CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.4119 |
1.4200 |
0.0081 |
0.6% |
1.3963 |
High |
1.4240 |
1.4271 |
0.0031 |
0.2% |
1.4155 |
Low |
1.4119 |
1.4180 |
0.0061 |
0.4% |
1.3904 |
Close |
1.4219 |
1.4195 |
-0.0024 |
-0.2% |
1.4139 |
Range |
0.0121 |
0.0091 |
-0.0030 |
-24.8% |
0.0251 |
ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
59 |
103 |
44 |
74.6% |
790 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4488 |
1.4433 |
1.4245 |
|
R3 |
1.4397 |
1.4342 |
1.4220 |
|
R2 |
1.4306 |
1.4306 |
1.4212 |
|
R1 |
1.4251 |
1.4251 |
1.4203 |
1.4233 |
PP |
1.4215 |
1.4215 |
1.4215 |
1.4207 |
S1 |
1.4160 |
1.4160 |
1.4187 |
1.4142 |
S2 |
1.4124 |
1.4124 |
1.4178 |
|
S3 |
1.4033 |
1.4069 |
1.4170 |
|
S4 |
1.3942 |
1.3978 |
1.4145 |
|
|
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 |
1.4658 |
2.618 |
1.4509 |
1.618 |
1.4418 |
1.000 |
1.4362 |
0.618 |
1.4327 |
HIGH |
1.4271 |
0.618 |
1.4236 |
0.500 |
1.4226 |
0.382 |
1.4215 |
LOW |
1.4180 |
0.618 |
1.4124 |
1.000 |
1.4089 |
1.618 |
1.4033 |
2.618 |
1.3942 |
4.250 |
1.3793 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4226 |
1.4187 |
PP |
1.4215 |
1.4179 |
S1 |
1.4205 |
1.4172 |
|