CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4287 |
1.4237 |
-0.0050 |
-0.3% |
1.4163 |
| High |
1.4349 |
1.4420 |
0.0071 |
0.5% |
1.4374 |
| Low |
1.4206 |
1.4223 |
0.0017 |
0.1% |
1.4050 |
| Close |
1.4240 |
1.4371 |
0.0131 |
0.9% |
1.4335 |
| Range |
0.0143 |
0.0197 |
0.0054 |
37.8% |
0.0324 |
| ATR |
0.0122 |
0.0127 |
0.0005 |
4.4% |
0.0000 |
| Volume |
3,695 |
1,713 |
-1,982 |
-53.6% |
7,880 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4929 |
1.4847 |
1.4479 |
|
| R3 |
1.4732 |
1.4650 |
1.4425 |
|
| R2 |
1.4535 |
1.4535 |
1.4407 |
|
| R1 |
1.4453 |
1.4453 |
1.4389 |
1.4494 |
| PP |
1.4338 |
1.4338 |
1.4338 |
1.4359 |
| S1 |
1.4256 |
1.4256 |
1.4353 |
1.4297 |
| S2 |
1.4141 |
1.4141 |
1.4335 |
|
| S3 |
1.3944 |
1.4059 |
1.4317 |
|
| S4 |
1.3747 |
1.3862 |
1.4263 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5225 |
1.5104 |
1.4513 |
|
| R3 |
1.4901 |
1.4780 |
1.4424 |
|
| R2 |
1.4577 |
1.4577 |
1.4394 |
|
| R1 |
1.4456 |
1.4456 |
1.4365 |
1.4517 |
| PP |
1.4253 |
1.4253 |
1.4253 |
1.4283 |
| S1 |
1.4132 |
1.4132 |
1.4305 |
1.4193 |
| S2 |
1.3929 |
1.3929 |
1.4276 |
|
| S3 |
1.3605 |
1.3808 |
1.4246 |
|
| S4 |
1.3281 |
1.3484 |
1.4157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4420 |
1.4206 |
0.0214 |
1.5% |
0.0135 |
0.9% |
77% |
True |
False |
2,466 |
| 10 |
1.4420 |
1.4050 |
0.0370 |
2.6% |
0.0125 |
0.9% |
87% |
True |
False |
2,008 |
| 20 |
1.4447 |
1.4050 |
0.0397 |
2.8% |
0.0128 |
0.9% |
81% |
False |
False |
1,361 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0116 |
0.8% |
87% |
False |
False |
798 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.8% |
0.0116 |
0.8% |
89% |
False |
False |
563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5257 |
|
2.618 |
1.4936 |
|
1.618 |
1.4739 |
|
1.000 |
1.4617 |
|
0.618 |
1.4542 |
|
HIGH |
1.4420 |
|
0.618 |
1.4345 |
|
0.500 |
1.4322 |
|
0.382 |
1.4298 |
|
LOW |
1.4223 |
|
0.618 |
1.4101 |
|
1.000 |
1.4026 |
|
1.618 |
1.3904 |
|
2.618 |
1.3707 |
|
4.250 |
1.3386 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4355 |
1.4352 |
| PP |
1.4338 |
1.4332 |
| S1 |
1.4322 |
1.4313 |
|