CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4140 |
1.4119 |
-0.0021 |
-0.1% |
1.3963 |
| High |
1.4145 |
1.4240 |
0.0095 |
0.7% |
1.4155 |
| Low |
1.4072 |
1.4119 |
0.0047 |
0.3% |
1.3904 |
| Close |
1.4139 |
1.4219 |
0.0080 |
0.6% |
1.4139 |
| Range |
0.0073 |
0.0121 |
0.0048 |
65.8% |
0.0251 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
42 |
59 |
17 |
40.5% |
790 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4556 |
1.4508 |
1.4286 |
|
| R3 |
1.4435 |
1.4387 |
1.4252 |
|
| R2 |
1.4314 |
1.4314 |
1.4241 |
|
| R1 |
1.4266 |
1.4266 |
1.4230 |
1.4290 |
| PP |
1.4193 |
1.4193 |
1.4193 |
1.4205 |
| S1 |
1.4145 |
1.4145 |
1.4208 |
1.4169 |
| S2 |
1.4072 |
1.4072 |
1.4197 |
|
| S3 |
1.3951 |
1.4024 |
1.4186 |
|
| S4 |
1.3830 |
1.3903 |
1.4152 |
|
|
| 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 |
1.4754 |
|
2.618 |
1.4557 |
|
1.618 |
1.4436 |
|
1.000 |
1.4361 |
|
0.618 |
1.4315 |
|
HIGH |
1.4240 |
|
0.618 |
1.4194 |
|
0.500 |
1.4180 |
|
0.382 |
1.4165 |
|
LOW |
1.4119 |
|
0.618 |
1.4044 |
|
1.000 |
1.3998 |
|
1.618 |
1.3923 |
|
2.618 |
1.3802 |
|
4.250 |
1.3605 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4206 |
1.4197 |
| PP |
1.4193 |
1.4176 |
| S1 |
1.4180 |
1.4154 |
|