CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4695 |
1.4680 |
-0.0015 |
-0.1% |
1.4596 |
| High |
1.4712 |
1.4822 |
0.0110 |
0.7% |
1.4773 |
| Low |
1.4610 |
1.4675 |
0.0065 |
0.4% |
1.4514 |
| Close |
1.4677 |
1.4790 |
0.0113 |
0.8% |
1.4720 |
| Range |
0.0102 |
0.0147 |
0.0045 |
44.1% |
0.0259 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.5% |
0.0000 |
| Volume |
177,035 |
176,858 |
-177 |
-0.1% |
1,104,070 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5203 |
1.5144 |
1.4871 |
|
| R3 |
1.5056 |
1.4997 |
1.4830 |
|
| R2 |
1.4909 |
1.4909 |
1.4817 |
|
| R1 |
1.4850 |
1.4850 |
1.4803 |
1.4880 |
| PP |
1.4762 |
1.4762 |
1.4762 |
1.4777 |
| S1 |
1.4703 |
1.4703 |
1.4777 |
1.4733 |
| S2 |
1.4615 |
1.4615 |
1.4763 |
|
| S3 |
1.4468 |
1.4556 |
1.4750 |
|
| S4 |
1.4321 |
1.4409 |
1.4709 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5446 |
1.5342 |
1.4862 |
|
| R3 |
1.5187 |
1.5083 |
1.4791 |
|
| R2 |
1.4928 |
1.4928 |
1.4767 |
|
| R1 |
1.4824 |
1.4824 |
1.4744 |
1.4876 |
| PP |
1.4669 |
1.4669 |
1.4669 |
1.4695 |
| S1 |
1.4565 |
1.4565 |
1.4696 |
1.4617 |
| S2 |
1.4410 |
1.4410 |
1.4673 |
|
| S3 |
1.4151 |
1.4306 |
1.4649 |
|
| S4 |
1.3892 |
1.4047 |
1.4578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4822 |
1.4610 |
0.0212 |
1.4% |
0.0106 |
0.7% |
85% |
True |
False |
207,972 |
| 10 |
1.4822 |
1.4467 |
0.0355 |
2.4% |
0.0112 |
0.8% |
91% |
True |
False |
178,808 |
| 20 |
1.4822 |
1.4180 |
0.0642 |
4.3% |
0.0128 |
0.9% |
95% |
True |
False |
91,579 |
| 40 |
1.4822 |
1.4010 |
0.0812 |
5.5% |
0.0127 |
0.9% |
96% |
True |
False |
46,287 |
| 60 |
1.4822 |
1.3844 |
0.0978 |
6.6% |
0.0119 |
0.8% |
97% |
True |
False |
30,930 |
| 80 |
1.4822 |
1.3753 |
0.1069 |
7.2% |
0.0116 |
0.8% |
97% |
True |
False |
23,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5447 |
|
2.618 |
1.5207 |
|
1.618 |
1.5060 |
|
1.000 |
1.4969 |
|
0.618 |
1.4913 |
|
HIGH |
1.4822 |
|
0.618 |
1.4766 |
|
0.500 |
1.4749 |
|
0.382 |
1.4731 |
|
LOW |
1.4675 |
|
0.618 |
1.4584 |
|
1.000 |
1.4528 |
|
1.618 |
1.4437 |
|
2.618 |
1.4290 |
|
4.250 |
1.4050 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4776 |
1.4765 |
| PP |
1.4762 |
1.4741 |
| S1 |
1.4749 |
1.4716 |
|