CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4197 |
1.4209 |
0.0012 |
0.1% |
1.3963 |
| High |
1.4240 |
1.4290 |
0.0050 |
0.4% |
1.4155 |
| Low |
1.4160 |
1.4135 |
-0.0025 |
-0.2% |
1.3904 |
| Close |
1.4227 |
1.4204 |
-0.0023 |
-0.2% |
1.4139 |
| Range |
0.0080 |
0.0155 |
0.0075 |
93.8% |
0.0251 |
| ATR |
0.0119 |
0.0121 |
0.0003 |
2.2% |
0.0000 |
| Volume |
69 |
67 |
-2 |
-2.9% |
790 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4675 |
1.4594 |
1.4289 |
|
| R3 |
1.4520 |
1.4439 |
1.4247 |
|
| R2 |
1.4365 |
1.4365 |
1.4232 |
|
| R1 |
1.4284 |
1.4284 |
1.4218 |
1.4247 |
| PP |
1.4210 |
1.4210 |
1.4210 |
1.4191 |
| S1 |
1.4129 |
1.4129 |
1.4190 |
1.4092 |
| S2 |
1.4055 |
1.4055 |
1.4176 |
|
| S3 |
1.3900 |
1.3974 |
1.4161 |
|
| S4 |
1.3745 |
1.3819 |
1.4119 |
|
|
| 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 |
1.4949 |
|
2.618 |
1.4696 |
|
1.618 |
1.4541 |
|
1.000 |
1.4445 |
|
0.618 |
1.4386 |
|
HIGH |
1.4290 |
|
0.618 |
1.4231 |
|
0.500 |
1.4213 |
|
0.382 |
1.4194 |
|
LOW |
1.4135 |
|
0.618 |
1.4039 |
|
1.000 |
1.3980 |
|
1.618 |
1.3884 |
|
2.618 |
1.3729 |
|
4.250 |
1.3476 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4213 |
1.4213 |
| PP |
1.4210 |
1.4210 |
| S1 |
1.4207 |
1.4207 |
|