CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4176 |
1.4271 |
0.0095 |
0.7% |
1.4119 |
| High |
1.4283 |
1.4278 |
-0.0005 |
0.0% |
1.4290 |
| Low |
1.4176 |
1.4139 |
-0.0037 |
-0.3% |
1.4119 |
| Close |
1.4243 |
1.4176 |
-0.0067 |
-0.5% |
1.4216 |
| Range |
0.0107 |
0.0139 |
0.0032 |
29.9% |
0.0171 |
| ATR |
0.0118 |
0.0120 |
0.0001 |
1.2% |
0.0000 |
| Volume |
82 |
72 |
-10 |
-12.2% |
592 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4615 |
1.4534 |
1.4252 |
|
| R3 |
1.4476 |
1.4395 |
1.4214 |
|
| R2 |
1.4337 |
1.4337 |
1.4201 |
|
| R1 |
1.4256 |
1.4256 |
1.4189 |
1.4227 |
| PP |
1.4198 |
1.4198 |
1.4198 |
1.4183 |
| S1 |
1.4117 |
1.4117 |
1.4163 |
1.4088 |
| S2 |
1.4059 |
1.4059 |
1.4151 |
|
| S3 |
1.3920 |
1.3978 |
1.4138 |
|
| S4 |
1.3781 |
1.3839 |
1.4100 |
|
|
| 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 |
1.4869 |
|
2.618 |
1.4642 |
|
1.618 |
1.4503 |
|
1.000 |
1.4417 |
|
0.618 |
1.4364 |
|
HIGH |
1.4278 |
|
0.618 |
1.4225 |
|
0.500 |
1.4209 |
|
0.382 |
1.4192 |
|
LOW |
1.4139 |
|
0.618 |
1.4053 |
|
1.000 |
1.4000 |
|
1.618 |
1.3914 |
|
2.618 |
1.3775 |
|
4.250 |
1.3548 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4209 |
1.4211 |
| PP |
1.4198 |
1.4199 |
| S1 |
1.4187 |
1.4188 |
|