CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4309 |
1.4494 |
0.0185 |
1.3% |
1.4305 |
| High |
1.4536 |
1.4602 |
0.0066 |
0.5% |
1.4379 |
| Low |
1.4303 |
1.4467 |
0.0164 |
1.1% |
1.4177 |
| Close |
1.4489 |
1.4543 |
0.0054 |
0.4% |
1.4309 |
| Range |
0.0233 |
0.0135 |
-0.0098 |
-42.1% |
0.0202 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
218,074 |
297,778 |
79,704 |
36.5% |
998,277 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4942 |
1.4878 |
1.4617 |
|
| R3 |
1.4807 |
1.4743 |
1.4580 |
|
| R2 |
1.4672 |
1.4672 |
1.4568 |
|
| R1 |
1.4608 |
1.4608 |
1.4555 |
1.4640 |
| PP |
1.4537 |
1.4537 |
1.4537 |
1.4554 |
| S1 |
1.4473 |
1.4473 |
1.4531 |
1.4505 |
| S2 |
1.4402 |
1.4402 |
1.4518 |
|
| S3 |
1.4267 |
1.4338 |
1.4506 |
|
| S4 |
1.4132 |
1.4203 |
1.4469 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4894 |
1.4804 |
1.4420 |
|
| R3 |
1.4692 |
1.4602 |
1.4365 |
|
| R2 |
1.4490 |
1.4490 |
1.4346 |
|
| R1 |
1.4400 |
1.4400 |
1.4328 |
1.4445 |
| PP |
1.4288 |
1.4288 |
1.4288 |
1.4311 |
| S1 |
1.4198 |
1.4198 |
1.4290 |
1.4243 |
| S2 |
1.4086 |
1.4086 |
1.4272 |
|
| S3 |
1.3884 |
1.3996 |
1.4253 |
|
| S4 |
1.3682 |
1.3794 |
1.4198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4602 |
1.4189 |
0.0413 |
2.8% |
0.0145 |
1.0% |
86% |
True |
False |
235,000 |
| 10 |
1.4602 |
1.4177 |
0.0425 |
2.9% |
0.0149 |
1.0% |
86% |
True |
False |
211,762 |
| 20 |
1.4602 |
1.4045 |
0.0557 |
3.8% |
0.0139 |
1.0% |
89% |
True |
False |
203,516 |
| 40 |
1.4602 |
1.3964 |
0.0638 |
4.4% |
0.0139 |
1.0% |
91% |
True |
False |
207,320 |
| 60 |
1.4602 |
1.3736 |
0.0866 |
6.0% |
0.0145 |
1.0% |
93% |
True |
False |
209,248 |
| 80 |
1.4602 |
1.3416 |
0.1186 |
8.2% |
0.0160 |
1.1% |
95% |
True |
False |
163,971 |
| 100 |
1.4602 |
1.2876 |
0.1726 |
11.9% |
0.0159 |
1.1% |
97% |
True |
False |
131,238 |
| 120 |
1.4602 |
1.2876 |
0.1726 |
11.9% |
0.0156 |
1.1% |
97% |
True |
False |
109,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5176 |
|
2.618 |
1.4955 |
|
1.618 |
1.4820 |
|
1.000 |
1.4737 |
|
0.618 |
1.4685 |
|
HIGH |
1.4602 |
|
0.618 |
1.4550 |
|
0.500 |
1.4535 |
|
0.382 |
1.4519 |
|
LOW |
1.4467 |
|
0.618 |
1.4384 |
|
1.000 |
1.4332 |
|
1.618 |
1.4249 |
|
2.618 |
1.4114 |
|
4.250 |
1.3893 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4540 |
1.4494 |
| PP |
1.4537 |
1.4445 |
| S1 |
1.4535 |
1.4397 |
|