CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4271 |
1.4188 |
-0.0083 |
-0.6% |
1.4119 |
| High |
1.4278 |
1.4193 |
-0.0085 |
-0.6% |
1.4290 |
| Low |
1.4139 |
1.4010 |
-0.0129 |
-0.9% |
1.4119 |
| Close |
1.4176 |
1.4007 |
-0.0169 |
-1.2% |
1.4216 |
| Range |
0.0139 |
0.0183 |
0.0044 |
31.7% |
0.0171 |
| ATR |
0.0120 |
0.0124 |
0.0005 |
3.8% |
0.0000 |
| Volume |
72 |
81 |
9 |
12.5% |
592 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4619 |
1.4496 |
1.4108 |
|
| R3 |
1.4436 |
1.4313 |
1.4057 |
|
| R2 |
1.4253 |
1.4253 |
1.4041 |
|
| R1 |
1.4130 |
1.4130 |
1.4024 |
1.4100 |
| PP |
1.4070 |
1.4070 |
1.4070 |
1.4055 |
| S1 |
1.3947 |
1.3947 |
1.3990 |
1.3917 |
| S2 |
1.3887 |
1.3887 |
1.3973 |
|
| S3 |
1.3704 |
1.3764 |
1.3957 |
|
| S4 |
1.3521 |
1.3581 |
1.3906 |
|
|
| 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 |
1.4971 |
|
2.618 |
1.4672 |
|
1.618 |
1.4489 |
|
1.000 |
1.4376 |
|
0.618 |
1.4306 |
|
HIGH |
1.4193 |
|
0.618 |
1.4123 |
|
0.500 |
1.4102 |
|
0.382 |
1.4080 |
|
LOW |
1.4010 |
|
0.618 |
1.3897 |
|
1.000 |
1.3827 |
|
1.618 |
1.3714 |
|
2.618 |
1.3531 |
|
4.250 |
1.3232 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4102 |
1.4147 |
| PP |
1.4070 |
1.4100 |
| S1 |
1.4039 |
1.4054 |
|