CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4155 |
1.4176 |
0.0021 |
0.1% |
1.4119 |
| High |
1.4247 |
1.4283 |
0.0036 |
0.3% |
1.4290 |
| Low |
1.4155 |
1.4176 |
0.0021 |
0.1% |
1.4119 |
| Close |
1.4216 |
1.4243 |
0.0027 |
0.2% |
1.4216 |
| Range |
0.0092 |
0.0107 |
0.0015 |
16.3% |
0.0171 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
294 |
82 |
-212 |
-72.1% |
592 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4555 |
1.4506 |
1.4302 |
|
| R3 |
1.4448 |
1.4399 |
1.4272 |
|
| R2 |
1.4341 |
1.4341 |
1.4263 |
|
| R1 |
1.4292 |
1.4292 |
1.4253 |
1.4317 |
| PP |
1.4234 |
1.4234 |
1.4234 |
1.4246 |
| S1 |
1.4185 |
1.4185 |
1.4233 |
1.4210 |
| S2 |
1.4127 |
1.4127 |
1.4223 |
|
| S3 |
1.4020 |
1.4078 |
1.4214 |
|
| S4 |
1.3913 |
1.3971 |
1.4184 |
|
|
| 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 |
1.4738 |
|
2.618 |
1.4563 |
|
1.618 |
1.4456 |
|
1.000 |
1.4390 |
|
0.618 |
1.4349 |
|
HIGH |
1.4283 |
|
0.618 |
1.4242 |
|
0.500 |
1.4230 |
|
0.382 |
1.4217 |
|
LOW |
1.4176 |
|
0.618 |
1.4110 |
|
1.000 |
1.4069 |
|
1.618 |
1.4003 |
|
2.618 |
1.3896 |
|
4.250 |
1.3721 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4239 |
1.4233 |
| PP |
1.4234 |
1.4223 |
| S1 |
1.4230 |
1.4213 |
|