CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1.4421 |
1.4402 |
-0.0019 |
-0.1% |
1.4176 |
High |
1.4447 |
1.4416 |
-0.0031 |
-0.2% |
1.4283 |
Low |
1.4362 |
1.4334 |
-0.0028 |
-0.2% |
1.4010 |
Close |
1.4429 |
1.4343 |
-0.0086 |
-0.6% |
1.4254 |
Range |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0273 |
ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
106 |
179 |
73 |
68.9% |
1,293 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4610 |
1.4559 |
1.4388 |
|
R3 |
1.4528 |
1.4477 |
1.4366 |
|
R2 |
1.4446 |
1.4446 |
1.4358 |
|
R1 |
1.4395 |
1.4395 |
1.4351 |
1.4380 |
PP |
1.4364 |
1.4364 |
1.4364 |
1.4357 |
S1 |
1.4313 |
1.4313 |
1.4335 |
1.4298 |
S2 |
1.4282 |
1.4282 |
1.4328 |
|
S3 |
1.4200 |
1.4231 |
1.4320 |
|
S4 |
1.4118 |
1.4149 |
1.4298 |
|
|
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 |
1.4765 |
2.618 |
1.4631 |
1.618 |
1.4549 |
1.000 |
1.4498 |
0.618 |
1.4467 |
HIGH |
1.4416 |
0.618 |
1.4385 |
0.500 |
1.4375 |
0.382 |
1.4365 |
LOW |
1.4334 |
0.618 |
1.4283 |
1.000 |
1.4252 |
1.618 |
1.4201 |
2.618 |
1.4119 |
4.250 |
1.3986 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4375 |
1.4391 |
PP |
1.4364 |
1.4375 |
S1 |
1.4354 |
1.4359 |
|