CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4054 |
1.4082 |
0.0028 |
0.2% |
1.4176 |
| High |
1.4089 |
1.4276 |
0.0187 |
1.3% |
1.4283 |
| Low |
1.4020 |
1.4082 |
0.0062 |
0.4% |
1.4010 |
| Close |
1.4077 |
1.4254 |
0.0177 |
1.3% |
1.4254 |
| Range |
0.0069 |
0.0194 |
0.0125 |
181.2% |
0.0273 |
| ATR |
0.0121 |
0.0127 |
0.0006 |
4.6% |
0.0000 |
| Volume |
431 |
627 |
196 |
45.5% |
1,293 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4786 |
1.4714 |
1.4361 |
|
| R3 |
1.4592 |
1.4520 |
1.4307 |
|
| R2 |
1.4398 |
1.4398 |
1.4290 |
|
| R1 |
1.4326 |
1.4326 |
1.4272 |
1.4362 |
| PP |
1.4204 |
1.4204 |
1.4204 |
1.4222 |
| S1 |
1.4132 |
1.4132 |
1.4236 |
1.4168 |
| S2 |
1.4010 |
1.4010 |
1.4218 |
|
| S3 |
1.3816 |
1.3938 |
1.4201 |
|
| S4 |
1.3622 |
1.3744 |
1.4147 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5001 |
1.4901 |
1.4404 |
|
| R3 |
1.4728 |
1.4628 |
1.4329 |
|
| R2 |
1.4455 |
1.4455 |
1.4304 |
|
| R1 |
1.4355 |
1.4355 |
1.4279 |
1.4405 |
| PP |
1.4182 |
1.4182 |
1.4182 |
1.4208 |
| S1 |
1.4082 |
1.4082 |
1.4229 |
1.4132 |
| S2 |
1.3909 |
1.3909 |
1.4204 |
|
| S3 |
1.3636 |
1.3809 |
1.4179 |
|
| S4 |
1.3363 |
1.3536 |
1.4104 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5101 |
|
2.618 |
1.4784 |
|
1.618 |
1.4590 |
|
1.000 |
1.4470 |
|
0.618 |
1.4396 |
|
HIGH |
1.4276 |
|
0.618 |
1.4202 |
|
0.500 |
1.4179 |
|
0.382 |
1.4156 |
|
LOW |
1.4082 |
|
0.618 |
1.3962 |
|
1.000 |
1.3888 |
|
1.618 |
1.3768 |
|
2.618 |
1.3574 |
|
4.250 |
1.3258 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4229 |
1.4217 |
| PP |
1.4204 |
1.4180 |
| S1 |
1.4179 |
1.4143 |
|