CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4402 |
1.4357 |
-0.0045 |
-0.3% |
1.4249 |
| High |
1.4416 |
1.4408 |
-0.0008 |
-0.1% |
1.4447 |
| Low |
1.4334 |
1.4161 |
-0.0173 |
-1.2% |
1.4161 |
| Close |
1.4343 |
1.4172 |
-0.0171 |
-1.2% |
1.4172 |
| Range |
0.0082 |
0.0247 |
0.0165 |
201.2% |
0.0286 |
| ATR |
0.0122 |
0.0131 |
0.0009 |
7.3% |
0.0000 |
| Volume |
179 |
201 |
22 |
12.3% |
4,969 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4988 |
1.4827 |
1.4308 |
|
| R3 |
1.4741 |
1.4580 |
1.4240 |
|
| R2 |
1.4494 |
1.4494 |
1.4217 |
|
| R1 |
1.4333 |
1.4333 |
1.4195 |
1.4290 |
| PP |
1.4247 |
1.4247 |
1.4247 |
1.4226 |
| S1 |
1.4086 |
1.4086 |
1.4149 |
1.4043 |
| S2 |
1.4000 |
1.4000 |
1.4127 |
|
| S3 |
1.3753 |
1.3839 |
1.4104 |
|
| S4 |
1.3506 |
1.3592 |
1.4036 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5118 |
1.4931 |
1.4329 |
|
| R3 |
1.4832 |
1.4645 |
1.4251 |
|
| R2 |
1.4546 |
1.4546 |
1.4224 |
|
| R1 |
1.4359 |
1.4359 |
1.4198 |
1.4310 |
| PP |
1.4260 |
1.4260 |
1.4260 |
1.4235 |
| S1 |
1.4073 |
1.4073 |
1.4146 |
1.4024 |
| S2 |
1.3974 |
1.3974 |
1.4120 |
|
| S3 |
1.3688 |
1.3787 |
1.4093 |
|
| S4 |
1.3402 |
1.3501 |
1.4015 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5458 |
|
2.618 |
1.5055 |
|
1.618 |
1.4808 |
|
1.000 |
1.4655 |
|
0.618 |
1.4561 |
|
HIGH |
1.4408 |
|
0.618 |
1.4314 |
|
0.500 |
1.4285 |
|
0.382 |
1.4255 |
|
LOW |
1.4161 |
|
0.618 |
1.4008 |
|
1.000 |
1.3914 |
|
1.618 |
1.3761 |
|
2.618 |
1.3514 |
|
4.250 |
1.3111 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4285 |
1.4304 |
| PP |
1.4247 |
1.4260 |
| S1 |
1.4210 |
1.4216 |
|