CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4090 |
1.4087 |
-0.0003 |
0.0% |
1.3860 |
| High |
1.4143 |
1.4178 |
0.0035 |
0.2% |
1.4130 |
| Low |
1.4005 |
1.4087 |
0.0082 |
0.6% |
1.3822 |
| Close |
1.4038 |
1.4144 |
0.0106 |
0.8% |
1.4072 |
| Range |
0.0138 |
0.0091 |
-0.0047 |
-34.1% |
0.0308 |
| ATR |
0.0132 |
0.0132 |
0.0001 |
0.5% |
0.0000 |
| Volume |
50 |
78 |
28 |
56.0% |
752 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4409 |
1.4368 |
1.4194 |
|
| R3 |
1.4318 |
1.4277 |
1.4169 |
|
| R2 |
1.4227 |
1.4227 |
1.4161 |
|
| R1 |
1.4186 |
1.4186 |
1.4152 |
1.4207 |
| PP |
1.4136 |
1.4136 |
1.4136 |
1.4147 |
| S1 |
1.4095 |
1.4095 |
1.4136 |
1.4116 |
| S2 |
1.4045 |
1.4045 |
1.4127 |
|
| S3 |
1.3954 |
1.4004 |
1.4119 |
|
| S4 |
1.3863 |
1.3913 |
1.4094 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4932 |
1.4810 |
1.4241 |
|
| R3 |
1.4624 |
1.4502 |
1.4157 |
|
| R2 |
1.4316 |
1.4316 |
1.4128 |
|
| R1 |
1.4194 |
1.4194 |
1.4100 |
1.4255 |
| PP |
1.4008 |
1.4008 |
1.4008 |
1.4039 |
| S1 |
1.3886 |
1.3886 |
1.4044 |
1.3947 |
| S2 |
1.3700 |
1.3700 |
1.4016 |
|
| S3 |
1.3392 |
1.3578 |
1.3987 |
|
| S4 |
1.3084 |
1.3270 |
1.3903 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4565 |
|
2.618 |
1.4416 |
|
1.618 |
1.4325 |
|
1.000 |
1.4269 |
|
0.618 |
1.4234 |
|
HIGH |
1.4178 |
|
0.618 |
1.4143 |
|
0.500 |
1.4133 |
|
0.382 |
1.4122 |
|
LOW |
1.4087 |
|
0.618 |
1.4031 |
|
1.000 |
1.3996 |
|
1.618 |
1.3940 |
|
2.618 |
1.3849 |
|
4.250 |
1.3700 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4140 |
1.4125 |
| PP |
1.4136 |
1.4105 |
| S1 |
1.4133 |
1.4086 |
|