CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3925 |
1.3968 |
0.0043 |
0.3% |
1.4020 |
| High |
1.3970 |
1.4040 |
0.0070 |
0.5% |
1.4178 |
| Low |
1.3889 |
1.3910 |
0.0021 |
0.2% |
1.3955 |
| Close |
1.3957 |
1.3925 |
-0.0032 |
-0.2% |
1.4021 |
| Range |
0.0081 |
0.0130 |
0.0049 |
60.5% |
0.0223 |
| ATR |
0.0129 |
0.0129 |
0.0000 |
0.1% |
0.0000 |
| Volume |
167 |
1,075 |
908 |
543.7% |
1,009 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4348 |
1.4267 |
1.3997 |
|
| R3 |
1.4218 |
1.4137 |
1.3961 |
|
| R2 |
1.4088 |
1.4088 |
1.3949 |
|
| R1 |
1.4007 |
1.4007 |
1.3937 |
1.3983 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.3946 |
| S1 |
1.3877 |
1.3877 |
1.3913 |
1.3853 |
| S2 |
1.3828 |
1.3828 |
1.3901 |
|
| S3 |
1.3698 |
1.3747 |
1.3889 |
|
| S4 |
1.3568 |
1.3617 |
1.3854 |
|
|
| 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 |
1.4593 |
|
2.618 |
1.4380 |
|
1.618 |
1.4250 |
|
1.000 |
1.4170 |
|
0.618 |
1.4120 |
|
HIGH |
1.4040 |
|
0.618 |
1.3990 |
|
0.500 |
1.3975 |
|
0.382 |
1.3960 |
|
LOW |
1.3910 |
|
0.618 |
1.3830 |
|
1.000 |
1.3780 |
|
1.618 |
1.3700 |
|
2.618 |
1.3570 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3975 |
1.3965 |
| PP |
1.3958 |
1.3951 |
| S1 |
1.3942 |
1.3938 |
|