CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4165 |
1.4166 |
0.0001 |
0.0% |
1.4320 |
| High |
1.4165 |
1.4166 |
0.0001 |
0.0% |
1.4445 |
| Low |
1.4120 |
1.4125 |
0.0005 |
0.0% |
1.4166 |
| Close |
1.4132 |
1.4148 |
0.0016 |
0.1% |
1.4172 |
| Range |
0.0045 |
0.0041 |
-0.0004 |
-8.9% |
0.0279 |
| ATR |
0.0111 |
0.0106 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
273,006 |
175,885 |
-97,121 |
-35.6% |
1,131,052 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4269 |
1.4250 |
1.4171 |
|
| R3 |
1.4228 |
1.4209 |
1.4159 |
|
| R2 |
1.4187 |
1.4187 |
1.4156 |
|
| R1 |
1.4168 |
1.4168 |
1.4152 |
1.4157 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4141 |
| S1 |
1.4127 |
1.4127 |
1.4144 |
1.4116 |
| S2 |
1.4105 |
1.4105 |
1.4140 |
|
| S3 |
1.4064 |
1.4086 |
1.4137 |
|
| S4 |
1.4023 |
1.4045 |
1.4125 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5098 |
1.4914 |
1.4325 |
|
| R3 |
1.4819 |
1.4635 |
1.4249 |
|
| R2 |
1.4540 |
1.4540 |
1.4223 |
|
| R1 |
1.4356 |
1.4356 |
1.4198 |
1.4309 |
| PP |
1.4261 |
1.4261 |
1.4261 |
1.4237 |
| S1 |
1.4077 |
1.4077 |
1.4146 |
1.4030 |
| S2 |
1.3982 |
1.3982 |
1.4121 |
|
| S3 |
1.3703 |
1.3798 |
1.4095 |
|
| S4 |
1.3424 |
1.3519 |
1.4019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4445 |
1.4120 |
0.0325 |
2.3% |
0.0090 |
0.6% |
9% |
False |
False |
205,175 |
| 10 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0095 |
0.7% |
32% |
False |
False |
235,934 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0078 |
0.6% |
32% |
False |
False |
211,123 |
| 40 |
1.4445 |
1.3820 |
0.0625 |
4.4% |
0.0084 |
0.6% |
52% |
False |
False |
212,299 |
| 60 |
1.4445 |
1.3526 |
0.0919 |
6.5% |
0.0074 |
0.5% |
68% |
False |
False |
151,087 |
| 80 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0060 |
0.4% |
81% |
False |
False |
113,392 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.8% |
0.0049 |
0.3% |
81% |
False |
False |
90,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4340 |
|
2.618 |
1.4273 |
|
1.618 |
1.4232 |
|
1.000 |
1.4207 |
|
0.618 |
1.4191 |
|
HIGH |
1.4166 |
|
0.618 |
1.4150 |
|
0.500 |
1.4146 |
|
0.382 |
1.4141 |
|
LOW |
1.4125 |
|
0.618 |
1.4100 |
|
1.000 |
1.4084 |
|
1.618 |
1.4059 |
|
2.618 |
1.4018 |
|
4.250 |
1.3951 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4147 |
1.4260 |
| PP |
1.4146 |
1.4223 |
| S1 |
1.4146 |
1.4185 |
|