CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4310 |
1.4487 |
0.0177 |
1.2% |
1.4281 |
| High |
1.4536 |
1.4602 |
0.0066 |
0.5% |
1.4375 |
| Low |
1.4303 |
1.4467 |
0.0164 |
1.1% |
1.4180 |
| Close |
1.4489 |
1.4543 |
0.0054 |
0.4% |
1.4309 |
| Range |
0.0233 |
0.0135 |
-0.0098 |
-42.1% |
0.0195 |
| ATR |
0.0135 |
0.0135 |
0.0000 |
0.0% |
0.0000 |
| Volume |
9,823 |
51,669 |
41,846 |
426.0% |
23,387 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4942 |
1.4878 |
1.4617 |
|
| R3 |
1.4807 |
1.4743 |
1.4580 |
|
| R2 |
1.4672 |
1.4672 |
1.4568 |
|
| R1 |
1.4608 |
1.4608 |
1.4555 |
1.4640 |
| PP |
1.4537 |
1.4537 |
1.4537 |
1.4554 |
| S1 |
1.4473 |
1.4473 |
1.4531 |
1.4505 |
| S2 |
1.4402 |
1.4402 |
1.4518 |
|
| S3 |
1.4267 |
1.4338 |
1.4506 |
|
| S4 |
1.4132 |
1.4203 |
1.4469 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4873 |
1.4786 |
1.4416 |
|
| R3 |
1.4678 |
1.4591 |
1.4363 |
|
| R2 |
1.4483 |
1.4483 |
1.4345 |
|
| R1 |
1.4396 |
1.4396 |
1.4327 |
1.4440 |
| PP |
1.4288 |
1.4288 |
1.4288 |
1.4310 |
| S1 |
1.4201 |
1.4201 |
1.4291 |
1.4245 |
| S2 |
1.4093 |
1.4093 |
1.4273 |
|
| S3 |
1.3898 |
1.4006 |
1.4255 |
|
| S4 |
1.3703 |
1.3811 |
1.4202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4602 |
1.4192 |
0.0410 |
2.8% |
0.0144 |
1.0% |
86% |
True |
False |
16,112 |
| 10 |
1.4602 |
1.4180 |
0.0422 |
2.9% |
0.0147 |
1.0% |
86% |
True |
False |
9,268 |
| 20 |
1.4602 |
1.4050 |
0.0552 |
3.8% |
0.0132 |
0.9% |
89% |
True |
False |
5,401 |
| 40 |
1.4602 |
1.4010 |
0.0592 |
4.1% |
0.0125 |
0.9% |
90% |
True |
False |
2,906 |
| 60 |
1.4602 |
1.3806 |
0.0796 |
5.5% |
0.0119 |
0.8% |
93% |
True |
False |
2,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5176 |
|
2.618 |
1.4955 |
|
1.618 |
1.4820 |
|
1.000 |
1.4737 |
|
0.618 |
1.4685 |
|
HIGH |
1.4602 |
|
0.618 |
1.4550 |
|
0.500 |
1.4535 |
|
0.382 |
1.4519 |
|
LOW |
1.4467 |
|
0.618 |
1.4384 |
|
1.000 |
1.4332 |
|
1.618 |
1.4249 |
|
2.618 |
1.4114 |
|
4.250 |
1.3893 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4540 |
1.4494 |
| PP |
1.4537 |
1.4446 |
| S1 |
1.4535 |
1.4397 |
|