CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4281 |
1.4334 |
0.0053 |
0.4% |
1.4343 |
| High |
1.4366 |
1.4375 |
0.0009 |
0.1% |
1.4420 |
| Low |
1.4257 |
1.4180 |
-0.0077 |
-0.5% |
1.4206 |
| Close |
1.4329 |
1.4214 |
-0.0115 |
-0.8% |
1.4286 |
| Range |
0.0109 |
0.0195 |
0.0086 |
78.9% |
0.0214 |
| ATR |
0.0124 |
0.0129 |
0.0005 |
4.1% |
0.0000 |
| Volume |
2,077 |
2,240 |
163 |
7.8% |
13,450 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4841 |
1.4723 |
1.4321 |
|
| R3 |
1.4646 |
1.4528 |
1.4268 |
|
| R2 |
1.4451 |
1.4451 |
1.4250 |
|
| R1 |
1.4333 |
1.4333 |
1.4232 |
1.4295 |
| PP |
1.4256 |
1.4256 |
1.4256 |
1.4237 |
| S1 |
1.4138 |
1.4138 |
1.4196 |
1.4100 |
| S2 |
1.4061 |
1.4061 |
1.4178 |
|
| S3 |
1.3866 |
1.3943 |
1.4160 |
|
| S4 |
1.3671 |
1.3748 |
1.4107 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4946 |
1.4830 |
1.4404 |
|
| R3 |
1.4732 |
1.4616 |
1.4345 |
|
| R2 |
1.4518 |
1.4518 |
1.4325 |
|
| R1 |
1.4402 |
1.4402 |
1.4306 |
1.4353 |
| PP |
1.4304 |
1.4304 |
1.4304 |
1.4280 |
| S1 |
1.4188 |
1.4188 |
1.4266 |
1.4139 |
| S2 |
1.4090 |
1.4090 |
1.4247 |
|
| S3 |
1.3876 |
1.3974 |
1.4227 |
|
| S4 |
1.3662 |
1.3760 |
1.4168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4420 |
1.4180 |
0.0240 |
1.7% |
0.0150 |
1.1% |
14% |
False |
True |
2,424 |
| 10 |
1.4420 |
1.4091 |
0.0329 |
2.3% |
0.0133 |
0.9% |
37% |
False |
False |
2,376 |
| 20 |
1.4447 |
1.4050 |
0.0397 |
2.8% |
0.0126 |
0.9% |
41% |
False |
False |
1,441 |
| 40 |
1.4447 |
1.3844 |
0.0603 |
4.2% |
0.0119 |
0.8% |
61% |
False |
False |
931 |
| 60 |
1.4447 |
1.3753 |
0.0694 |
4.9% |
0.0118 |
0.8% |
66% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5204 |
|
2.618 |
1.4886 |
|
1.618 |
1.4691 |
|
1.000 |
1.4570 |
|
0.618 |
1.4496 |
|
HIGH |
1.4375 |
|
0.618 |
1.4301 |
|
0.500 |
1.4278 |
|
0.382 |
1.4254 |
|
LOW |
1.4180 |
|
0.618 |
1.4059 |
|
1.000 |
1.3985 |
|
1.618 |
1.3864 |
|
2.618 |
1.3669 |
|
4.250 |
1.3351 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4278 |
1.4284 |
| PP |
1.4256 |
1.4260 |
| S1 |
1.4235 |
1.4237 |
|