CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3963 |
1.4000 |
0.0037 |
0.3% |
1.3925 |
| High |
1.3996 |
1.4010 |
0.0014 |
0.1% |
1.4067 |
| Low |
1.3904 |
1.3916 |
0.0012 |
0.1% |
1.3844 |
| Close |
1.3971 |
1.3935 |
-0.0036 |
-0.3% |
1.3947 |
| Range |
0.0092 |
0.0094 |
0.0002 |
2.2% |
0.0223 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
145 |
141 |
-4 |
-2.8% |
2,508 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4236 |
1.4179 |
1.3987 |
|
| R3 |
1.4142 |
1.4085 |
1.3961 |
|
| R2 |
1.4048 |
1.4048 |
1.3952 |
|
| R1 |
1.3991 |
1.3991 |
1.3944 |
1.3973 |
| PP |
1.3954 |
1.3954 |
1.3954 |
1.3944 |
| S1 |
1.3897 |
1.3897 |
1.3926 |
1.3879 |
| S2 |
1.3860 |
1.3860 |
1.3918 |
|
| S3 |
1.3766 |
1.3803 |
1.3909 |
|
| S4 |
1.3672 |
1.3709 |
1.3883 |
|
|
| 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 |
1.4410 |
|
2.618 |
1.4256 |
|
1.618 |
1.4162 |
|
1.000 |
1.4104 |
|
0.618 |
1.4068 |
|
HIGH |
1.4010 |
|
0.618 |
1.3974 |
|
0.500 |
1.3963 |
|
0.382 |
1.3952 |
|
LOW |
1.3916 |
|
0.618 |
1.3858 |
|
1.000 |
1.3822 |
|
1.618 |
1.3764 |
|
2.618 |
1.3670 |
|
4.250 |
1.3517 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3963 |
1.3952 |
| PP |
1.3954 |
1.3946 |
| S1 |
1.3944 |
1.3941 |
|