CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.4200 |
1.4197 |
-0.0003 |
0.0% |
1.3963 |
High |
1.4271 |
1.4240 |
-0.0031 |
-0.2% |
1.4155 |
Low |
1.4180 |
1.4160 |
-0.0020 |
-0.1% |
1.3904 |
Close |
1.4195 |
1.4227 |
0.0032 |
0.2% |
1.4139 |
Range |
0.0091 |
0.0080 |
-0.0011 |
-12.1% |
0.0251 |
ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.4% |
0.0000 |
Volume |
103 |
69 |
-34 |
-33.0% |
790 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4449 |
1.4418 |
1.4271 |
|
R3 |
1.4369 |
1.4338 |
1.4249 |
|
R2 |
1.4289 |
1.4289 |
1.4242 |
|
R1 |
1.4258 |
1.4258 |
1.4234 |
1.4274 |
PP |
1.4209 |
1.4209 |
1.4209 |
1.4217 |
S1 |
1.4178 |
1.4178 |
1.4220 |
1.4194 |
S2 |
1.4129 |
1.4129 |
1.4212 |
|
S3 |
1.4049 |
1.4098 |
1.4205 |
|
S4 |
1.3969 |
1.4018 |
1.4183 |
|
|
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 |
1.4580 |
2.618 |
1.4449 |
1.618 |
1.4369 |
1.000 |
1.4320 |
0.618 |
1.4289 |
HIGH |
1.4240 |
0.618 |
1.4209 |
0.500 |
1.4200 |
0.382 |
1.4191 |
LOW |
1.4160 |
0.618 |
1.4111 |
1.000 |
1.4080 |
1.618 |
1.4031 |
2.618 |
1.3951 |
4.250 |
1.3820 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4218 |
1.4216 |
PP |
1.4209 |
1.4206 |
S1 |
1.4200 |
1.4195 |
|