CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4299 |
1.4297 |
-0.0002 |
0.0% |
1.4192 |
| High |
1.4372 |
1.4353 |
-0.0019 |
-0.1% |
1.4378 |
| Low |
1.4253 |
1.4206 |
-0.0047 |
-0.3% |
1.4045 |
| Close |
1.4308 |
1.4241 |
-0.0067 |
-0.5% |
1.4336 |
| Range |
0.0119 |
0.0147 |
0.0028 |
23.5% |
0.0333 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.6% |
0.0000 |
| Volume |
140,613 |
176,910 |
36,297 |
25.8% |
958,314 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4708 |
1.4621 |
1.4322 |
|
| R3 |
1.4561 |
1.4474 |
1.4281 |
|
| R2 |
1.4414 |
1.4414 |
1.4268 |
|
| R1 |
1.4327 |
1.4327 |
1.4254 |
1.4297 |
| PP |
1.4267 |
1.4267 |
1.4267 |
1.4252 |
| S1 |
1.4180 |
1.4180 |
1.4228 |
1.4150 |
| S2 |
1.4120 |
1.4120 |
1.4214 |
|
| S3 |
1.3973 |
1.4033 |
1.4201 |
|
| S4 |
1.3826 |
1.3886 |
1.4160 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5252 |
1.5127 |
1.4519 |
|
| R3 |
1.4919 |
1.4794 |
1.4428 |
|
| R2 |
1.4586 |
1.4586 |
1.4397 |
|
| R1 |
1.4461 |
1.4461 |
1.4367 |
1.4524 |
| PP |
1.4253 |
1.4253 |
1.4253 |
1.4284 |
| S1 |
1.4128 |
1.4128 |
1.4305 |
1.4191 |
| S2 |
1.3920 |
1.3920 |
1.4275 |
|
| S3 |
1.3587 |
1.3795 |
1.4244 |
|
| S4 |
1.3254 |
1.3462 |
1.4153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4378 |
1.4201 |
0.0177 |
1.2% |
0.0118 |
0.8% |
23% |
False |
False |
193,952 |
| 10 |
1.4378 |
1.4045 |
0.0333 |
2.3% |
0.0129 |
0.9% |
59% |
False |
False |
196,431 |
| 20 |
1.4449 |
1.4008 |
0.0441 |
3.1% |
0.0136 |
1.0% |
53% |
False |
False |
211,589 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0139 |
1.0% |
66% |
False |
False |
208,137 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0158 |
1.1% |
71% |
False |
False |
185,791 |
| 80 |
1.4449 |
1.3242 |
0.1207 |
8.5% |
0.0160 |
1.1% |
83% |
False |
False |
139,756 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
87% |
False |
False |
111,841 |
| 120 |
1.4449 |
1.2621 |
0.1828 |
12.8% |
0.0156 |
1.1% |
89% |
False |
False |
93,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4978 |
|
2.618 |
1.4738 |
|
1.618 |
1.4591 |
|
1.000 |
1.4500 |
|
0.618 |
1.4444 |
|
HIGH |
1.4353 |
|
0.618 |
1.4297 |
|
0.500 |
1.4280 |
|
0.382 |
1.4262 |
|
LOW |
1.4206 |
|
0.618 |
1.4115 |
|
1.000 |
1.4059 |
|
1.618 |
1.3968 |
|
2.618 |
1.3821 |
|
4.250 |
1.3581 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4280 |
1.4289 |
| PP |
1.4267 |
1.4273 |
| S1 |
1.4254 |
1.4257 |
|