CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4105 |
1.4320 |
0.0215 |
1.5% |
1.4230 |
| High |
1.4275 |
1.4435 |
0.0160 |
1.1% |
1.4275 |
| Low |
1.4105 |
1.4310 |
0.0205 |
1.5% |
1.4008 |
| Close |
1.4254 |
1.4409 |
0.0155 |
1.1% |
1.4254 |
| Range |
0.0170 |
0.0125 |
-0.0045 |
-26.5% |
0.0267 |
| ATR |
0.0111 |
0.0116 |
0.0005 |
4.5% |
0.0000 |
| Volume |
224,051 |
284,727 |
60,676 |
27.1% |
1,126,836 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4760 |
1.4709 |
1.4478 |
|
| R3 |
1.4635 |
1.4584 |
1.4443 |
|
| R2 |
1.4510 |
1.4510 |
1.4432 |
|
| R1 |
1.4459 |
1.4459 |
1.4420 |
1.4485 |
| PP |
1.4385 |
1.4385 |
1.4385 |
1.4397 |
| S1 |
1.4334 |
1.4334 |
1.4398 |
1.4360 |
| S2 |
1.4260 |
1.4260 |
1.4386 |
|
| S3 |
1.4135 |
1.4209 |
1.4375 |
|
| S4 |
1.4010 |
1.4084 |
1.4340 |
|
|
| 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 |
1.4435 |
1.4008 |
0.0427 |
3.0% |
0.0105 |
0.7% |
94% |
True |
False |
249,080 |
| 10 |
1.4435 |
1.4008 |
0.0427 |
3.0% |
0.0086 |
0.6% |
94% |
True |
False |
220,014 |
| 20 |
1.4435 |
1.3831 |
0.0604 |
4.2% |
0.0077 |
0.5% |
96% |
True |
False |
210,964 |
| 40 |
1.4435 |
1.3750 |
0.0685 |
4.8% |
0.0090 |
0.6% |
96% |
True |
False |
192,567 |
| 60 |
1.4435 |
1.3463 |
0.0972 |
6.7% |
0.0068 |
0.5% |
97% |
True |
False |
129,549 |
| 80 |
1.4435 |
1.2912 |
0.1523 |
10.6% |
0.0054 |
0.4% |
98% |
True |
False |
97,210 |
| 100 |
1.4435 |
1.2877 |
0.1558 |
10.8% |
0.0046 |
0.3% |
98% |
True |
False |
77,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4966 |
|
2.618 |
1.4762 |
|
1.618 |
1.4637 |
|
1.000 |
1.4560 |
|
0.618 |
1.4512 |
|
HIGH |
1.4435 |
|
0.618 |
1.4387 |
|
0.500 |
1.4373 |
|
0.382 |
1.4358 |
|
LOW |
1.4310 |
|
0.618 |
1.4233 |
|
1.000 |
1.4185 |
|
1.618 |
1.4108 |
|
2.618 |
1.3983 |
|
4.250 |
1.3779 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4397 |
1.4349 |
| PP |
1.4385 |
1.4288 |
| S1 |
1.4373 |
1.4228 |
|