CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4422 |
1.4421 |
-0.0001 |
0.0% |
1.4176 |
| High |
1.4422 |
1.4447 |
0.0025 |
0.2% |
1.4283 |
| Low |
1.4376 |
1.4362 |
-0.0014 |
-0.1% |
1.4010 |
| Close |
1.4388 |
1.4429 |
0.0041 |
0.3% |
1.4254 |
| Range |
0.0046 |
0.0085 |
0.0039 |
84.8% |
0.0273 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
903 |
106 |
-797 |
-88.3% |
1,293 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4668 |
1.4633 |
1.4476 |
|
| R3 |
1.4583 |
1.4548 |
1.4452 |
|
| R2 |
1.4498 |
1.4498 |
1.4445 |
|
| R1 |
1.4463 |
1.4463 |
1.4437 |
1.4481 |
| PP |
1.4413 |
1.4413 |
1.4413 |
1.4421 |
| S1 |
1.4378 |
1.4378 |
1.4421 |
1.4396 |
| S2 |
1.4328 |
1.4328 |
1.4413 |
|
| S3 |
1.4243 |
1.4293 |
1.4406 |
|
| S4 |
1.4158 |
1.4208 |
1.4382 |
|
|
| 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 |
1.4808 |
|
2.618 |
1.4670 |
|
1.618 |
1.4585 |
|
1.000 |
1.4532 |
|
0.618 |
1.4500 |
|
HIGH |
1.4447 |
|
0.618 |
1.4415 |
|
0.500 |
1.4405 |
|
0.382 |
1.4394 |
|
LOW |
1.4362 |
|
0.618 |
1.4309 |
|
1.000 |
1.4277 |
|
1.618 |
1.4224 |
|
2.618 |
1.4139 |
|
4.250 |
1.4001 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4421 |
1.4397 |
| PP |
1.4413 |
1.4364 |
| S1 |
1.4405 |
1.4332 |
|