CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.4104 |
1.4140 |
0.0036 |
0.3% |
1.3963 |
High |
1.4155 |
1.4145 |
-0.0010 |
-0.1% |
1.4155 |
Low |
1.4068 |
1.4072 |
0.0004 |
0.0% |
1.3904 |
Close |
1.4148 |
1.4139 |
-0.0009 |
-0.1% |
1.4139 |
Range |
0.0087 |
0.0073 |
-0.0014 |
-16.1% |
0.0251 |
ATR |
0.0128 |
0.0124 |
-0.0004 |
-2.9% |
0.0000 |
Volume |
121 |
42 |
-79 |
-65.3% |
790 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4338 |
1.4311 |
1.4179 |
|
R3 |
1.4265 |
1.4238 |
1.4159 |
|
R2 |
1.4192 |
1.4192 |
1.4152 |
|
R1 |
1.4165 |
1.4165 |
1.4146 |
1.4142 |
PP |
1.4119 |
1.4119 |
1.4119 |
1.4107 |
S1 |
1.4092 |
1.4092 |
1.4132 |
1.4069 |
S2 |
1.4046 |
1.4046 |
1.4126 |
|
S3 |
1.3973 |
1.4019 |
1.4119 |
|
S4 |
1.3900 |
1.3946 |
1.4099 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4819 |
1.4730 |
1.4277 |
|
R3 |
1.4568 |
1.4479 |
1.4208 |
|
R2 |
1.4317 |
1.4317 |
1.4185 |
|
R1 |
1.4228 |
1.4228 |
1.4162 |
1.4273 |
PP |
1.4066 |
1.4066 |
1.4066 |
1.4088 |
S1 |
1.3977 |
1.3977 |
1.4116 |
1.4022 |
S2 |
1.3815 |
1.3815 |
1.4093 |
|
S3 |
1.3564 |
1.3726 |
1.4070 |
|
S4 |
1.3313 |
1.3475 |
1.4001 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4455 |
2.618 |
1.4336 |
1.618 |
1.4263 |
1.000 |
1.4218 |
0.618 |
1.4190 |
HIGH |
1.4145 |
0.618 |
1.4117 |
0.500 |
1.4109 |
0.382 |
1.4100 |
LOW |
1.4072 |
0.618 |
1.4027 |
1.000 |
1.3999 |
1.618 |
1.3954 |
2.618 |
1.3881 |
4.250 |
1.3762 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4129 |
1.4120 |
PP |
1.4119 |
1.4102 |
S1 |
1.4109 |
1.4083 |
|