CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4331 |
1.4320 |
-0.0011 |
-0.1% |
1.4076 |
| High |
1.4335 |
1.4355 |
0.0020 |
0.1% |
1.4370 |
| Low |
1.4288 |
1.4308 |
0.0020 |
0.1% |
1.4060 |
| Close |
1.4288 |
1.4308 |
0.0020 |
0.1% |
1.4336 |
| Range |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0310 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
223,974 |
140,613 |
-83,361 |
-37.2% |
958,314 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4465 |
1.4433 |
1.4334 |
|
| R3 |
1.4418 |
1.4386 |
1.4321 |
|
| R2 |
1.4371 |
1.4371 |
1.4317 |
|
| R1 |
1.4339 |
1.4339 |
1.4312 |
1.4332 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4320 |
| S1 |
1.4292 |
1.4292 |
1.4304 |
1.4285 |
| S2 |
1.4277 |
1.4277 |
1.4299 |
|
| S3 |
1.4230 |
1.4245 |
1.4295 |
|
| S4 |
1.4183 |
1.4198 |
1.4282 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5185 |
1.5071 |
1.4507 |
|
| R3 |
1.4875 |
1.4761 |
1.4421 |
|
| R2 |
1.4565 |
1.4565 |
1.4393 |
|
| R1 |
1.4451 |
1.4451 |
1.4364 |
1.4508 |
| PP |
1.4255 |
1.4255 |
1.4255 |
1.4284 |
| S1 |
1.4141 |
1.4141 |
1.4308 |
1.4198 |
| S2 |
1.3945 |
1.3945 |
1.4279 |
|
| S3 |
1.3635 |
1.3831 |
1.4251 |
|
| S4 |
1.3325 |
1.3521 |
1.4166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4370 |
1.4110 |
0.0260 |
1.8% |
0.0075 |
0.5% |
76% |
False |
False |
193,914 |
| 10 |
1.4370 |
1.4060 |
0.0310 |
2.2% |
0.0073 |
0.5% |
80% |
False |
False |
195,271 |
| 20 |
1.4445 |
1.4008 |
0.0437 |
3.1% |
0.0084 |
0.6% |
69% |
False |
False |
215,602 |
| 40 |
1.4445 |
1.3831 |
0.0614 |
4.3% |
0.0077 |
0.5% |
78% |
False |
False |
207,468 |
| 60 |
1.4445 |
1.3750 |
0.0695 |
4.9% |
0.0084 |
0.6% |
80% |
False |
False |
183,209 |
| 80 |
1.4445 |
1.3285 |
0.1160 |
8.1% |
0.0067 |
0.5% |
88% |
False |
False |
137,769 |
| 100 |
1.4445 |
1.2912 |
0.1533 |
10.7% |
0.0055 |
0.4% |
91% |
False |
False |
110,253 |
| 120 |
1.4445 |
1.2648 |
0.1797 |
12.6% |
0.0049 |
0.3% |
92% |
False |
False |
91,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4555 |
|
2.618 |
1.4478 |
|
1.618 |
1.4431 |
|
1.000 |
1.4402 |
|
0.618 |
1.4384 |
|
HIGH |
1.4355 |
|
0.618 |
1.4337 |
|
0.500 |
1.4332 |
|
0.382 |
1.4326 |
|
LOW |
1.4308 |
|
0.618 |
1.4279 |
|
1.000 |
1.4261 |
|
1.618 |
1.4232 |
|
2.618 |
1.4185 |
|
4.250 |
1.4108 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4332 |
1.4329 |
| PP |
1.4324 |
1.4322 |
| S1 |
1.4316 |
1.4315 |
|