CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4625 |
1.4659 |
0.0034 |
0.2% |
1.4310 |
| High |
1.4685 |
1.4737 |
0.0052 |
0.4% |
1.4635 |
| Low |
1.4558 |
1.4641 |
0.0083 |
0.6% |
1.4303 |
| Close |
1.4658 |
1.4722 |
0.0064 |
0.4% |
1.4592 |
| Range |
0.0127 |
0.0096 |
-0.0031 |
-24.4% |
0.0332 |
| ATR |
0.0130 |
0.0127 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
214,700 |
233,857 |
19,157 |
8.9% |
339,943 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4988 |
1.4951 |
1.4775 |
|
| R3 |
1.4892 |
1.4855 |
1.4748 |
|
| R2 |
1.4796 |
1.4796 |
1.4740 |
|
| R1 |
1.4759 |
1.4759 |
1.4731 |
1.4778 |
| PP |
1.4700 |
1.4700 |
1.4700 |
1.4709 |
| S1 |
1.4663 |
1.4663 |
1.4713 |
1.4682 |
| S2 |
1.4604 |
1.4604 |
1.4704 |
|
| S3 |
1.4508 |
1.4567 |
1.4696 |
|
| S4 |
1.4412 |
1.4471 |
1.4669 |
|
|
| 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 |
1.4737 |
1.4502 |
0.0235 |
1.6% |
0.0111 |
0.8% |
94% |
True |
False |
186,082 |
| 10 |
1.4737 |
1.4192 |
0.0545 |
3.7% |
0.0128 |
0.9% |
97% |
True |
False |
101,097 |
| 20 |
1.4737 |
1.4091 |
0.0646 |
4.4% |
0.0130 |
0.9% |
98% |
True |
False |
51,736 |
| 40 |
1.4737 |
1.4010 |
0.0727 |
4.9% |
0.0127 |
0.9% |
98% |
True |
False |
26,150 |
| 60 |
1.4737 |
1.3844 |
0.0893 |
6.1% |
0.0119 |
0.8% |
98% |
True |
False |
17,520 |
| 80 |
1.4737 |
1.3753 |
0.0984 |
6.7% |
0.0113 |
0.8% |
98% |
True |
False |
13,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5145 |
|
2.618 |
1.4988 |
|
1.618 |
1.4892 |
|
1.000 |
1.4833 |
|
0.618 |
1.4796 |
|
HIGH |
1.4737 |
|
0.618 |
1.4700 |
|
0.500 |
1.4689 |
|
0.382 |
1.4678 |
|
LOW |
1.4641 |
|
0.618 |
1.4582 |
|
1.000 |
1.4545 |
|
1.618 |
1.4486 |
|
2.618 |
1.4390 |
|
4.250 |
1.4233 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4711 |
1.4690 |
| PP |
1.4700 |
1.4658 |
| S1 |
1.4689 |
1.4626 |
|