CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3955 |
1.3925 |
-0.0030 |
-0.2% |
1.4020 |
| High |
1.4014 |
1.3970 |
-0.0044 |
-0.3% |
1.4178 |
| Low |
1.3955 |
1.3889 |
-0.0066 |
-0.5% |
1.3955 |
| Close |
1.4021 |
1.3957 |
-0.0064 |
-0.5% |
1.4021 |
| Range |
0.0059 |
0.0081 |
0.0022 |
37.3% |
0.0223 |
| ATR |
0.0129 |
0.0129 |
0.0000 |
0.2% |
0.0000 |
| Volume |
167 |
167 |
0 |
0.0% |
1,009 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4182 |
1.4150 |
1.4002 |
|
| R3 |
1.4101 |
1.4069 |
1.3979 |
|
| R2 |
1.4020 |
1.4020 |
1.3972 |
|
| R1 |
1.3988 |
1.3988 |
1.3964 |
1.4004 |
| PP |
1.3939 |
1.3939 |
1.3939 |
1.3947 |
| S1 |
1.3907 |
1.3907 |
1.3950 |
1.3923 |
| S2 |
1.3858 |
1.3858 |
1.3942 |
|
| S3 |
1.3777 |
1.3826 |
1.3935 |
|
| S4 |
1.3696 |
1.3745 |
1.3912 |
|
|
| 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 |
1.4314 |
|
2.618 |
1.4182 |
|
1.618 |
1.4101 |
|
1.000 |
1.4051 |
|
0.618 |
1.4020 |
|
HIGH |
1.3970 |
|
0.618 |
1.3939 |
|
0.500 |
1.3930 |
|
0.382 |
1.3920 |
|
LOW |
1.3889 |
|
0.618 |
1.3839 |
|
1.000 |
1.3808 |
|
1.618 |
1.3758 |
|
2.618 |
1.3677 |
|
4.250 |
1.3545 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3948 |
1.4015 |
| PP |
1.3939 |
1.3995 |
| S1 |
1.3930 |
1.3976 |
|