CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.4011 |
1.4104 |
0.0093 |
0.7% |
1.3925 |
High |
1.4115 |
1.4155 |
0.0040 |
0.3% |
1.4067 |
Low |
1.4011 |
1.4068 |
0.0057 |
0.4% |
1.3844 |
Close |
1.4130 |
1.4148 |
0.0018 |
0.1% |
1.3947 |
Range |
0.0104 |
0.0087 |
-0.0017 |
-16.3% |
0.0223 |
ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.4% |
0.0000 |
Volume |
341 |
121 |
-220 |
-64.5% |
2,508 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4385 |
1.4353 |
1.4196 |
|
R3 |
1.4298 |
1.4266 |
1.4172 |
|
R2 |
1.4211 |
1.4211 |
1.4164 |
|
R1 |
1.4179 |
1.4179 |
1.4156 |
1.4195 |
PP |
1.4124 |
1.4124 |
1.4124 |
1.4132 |
S1 |
1.4092 |
1.4092 |
1.4140 |
1.4108 |
S2 |
1.4037 |
1.4037 |
1.4132 |
|
S3 |
1.3950 |
1.4005 |
1.4124 |
|
S4 |
1.3863 |
1.3918 |
1.4100 |
|
|
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 |
1.4525 |
2.618 |
1.4383 |
1.618 |
1.4296 |
1.000 |
1.4242 |
0.618 |
1.4209 |
HIGH |
1.4155 |
0.618 |
1.4122 |
0.500 |
1.4112 |
0.382 |
1.4101 |
LOW |
1.4068 |
0.618 |
1.4014 |
1.000 |
1.3981 |
1.618 |
1.3927 |
2.618 |
1.3840 |
4.250 |
1.3698 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4136 |
1.4111 |
PP |
1.4124 |
1.4073 |
S1 |
1.4112 |
1.4036 |
|