CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4138 |
1.4217 |
0.0079 |
0.6% |
1.3945 |
| High |
1.4145 |
1.4245 |
0.0100 |
0.7% |
1.4160 |
| Low |
1.4080 |
1.4200 |
0.0120 |
0.9% |
1.3915 |
| Close |
1.4140 |
1.4219 |
0.0079 |
0.6% |
1.4140 |
| Range |
0.0065 |
0.0045 |
-0.0020 |
-30.8% |
0.0245 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
177,036 |
150,003 |
-27,033 |
-15.3% |
951,152 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4356 |
1.4333 |
1.4244 |
|
| R3 |
1.4311 |
1.4288 |
1.4231 |
|
| R2 |
1.4266 |
1.4266 |
1.4227 |
|
| R1 |
1.4243 |
1.4243 |
1.4223 |
1.4255 |
| PP |
1.4221 |
1.4221 |
1.4221 |
1.4227 |
| S1 |
1.4198 |
1.4198 |
1.4215 |
1.4210 |
| S2 |
1.4176 |
1.4176 |
1.4211 |
|
| S3 |
1.4131 |
1.4153 |
1.4207 |
|
| S4 |
1.4086 |
1.4108 |
1.4194 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4807 |
1.4718 |
1.4275 |
|
| R3 |
1.4562 |
1.4473 |
1.4207 |
|
| R2 |
1.4317 |
1.4317 |
1.4185 |
|
| R1 |
1.4228 |
1.4228 |
1.4162 |
1.4273 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4094 |
| S1 |
1.3983 |
1.3983 |
1.4118 |
1.4028 |
| S2 |
1.3827 |
1.3827 |
1.4095 |
|
| S3 |
1.3582 |
1.3738 |
1.4073 |
|
| S4 |
1.3337 |
1.3493 |
1.4005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4245 |
1.3915 |
0.0330 |
2.3% |
0.0057 |
0.4% |
92% |
True |
False |
180,838 |
| 10 |
1.4245 |
1.3831 |
0.0414 |
2.9% |
0.0068 |
0.5% |
94% |
True |
False |
201,915 |
| 20 |
1.4245 |
1.3825 |
0.0420 |
3.0% |
0.0078 |
0.5% |
94% |
True |
False |
208,863 |
| 40 |
1.4310 |
1.3750 |
0.0560 |
3.9% |
0.0075 |
0.5% |
84% |
False |
False |
139,138 |
| 60 |
1.4310 |
1.3005 |
0.1305 |
9.2% |
0.0057 |
0.4% |
93% |
False |
False |
92,914 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0043 |
0.3% |
93% |
False |
False |
69,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4436 |
|
2.618 |
1.4363 |
|
1.618 |
1.4318 |
|
1.000 |
1.4290 |
|
0.618 |
1.4273 |
|
HIGH |
1.4245 |
|
0.618 |
1.4228 |
|
0.500 |
1.4223 |
|
0.382 |
1.4217 |
|
LOW |
1.4200 |
|
0.618 |
1.4172 |
|
1.000 |
1.4155 |
|
1.618 |
1.4127 |
|
2.618 |
1.4082 |
|
4.250 |
1.4009 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4223 |
1.4200 |
| PP |
1.4221 |
1.4181 |
| S1 |
1.4220 |
1.4163 |
|