CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4244 |
1.4347 |
0.0103 |
0.7% |
1.4342 |
| High |
1.4409 |
1.4390 |
-0.0019 |
-0.1% |
1.4409 |
| Low |
1.4220 |
1.4281 |
0.0061 |
0.4% |
1.4206 |
| Close |
1.4372 |
1.4287 |
-0.0085 |
-0.6% |
1.4287 |
| Range |
0.0189 |
0.0109 |
-0.0080 |
-42.3% |
0.0203 |
| ATR |
0.0141 |
0.0138 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
197,537 |
229,045 |
31,508 |
16.0% |
968,079 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4646 |
1.4576 |
1.4347 |
|
| R3 |
1.4537 |
1.4467 |
1.4317 |
|
| R2 |
1.4428 |
1.4428 |
1.4307 |
|
| R1 |
1.4358 |
1.4358 |
1.4297 |
1.4339 |
| PP |
1.4319 |
1.4319 |
1.4319 |
1.4310 |
| S1 |
1.4249 |
1.4249 |
1.4277 |
1.4230 |
| S2 |
1.4210 |
1.4210 |
1.4267 |
|
| S3 |
1.4101 |
1.4140 |
1.4257 |
|
| S4 |
1.3992 |
1.4031 |
1.4227 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4910 |
1.4801 |
1.4399 |
|
| R3 |
1.4707 |
1.4598 |
1.4343 |
|
| R2 |
1.4504 |
1.4504 |
1.4324 |
|
| R1 |
1.4395 |
1.4395 |
1.4306 |
1.4348 |
| PP |
1.4301 |
1.4301 |
1.4301 |
1.4277 |
| S1 |
1.4192 |
1.4192 |
1.4268 |
1.4145 |
| S2 |
1.4098 |
1.4098 |
1.4250 |
|
| S3 |
1.3895 |
1.3989 |
1.4231 |
|
| S4 |
1.3692 |
1.3786 |
1.4175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4409 |
1.4206 |
0.0203 |
1.4% |
0.0128 |
0.9% |
40% |
False |
False |
193,615 |
| 10 |
1.4409 |
1.4045 |
0.0364 |
2.5% |
0.0131 |
0.9% |
66% |
False |
False |
192,639 |
| 20 |
1.4449 |
1.4045 |
0.0404 |
2.8% |
0.0135 |
0.9% |
60% |
False |
False |
206,807 |
| 40 |
1.4449 |
1.3831 |
0.0618 |
4.3% |
0.0137 |
1.0% |
74% |
False |
False |
207,469 |
| 60 |
1.4449 |
1.3736 |
0.0713 |
5.0% |
0.0156 |
1.1% |
77% |
False |
False |
192,512 |
| 80 |
1.4449 |
1.3250 |
0.1199 |
8.4% |
0.0161 |
1.1% |
86% |
False |
False |
145,085 |
| 100 |
1.4449 |
1.2876 |
0.1573 |
11.0% |
0.0158 |
1.1% |
90% |
False |
False |
116,105 |
| 120 |
1.4449 |
1.2780 |
0.1669 |
11.7% |
0.0157 |
1.1% |
90% |
False |
False |
96,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4853 |
|
2.618 |
1.4675 |
|
1.618 |
1.4566 |
|
1.000 |
1.4499 |
|
0.618 |
1.4457 |
|
HIGH |
1.4390 |
|
0.618 |
1.4348 |
|
0.500 |
1.4336 |
|
0.382 |
1.4323 |
|
LOW |
1.4281 |
|
0.618 |
1.4214 |
|
1.000 |
1.4172 |
|
1.618 |
1.4105 |
|
2.618 |
1.3996 |
|
4.250 |
1.3818 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4336 |
1.4308 |
| PP |
1.4319 |
1.4301 |
| S1 |
1.4303 |
1.4294 |
|