.0159 |
1.1% |
80% |
False |
False |
100,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4535 |
|
2.618 |
1.4390 |
|
1.618 |
1.4301 |
|
1.000 |
1.4246 |
|
0.618 |
1.4212 |
|
HIGH |
1.4157 |
|
0.618 |
1.4123 |
|
0.500 |
1.4113 |
|
0.382 |
1.4102 |
|
LOW |
1.4068 |
|
0.618 |
1.4013 |
|
1.000 |
1.3979 |
|
1.618 |
1.3924 |
|
2.618 |
1.3835 |
|
4.250 |
1.3690 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4130 |
1.4177 |
| PP |
1.4121 |
1.4164 |
| S1 |
1.4113 |
1.4152 |
|