CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4028 |
1.4105 |
0.0077 |
0.5% |
1.4230 |
| High |
1.4080 |
1.4275 |
0.0195 |
1.4% |
1.4275 |
| Low |
1.4020 |
1.4105 |
0.0085 |
0.6% |
1.4008 |
| Close |
1.4077 |
1.4254 |
0.0177 |
1.3% |
1.4254 |
| Range |
0.0060 |
0.0170 |
0.0110 |
183.3% |
0.0267 |
| ATR |
0.0104 |
0.0111 |
0.0007 |
6.5% |
0.0000 |
| Volume |
298,175 |
224,051 |
-74,124 |
-24.9% |
1,126,836 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4721 |
1.4658 |
1.4348 |
|
| R3 |
1.4551 |
1.4488 |
1.4301 |
|
| R2 |
1.4381 |
1.4381 |
1.4285 |
|
| R1 |
1.4318 |
1.4318 |
1.4270 |
1.4350 |
| PP |
1.4211 |
1.4211 |
1.4211 |
1.4227 |
| S1 |
1.4148 |
1.4148 |
1.4238 |
1.4180 |
| S2 |
1.4041 |
1.4041 |
1.4223 |
|
| S3 |
1.3871 |
1.3978 |
1.4207 |
|
| S4 |
1.3701 |
1.3808 |
1.4161 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4980 |
1.4884 |
1.4401 |
|
| R3 |
1.4713 |
1.4617 |
1.4327 |
|
| R2 |
1.4446 |
1.4446 |
1.4303 |
|
| R1 |
1.4350 |
1.4350 |
1.4278 |
1.4398 |
| PP |
1.4179 |
1.4179 |
1.4179 |
1.4203 |
| S1 |
1.4083 |
1.4083 |
1.4230 |
1.4131 |
| S2 |
1.3912 |
1.3912 |
1.4205 |
|
| S3 |
1.3645 |
1.3816 |
1.4181 |
|
| S4 |
1.3378 |
1.3549 |
1.4107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4275 |
1.4008 |
0.0267 |
1.9% |
0.0090 |
0.6% |
92% |
True |
False |
225,367 |
| 10 |
1.4275 |
1.4008 |
0.0267 |
1.9% |
0.0078 |
0.5% |
92% |
True |
False |
206,541 |
| 20 |
1.4275 |
1.3831 |
0.0444 |
3.1% |
0.0073 |
0.5% |
95% |
True |
False |
208,130 |
| 40 |
1.4275 |
1.3750 |
0.0525 |
3.7% |
0.0087 |
0.6% |
96% |
True |
False |
185,811 |
| 60 |
1.4310 |
1.3366 |
0.0944 |
6.6% |
0.0066 |
0.5% |
94% |
False |
False |
124,809 |
| 80 |
1.4310 |
1.2912 |
0.1398 |
9.8% |
0.0052 |
0.4% |
96% |
False |
False |
93,653 |
| 100 |
1.4310 |
1.2815 |
0.1495 |
10.5% |
0.0045 |
0.3% |
96% |
False |
False |
74,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4998 |
|
2.618 |
1.4720 |
|
1.618 |
1.4550 |
|
1.000 |
1.4445 |
|
0.618 |
1.4380 |
|
HIGH |
1.4275 |
|
0.618 |
1.4210 |
|
0.500 |
1.4190 |
|
0.382 |
1.4170 |
|
LOW |
1.4105 |
|
0.618 |
1.4000 |
|
1.000 |
1.3935 |
|
1.618 |
1.3830 |
|
2.618 |
1.3660 |
|
4.250 |
1.3383 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4233 |
1.4217 |
| PP |
1.4211 |
1.4179 |
| S1 |
1.4190 |
1.4142 |
|