CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4249 |
1.4422 |
0.0173 |
1.2% |
1.4176 |
| High |
1.4434 |
1.4422 |
-0.0012 |
-0.1% |
1.4283 |
| Low |
1.4217 |
1.4376 |
0.0159 |
1.1% |
1.4010 |
| Close |
1.4409 |
1.4388 |
-0.0021 |
-0.1% |
1.4254 |
| Range |
0.0217 |
0.0046 |
-0.0171 |
-78.8% |
0.0273 |
| ATR |
0.0133 |
0.0127 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
3,580 |
903 |
-2,677 |
-74.8% |
1,293 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4533 |
1.4507 |
1.4413 |
|
| R3 |
1.4487 |
1.4461 |
1.4401 |
|
| R2 |
1.4441 |
1.4441 |
1.4396 |
|
| R1 |
1.4415 |
1.4415 |
1.4392 |
1.4405 |
| PP |
1.4395 |
1.4395 |
1.4395 |
1.4391 |
| S1 |
1.4369 |
1.4369 |
1.4384 |
1.4359 |
| S2 |
1.4349 |
1.4349 |
1.4380 |
|
| S3 |
1.4303 |
1.4323 |
1.4375 |
|
| S4 |
1.4257 |
1.4277 |
1.4363 |
|
|
| 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 |
1.4618 |
|
2.618 |
1.4542 |
|
1.618 |
1.4496 |
|
1.000 |
1.4468 |
|
0.618 |
1.4450 |
|
HIGH |
1.4422 |
|
0.618 |
1.4404 |
|
0.500 |
1.4399 |
|
0.382 |
1.4394 |
|
LOW |
1.4376 |
|
0.618 |
1.4348 |
|
1.000 |
1.4330 |
|
1.618 |
1.4302 |
|
2.618 |
1.4256 |
|
4.250 |
1.4181 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4399 |
1.4345 |
| PP |
1.4395 |
1.4301 |
| S1 |
1.4392 |
1.4258 |
|