CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4073 |
1.4130 |
0.0057 |
0.4% |
1.4175 |
| High |
1.4157 |
1.4268 |
0.0111 |
0.8% |
1.4329 |
| Low |
1.4068 |
1.4085 |
0.0017 |
0.1% |
1.4087 |
| Close |
1.4139 |
1.4240 |
0.0101 |
0.7% |
1.4170 |
| Range |
0.0089 |
0.0183 |
0.0094 |
105.6% |
0.0242 |
| ATR |
0.0142 |
0.0145 |
0.0003 |
2.1% |
0.0000 |
| Volume |
186,801 |
176,720 |
-10,081 |
-5.4% |
1,078,706 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4747 |
1.4676 |
1.4341 |
|
| R3 |
1.4564 |
1.4493 |
1.4290 |
|
| R2 |
1.4381 |
1.4381 |
1.4274 |
|
| R1 |
1.4310 |
1.4310 |
1.4257 |
1.4346 |
| PP |
1.4198 |
1.4198 |
1.4198 |
1.4215 |
| S1 |
1.4127 |
1.4127 |
1.4223 |
1.4163 |
| S2 |
1.4015 |
1.4015 |
1.4206 |
|
| S3 |
1.3832 |
1.3944 |
1.4190 |
|
| S4 |
1.3649 |
1.3761 |
1.4139 |
|
|
| 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% |
0.0140 |
1.0% |
69% |
False |
False |
198,910 |
| 10 |
1.4433 |
1.4045 |
0.0388 |
2.7% |
0.0142 |
1.0% |
50% |
False |
False |
201,699 |
| 20 |
1.4449 |
1.4007 |
0.0442 |
3.1% |
0.0146 |
1.0% |
53% |
False |
False |
213,667 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0144 |
1.0% |
66% |
False |
False |
212,095 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0164 |
1.2% |
71% |
False |
False |
169,988 |
| 80 |
1.4449 |
1.2965 |
0.1484 |
10.4% |
0.0163 |
1.1% |
86% |
False |
False |
127,649 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0159 |
1.1% |
87% |
False |
False |
102,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5046 |
|
2.618 |
1.4747 |
|
1.618 |
1.4564 |
|
1.000 |
1.4451 |
|
0.618 |
1.4381 |
|
HIGH |
1.4268 |
|
0.618 |
1.4198 |
|
0.500 |
1.4177 |
|
0.382 |
1.4155 |
|
LOW |
1.4085 |
|
0.618 |
1.3972 |
|
1.000 |
1.3902 |
|
1.618 |
1.3789 |
|
2.618 |
1.3606 |
|
4.250 |
1.3307 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4219 |
1.4212 |
| PP |
1.4198 |
1.4184 |
| S1 |
1.4177 |
1.4157 |
|