CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4082 |
1.4249 |
0.0167 |
1.2% |
1.4176 |
| High |
1.4276 |
1.4434 |
0.0158 |
1.1% |
1.4283 |
| Low |
1.4082 |
1.4217 |
0.0135 |
1.0% |
1.4010 |
| Close |
1.4254 |
1.4409 |
0.0155 |
1.1% |
1.4254 |
| Range |
0.0194 |
0.0217 |
0.0023 |
11.9% |
0.0273 |
| ATR |
0.0127 |
0.0133 |
0.0006 |
5.1% |
0.0000 |
| Volume |
627 |
3,580 |
2,953 |
471.0% |
1,293 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5004 |
1.4924 |
1.4528 |
|
| R3 |
1.4787 |
1.4707 |
1.4469 |
|
| R2 |
1.4570 |
1.4570 |
1.4449 |
|
| R1 |
1.4490 |
1.4490 |
1.4429 |
1.4530 |
| PP |
1.4353 |
1.4353 |
1.4353 |
1.4374 |
| S1 |
1.4273 |
1.4273 |
1.4389 |
1.4313 |
| S2 |
1.4136 |
1.4136 |
1.4369 |
|
| S3 |
1.3919 |
1.4056 |
1.4349 |
|
| S4 |
1.3702 |
1.3839 |
1.4290 |
|
|
| 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 |
1.5356 |
|
2.618 |
1.5002 |
|
1.618 |
1.4785 |
|
1.000 |
1.4651 |
|
0.618 |
1.4568 |
|
HIGH |
1.4434 |
|
0.618 |
1.4351 |
|
0.500 |
1.4326 |
|
0.382 |
1.4300 |
|
LOW |
1.4217 |
|
0.618 |
1.4083 |
|
1.000 |
1.4000 |
|
1.618 |
1.3866 |
|
2.618 |
1.3649 |
|
4.250 |
1.3295 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4381 |
1.4348 |
| PP |
1.4353 |
1.4288 |
| S1 |
1.4326 |
1.4227 |
|