CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4275 |
1.4499 |
0.0224 |
1.6% |
1.4192 |
| High |
1.4315 |
1.4530 |
0.0215 |
1.5% |
1.4330 |
| Low |
1.4205 |
1.4465 |
0.0260 |
1.8% |
1.4185 |
| Close |
1.4309 |
1.4489 |
0.0180 |
1.3% |
1.4309 |
| Range |
0.0110 |
0.0065 |
-0.0045 |
-40.9% |
0.0145 |
| ATR |
0.0100 |
0.0109 |
0.0009 |
8.6% |
0.0000 |
| Volume |
198,535 |
218,074 |
19,539 |
9.8% |
821,896 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4690 |
1.4654 |
1.4525 |
|
| R3 |
1.4625 |
1.4589 |
1.4507 |
|
| R2 |
1.4560 |
1.4560 |
1.4501 |
|
| R1 |
1.4524 |
1.4524 |
1.4495 |
1.4510 |
| PP |
1.4495 |
1.4495 |
1.4495 |
1.4487 |
| S1 |
1.4459 |
1.4459 |
1.4483 |
1.4445 |
| S2 |
1.4430 |
1.4430 |
1.4477 |
|
| S3 |
1.4365 |
1.4394 |
1.4471 |
|
| S4 |
1.4300 |
1.4329 |
1.4453 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4710 |
1.4654 |
1.4389 |
|
| R3 |
1.4565 |
1.4509 |
1.4349 |
|
| R2 |
1.4420 |
1.4420 |
1.4336 |
|
| R1 |
1.4364 |
1.4364 |
1.4322 |
1.4392 |
| PP |
1.4275 |
1.4275 |
1.4275 |
1.4289 |
| S1 |
1.4219 |
1.4219 |
1.4296 |
1.4247 |
| S2 |
1.4130 |
1.4130 |
1.4282 |
|
| S3 |
1.3985 |
1.4074 |
1.4269 |
|
| S4 |
1.3840 |
1.3929 |
1.4229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4530 |
1.4185 |
0.0345 |
2.4% |
0.0077 |
0.5% |
88% |
True |
False |
207,994 |
| 10 |
1.4530 |
1.4185 |
0.0345 |
2.4% |
0.0077 |
0.5% |
88% |
True |
False |
200,804 |
| 20 |
1.4530 |
1.4060 |
0.0470 |
3.2% |
0.0074 |
0.5% |
91% |
True |
False |
202,253 |
| 40 |
1.4530 |
1.3915 |
0.0615 |
4.2% |
0.0077 |
0.5% |
93% |
True |
False |
204,817 |
| 60 |
1.4530 |
1.3750 |
0.0780 |
5.4% |
0.0083 |
0.6% |
95% |
True |
False |
206,512 |
| 80 |
1.4530 |
1.3463 |
0.1067 |
7.4% |
0.0073 |
0.5% |
96% |
True |
False |
158,280 |
| 100 |
1.4530 |
1.2912 |
0.1618 |
11.2% |
0.0062 |
0.4% |
97% |
True |
False |
126,678 |
| 120 |
1.4530 |
1.2912 |
0.1618 |
11.2% |
0.0054 |
0.4% |
97% |
True |
False |
105,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4806 |
|
2.618 |
1.4700 |
|
1.618 |
1.4635 |
|
1.000 |
1.4595 |
|
0.618 |
1.4570 |
|
HIGH |
1.4530 |
|
0.618 |
1.4505 |
|
0.500 |
1.4498 |
|
0.382 |
1.4490 |
|
LOW |
1.4465 |
|
0.618 |
1.4425 |
|
1.000 |
1.4400 |
|
1.618 |
1.4360 |
|
2.618 |
1.4295 |
|
4.250 |
1.4189 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4498 |
1.4449 |
| PP |
1.4495 |
1.4408 |
| S1 |
1.4492 |
1.4368 |
|