CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3945 |
1.3963 |
0.0018 |
0.1% |
1.3925 |
| High |
1.3967 |
1.3996 |
0.0029 |
0.2% |
1.4067 |
| Low |
1.3893 |
1.3904 |
0.0011 |
0.1% |
1.3844 |
| Close |
1.3947 |
1.3971 |
0.0024 |
0.2% |
1.3947 |
| Range |
0.0074 |
0.0092 |
0.0018 |
24.3% |
0.0223 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
250 |
145 |
-105 |
-42.0% |
2,508 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4233 |
1.4194 |
1.4022 |
|
| R3 |
1.4141 |
1.4102 |
1.3996 |
|
| R2 |
1.4049 |
1.4049 |
1.3988 |
|
| R1 |
1.4010 |
1.4010 |
1.3979 |
1.4030 |
| PP |
1.3957 |
1.3957 |
1.3957 |
1.3967 |
| S1 |
1.3918 |
1.3918 |
1.3963 |
1.3938 |
| S2 |
1.3865 |
1.3865 |
1.3954 |
|
| S3 |
1.3773 |
1.3826 |
1.3946 |
|
| S4 |
1.3681 |
1.3734 |
1.3920 |
|
|
| 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 |
1.4387 |
|
2.618 |
1.4237 |
|
1.618 |
1.4145 |
|
1.000 |
1.4088 |
|
0.618 |
1.4053 |
|
HIGH |
1.3996 |
|
0.618 |
1.3961 |
|
0.500 |
1.3950 |
|
0.382 |
1.3939 |
|
LOW |
1.3904 |
|
0.618 |
1.3847 |
|
1.000 |
1.3812 |
|
1.618 |
1.3755 |
|
2.618 |
1.3663 |
|
4.250 |
1.3513 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3964 |
1.3980 |
| PP |
1.3957 |
1.3977 |
| S1 |
1.3950 |
1.3974 |
|