CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4320 |
1.4420 |
0.0100 |
0.7% |
1.4230 |
| High |
1.4435 |
1.4425 |
-0.0010 |
-0.1% |
1.4275 |
| Low |
1.4310 |
1.4389 |
0.0079 |
0.6% |
1.4008 |
| Close |
1.4409 |
1.4389 |
-0.0020 |
-0.1% |
1.4254 |
| Range |
0.0125 |
0.0036 |
-0.0089 |
-71.2% |
0.0267 |
| ATR |
0.0116 |
0.0110 |
-0.0006 |
-4.9% |
0.0000 |
| Volume |
284,727 |
269,338 |
-15,389 |
-5.4% |
1,126,836 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4509 |
1.4485 |
1.4409 |
|
| R3 |
1.4473 |
1.4449 |
1.4399 |
|
| R2 |
1.4437 |
1.4437 |
1.4396 |
|
| R1 |
1.4413 |
1.4413 |
1.4392 |
1.4407 |
| PP |
1.4401 |
1.4401 |
1.4401 |
1.4398 |
| S1 |
1.4377 |
1.4377 |
1.4386 |
1.4371 |
| S2 |
1.4365 |
1.4365 |
1.4382 |
|
| S3 |
1.4329 |
1.4341 |
1.4379 |
|
| S4 |
1.4293 |
1.4305 |
1.4369 |
|
|
| 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% |
0.0101 |
0.7% |
89% |
False |
False |
266,692 |
| 10 |
1.4435 |
1.4008 |
0.0427 |
3.0% |
0.0078 |
0.5% |
89% |
False |
False |
228,911 |
| 20 |
1.4435 |
1.3831 |
0.0604 |
4.2% |
0.0075 |
0.5% |
92% |
False |
False |
213,049 |
| 40 |
1.4435 |
1.3750 |
0.0685 |
4.8% |
0.0089 |
0.6% |
93% |
False |
False |
198,788 |
| 60 |
1.4435 |
1.3463 |
0.0972 |
6.8% |
0.0066 |
0.5% |
95% |
False |
False |
134,030 |
| 80 |
1.4435 |
1.2912 |
0.1523 |
10.6% |
0.0054 |
0.4% |
97% |
False |
False |
100,575 |
| 100 |
1.4435 |
1.2912 |
0.1523 |
10.6% |
0.0047 |
0.3% |
97% |
False |
False |
80,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4578 |
|
2.618 |
1.4519 |
|
1.618 |
1.4483 |
|
1.000 |
1.4461 |
|
0.618 |
1.4447 |
|
HIGH |
1.4425 |
|
0.618 |
1.4411 |
|
0.500 |
1.4407 |
|
0.382 |
1.4403 |
|
LOW |
1.4389 |
|
0.618 |
1.4367 |
|
1.000 |
1.4353 |
|
1.618 |
1.4331 |
|
2.618 |
1.4295 |
|
4.250 |
1.4236 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4407 |
1.4349 |
| PP |
1.4401 |
1.4310 |
| S1 |
1.4395 |
1.4270 |
|