CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 03-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.4135 |
1.3955 |
-0.0180 |
-1.3% |
1.4020 |
High |
1.4140 |
1.4014 |
-0.0126 |
-0.9% |
1.4178 |
Low |
1.3990 |
1.3955 |
-0.0035 |
-0.3% |
1.3955 |
Close |
1.4021 |
1.4021 |
0.0000 |
0.0% |
1.4021 |
Range |
0.0150 |
0.0059 |
-0.0091 |
-60.7% |
0.0223 |
ATR |
0.0134 |
0.0129 |
-0.0005 |
-3.6% |
0.0000 |
Volume |
51 |
167 |
116 |
227.5% |
1,009 |
|
Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4174 |
1.4156 |
1.4053 |
|
R3 |
1.4115 |
1.4097 |
1.4037 |
|
R2 |
1.4056 |
1.4056 |
1.4032 |
|
R1 |
1.4038 |
1.4038 |
1.4026 |
1.4047 |
PP |
1.3997 |
1.3997 |
1.3997 |
1.4001 |
S1 |
1.3979 |
1.3979 |
1.4016 |
1.3988 |
S2 |
1.3938 |
1.3938 |
1.4010 |
|
S3 |
1.3879 |
1.3920 |
1.4005 |
|
S4 |
1.3820 |
1.3861 |
1.3989 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4720 |
1.4594 |
1.4144 |
|
R3 |
1.4497 |
1.4371 |
1.4082 |
|
R2 |
1.4274 |
1.4274 |
1.4062 |
|
R1 |
1.4148 |
1.4148 |
1.4041 |
1.4211 |
PP |
1.4051 |
1.4051 |
1.4051 |
1.4083 |
S1 |
1.3925 |
1.3925 |
1.4001 |
1.3988 |
S2 |
1.3828 |
1.3828 |
1.3980 |
|
S3 |
1.3605 |
1.3702 |
1.3960 |
|
S4 |
1.3382 |
1.3479 |
1.3898 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4265 |
2.618 |
1.4168 |
1.618 |
1.4109 |
1.000 |
1.4073 |
0.618 |
1.4050 |
HIGH |
1.4014 |
0.618 |
1.3991 |
0.500 |
1.3985 |
0.382 |
1.3978 |
LOW |
1.3955 |
0.618 |
1.3919 |
1.000 |
1.3896 |
1.618 |
1.3860 |
2.618 |
1.3801 |
4.250 |
1.3704 |
|
|
Fisher Pivots for day following 03-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4009 |
1.4067 |
PP |
1.3997 |
1.4051 |
S1 |
1.3985 |
1.4036 |
|