CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.3920 |
1.3945 |
0.0025 |
0.2% |
1.3925 |
High |
1.4067 |
1.3967 |
-0.0100 |
-0.7% |
1.4067 |
Low |
1.3911 |
1.3893 |
-0.0018 |
-0.1% |
1.3844 |
Close |
1.4032 |
1.3947 |
-0.0085 |
-0.6% |
1.3947 |
Range |
0.0156 |
0.0074 |
-0.0082 |
-52.6% |
0.0223 |
ATR |
0.0132 |
0.0133 |
0.0000 |
0.4% |
0.0000 |
Volume |
296 |
250 |
-46 |
-15.5% |
2,508 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4158 |
1.4126 |
1.3988 |
|
R3 |
1.4084 |
1.4052 |
1.3967 |
|
R2 |
1.4010 |
1.4010 |
1.3961 |
|
R1 |
1.3978 |
1.3978 |
1.3954 |
1.3994 |
PP |
1.3936 |
1.3936 |
1.3936 |
1.3944 |
S1 |
1.3904 |
1.3904 |
1.3940 |
1.3920 |
S2 |
1.3862 |
1.3862 |
1.3933 |
|
S3 |
1.3788 |
1.3830 |
1.3927 |
|
S4 |
1.3714 |
1.3756 |
1.3906 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4622 |
1.4507 |
1.4070 |
|
R3 |
1.4399 |
1.4284 |
1.4008 |
|
R2 |
1.4176 |
1.4176 |
1.3988 |
|
R1 |
1.4061 |
1.4061 |
1.3967 |
1.4119 |
PP |
1.3953 |
1.3953 |
1.3953 |
1.3981 |
S1 |
1.3838 |
1.3838 |
1.3927 |
1.3896 |
S2 |
1.3730 |
1.3730 |
1.3906 |
|
S3 |
1.3507 |
1.3615 |
1.3886 |
|
S4 |
1.3284 |
1.3392 |
1.3824 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4282 |
2.618 |
1.4161 |
1.618 |
1.4087 |
1.000 |
1.4041 |
0.618 |
1.4013 |
HIGH |
1.3967 |
0.618 |
1.3939 |
0.500 |
1.3930 |
0.382 |
1.3921 |
LOW |
1.3893 |
0.618 |
1.3847 |
1.000 |
1.3819 |
1.618 |
1.3773 |
2.618 |
1.3699 |
4.250 |
1.3579 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3941 |
1.3956 |
PP |
1.3936 |
1.3953 |
S1 |
1.3930 |
1.3950 |
|