CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.4209 |
1.4155 |
-0.0054 |
-0.4% |
1.4119 |
High |
1.4290 |
1.4247 |
-0.0043 |
-0.3% |
1.4290 |
Low |
1.4135 |
1.4155 |
0.0020 |
0.1% |
1.4119 |
Close |
1.4204 |
1.4216 |
0.0012 |
0.1% |
1.4216 |
Range |
0.0155 |
0.0092 |
-0.0063 |
-40.6% |
0.0171 |
ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
67 |
294 |
227 |
338.8% |
592 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4482 |
1.4441 |
1.4267 |
|
R3 |
1.4390 |
1.4349 |
1.4241 |
|
R2 |
1.4298 |
1.4298 |
1.4233 |
|
R1 |
1.4257 |
1.4257 |
1.4224 |
1.4278 |
PP |
1.4206 |
1.4206 |
1.4206 |
1.4216 |
S1 |
1.4165 |
1.4165 |
1.4208 |
1.4186 |
S2 |
1.4114 |
1.4114 |
1.4199 |
|
S3 |
1.4022 |
1.4073 |
1.4191 |
|
S4 |
1.3930 |
1.3981 |
1.4165 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4721 |
1.4640 |
1.4310 |
|
R3 |
1.4550 |
1.4469 |
1.4263 |
|
R2 |
1.4379 |
1.4379 |
1.4247 |
|
R1 |
1.4298 |
1.4298 |
1.4232 |
1.4339 |
PP |
1.4208 |
1.4208 |
1.4208 |
1.4229 |
S1 |
1.4127 |
1.4127 |
1.4200 |
1.4168 |
S2 |
1.4037 |
1.4037 |
1.4185 |
|
S3 |
1.3866 |
1.3956 |
1.4169 |
|
S4 |
1.3695 |
1.3785 |
1.4122 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4638 |
2.618 |
1.4488 |
1.618 |
1.4396 |
1.000 |
1.4339 |
0.618 |
1.4304 |
HIGH |
1.4247 |
0.618 |
1.4212 |
0.500 |
1.4201 |
0.382 |
1.4190 |
LOW |
1.4155 |
0.618 |
1.4098 |
1.000 |
1.4063 |
1.618 |
1.4006 |
2.618 |
1.3914 |
4.250 |
1.3764 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4211 |
1.4215 |
PP |
1.4206 |
1.4214 |
S1 |
1.4201 |
1.4213 |
|