CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4127 |
1.4219 |
0.0092 |
0.7% |
1.4249 |
| High |
1.4239 |
1.4340 |
0.0101 |
0.7% |
1.4447 |
| Low |
1.4090 |
1.4218 |
0.0128 |
0.9% |
1.4161 |
| Close |
1.4213 |
1.4263 |
0.0050 |
0.4% |
1.4172 |
| Range |
0.0149 |
0.0122 |
-0.0027 |
-18.1% |
0.0286 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
269 |
387 |
118 |
43.9% |
4,969 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4640 |
1.4573 |
1.4330 |
|
| R3 |
1.4518 |
1.4451 |
1.4297 |
|
| R2 |
1.4396 |
1.4396 |
1.4285 |
|
| R1 |
1.4329 |
1.4329 |
1.4274 |
1.4363 |
| PP |
1.4274 |
1.4274 |
1.4274 |
1.4290 |
| S1 |
1.4207 |
1.4207 |
1.4252 |
1.4241 |
| S2 |
1.4152 |
1.4152 |
1.4241 |
|
| S3 |
1.4030 |
1.4085 |
1.4229 |
|
| S4 |
1.3908 |
1.3963 |
1.4196 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5118 |
1.4931 |
1.4329 |
|
| R3 |
1.4832 |
1.4645 |
1.4251 |
|
| R2 |
1.4546 |
1.4546 |
1.4224 |
|
| R1 |
1.4359 |
1.4359 |
1.4198 |
1.4310 |
| PP |
1.4260 |
1.4260 |
1.4260 |
1.4235 |
| S1 |
1.4073 |
1.4073 |
1.4146 |
1.4024 |
| S2 |
1.3974 |
1.3974 |
1.4120 |
|
| S3 |
1.3688 |
1.3787 |
1.4093 |
|
| S4 |
1.3402 |
1.3501 |
1.4015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4408 |
1.4090 |
0.0318 |
2.2% |
0.0138 |
1.0% |
54% |
False |
False |
348 |
| 10 |
1.4447 |
1.4082 |
0.0365 |
2.6% |
0.0131 |
0.9% |
50% |
False |
False |
713 |
| 20 |
1.4447 |
1.4010 |
0.0437 |
3.1% |
0.0121 |
0.8% |
58% |
False |
False |
421 |
| 40 |
1.4447 |
1.3822 |
0.0625 |
4.4% |
0.0113 |
0.8% |
71% |
False |
False |
337 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0105 |
0.7% |
73% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4859 |
|
2.618 |
1.4659 |
|
1.618 |
1.4537 |
|
1.000 |
1.4462 |
|
0.618 |
1.4415 |
|
HIGH |
1.4340 |
|
0.618 |
1.4293 |
|
0.500 |
1.4279 |
|
0.382 |
1.4265 |
|
LOW |
1.4218 |
|
0.618 |
1.4143 |
|
1.000 |
1.4096 |
|
1.618 |
1.4021 |
|
2.618 |
1.3899 |
|
4.250 |
1.3700 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4279 |
1.4247 |
| PP |
1.4274 |
1.4231 |
| S1 |
1.4268 |
1.4215 |
|