CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1.4188 |
1.4054 |
-0.0134 |
-0.9% |
1.4119 |
High |
1.4193 |
1.4089 |
-0.0104 |
-0.7% |
1.4290 |
Low |
1.4010 |
1.4020 |
0.0010 |
0.1% |
1.4119 |
Close |
1.4007 |
1.4077 |
0.0070 |
0.5% |
1.4216 |
Range |
0.0183 |
0.0069 |
-0.0114 |
-62.3% |
0.0171 |
ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.4% |
0.0000 |
Volume |
81 |
431 |
350 |
432.1% |
592 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4269 |
1.4242 |
1.4115 |
|
R3 |
1.4200 |
1.4173 |
1.4096 |
|
R2 |
1.4131 |
1.4131 |
1.4090 |
|
R1 |
1.4104 |
1.4104 |
1.4083 |
1.4118 |
PP |
1.4062 |
1.4062 |
1.4062 |
1.4069 |
S1 |
1.4035 |
1.4035 |
1.4071 |
1.4049 |
S2 |
1.3993 |
1.3993 |
1.4064 |
|
S3 |
1.3924 |
1.3966 |
1.4058 |
|
S4 |
1.3855 |
1.3897 |
1.4039 |
|
|
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 |
1.4382 |
2.618 |
1.4270 |
1.618 |
1.4201 |
1.000 |
1.4158 |
0.618 |
1.4132 |
HIGH |
1.4089 |
0.618 |
1.4063 |
0.500 |
1.4055 |
0.382 |
1.4046 |
LOW |
1.4020 |
0.618 |
1.3977 |
1.000 |
1.3951 |
1.618 |
1.3908 |
2.618 |
1.3839 |
4.250 |
1.3727 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4070 |
1.4144 |
PP |
1.4062 |
1.4122 |
S1 |
1.4055 |
1.4099 |
|