CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3917 |
1.3920 |
0.0003 |
0.0% |
1.4020 |
| High |
1.3921 |
1.4067 |
0.0146 |
1.0% |
1.4178 |
| Low |
1.3844 |
1.3911 |
0.0067 |
0.5% |
1.3955 |
| Close |
1.3848 |
1.4032 |
0.0184 |
1.3% |
1.4021 |
| Range |
0.0077 |
0.0156 |
0.0079 |
102.6% |
0.0223 |
| ATR |
0.0126 |
0.0132 |
0.0007 |
5.3% |
0.0000 |
| Volume |
720 |
296 |
-424 |
-58.9% |
1,009 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4471 |
1.4408 |
1.4118 |
|
| R3 |
1.4315 |
1.4252 |
1.4075 |
|
| R2 |
1.4159 |
1.4159 |
1.4061 |
|
| R1 |
1.4096 |
1.4096 |
1.4046 |
1.4128 |
| PP |
1.4003 |
1.4003 |
1.4003 |
1.4019 |
| S1 |
1.3940 |
1.3940 |
1.4018 |
1.3972 |
| S2 |
1.3847 |
1.3847 |
1.4003 |
|
| S3 |
1.3691 |
1.3784 |
1.3989 |
|
| S4 |
1.3535 |
1.3628 |
1.3946 |
|
|
| 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 |
1.4730 |
|
2.618 |
1.4475 |
|
1.618 |
1.4319 |
|
1.000 |
1.4223 |
|
0.618 |
1.4163 |
|
HIGH |
1.4067 |
|
0.618 |
1.4007 |
|
0.500 |
1.3989 |
|
0.382 |
1.3971 |
|
LOW |
1.3911 |
|
0.618 |
1.3815 |
|
1.000 |
1.3755 |
|
1.618 |
1.3659 |
|
2.618 |
1.3503 |
|
4.250 |
1.3248 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4018 |
1.4007 |
| PP |
1.4003 |
1.3981 |
| S1 |
1.3989 |
1.3956 |
|