CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4596 |
1.4625 |
0.0029 |
0.2% |
1.4310 |
| High |
1.4652 |
1.4685 |
0.0033 |
0.2% |
1.4635 |
| Low |
1.4514 |
1.4558 |
0.0044 |
0.3% |
1.4303 |
| Close |
1.4613 |
1.4658 |
0.0045 |
0.3% |
1.4592 |
| Range |
0.0138 |
0.0127 |
-0.0011 |
-8.0% |
0.0332 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
203,402 |
214,700 |
11,298 |
5.6% |
339,943 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5015 |
1.4963 |
1.4728 |
|
| R3 |
1.4888 |
1.4836 |
1.4693 |
|
| R2 |
1.4761 |
1.4761 |
1.4681 |
|
| R1 |
1.4709 |
1.4709 |
1.4670 |
1.4735 |
| PP |
1.4634 |
1.4634 |
1.4634 |
1.4647 |
| S1 |
1.4582 |
1.4582 |
1.4646 |
1.4608 |
| S2 |
1.4507 |
1.4507 |
1.4635 |
|
| S3 |
1.4380 |
1.4455 |
1.4623 |
|
| S4 |
1.4253 |
1.4328 |
1.4588 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5506 |
1.5381 |
1.4775 |
|
| R3 |
1.5174 |
1.5049 |
1.4683 |
|
| R2 |
1.4842 |
1.4842 |
1.4653 |
|
| R1 |
1.4717 |
1.4717 |
1.4622 |
1.4780 |
| PP |
1.4510 |
1.4510 |
1.4510 |
1.4541 |
| S1 |
1.4385 |
1.4385 |
1.4562 |
1.4448 |
| S2 |
1.4178 |
1.4178 |
1.4531 |
|
| S3 |
1.3846 |
1.4053 |
1.4501 |
|
| S4 |
1.3514 |
1.3721 |
1.4409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4685 |
1.4467 |
0.0218 |
1.5% |
0.0119 |
0.8% |
88% |
True |
False |
149,644 |
| 10 |
1.4685 |
1.4180 |
0.0505 |
3.4% |
0.0137 |
0.9% |
95% |
True |
False |
77,935 |
| 20 |
1.4685 |
1.4072 |
0.0613 |
4.2% |
0.0129 |
0.9% |
96% |
True |
False |
40,072 |
| 40 |
1.4685 |
1.4010 |
0.0675 |
4.6% |
0.0127 |
0.9% |
96% |
True |
False |
20,306 |
| 60 |
1.4685 |
1.3844 |
0.0841 |
5.7% |
0.0120 |
0.8% |
97% |
True |
False |
13,622 |
| 80 |
1.4685 |
1.3753 |
0.0932 |
6.4% |
0.0114 |
0.8% |
97% |
True |
False |
10,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5225 |
|
2.618 |
1.5017 |
|
1.618 |
1.4890 |
|
1.000 |
1.4812 |
|
0.618 |
1.4763 |
|
HIGH |
1.4685 |
|
0.618 |
1.4636 |
|
0.500 |
1.4622 |
|
0.382 |
1.4607 |
|
LOW |
1.4558 |
|
0.618 |
1.4480 |
|
1.000 |
1.4431 |
|
1.618 |
1.4353 |
|
2.618 |
1.4226 |
|
4.250 |
1.4018 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4646 |
1.4639 |
| PP |
1.4634 |
1.4619 |
| S1 |
1.4622 |
1.4600 |
|