CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1.4357 |
1.4178 |
-0.0179 |
-1.2% |
1.4249 |
High |
1.4408 |
1.4209 |
-0.0199 |
-1.4% |
1.4447 |
Low |
1.4161 |
1.4109 |
-0.0052 |
-0.4% |
1.4161 |
Close |
1.4172 |
1.4131 |
-0.0041 |
-0.3% |
1.4172 |
Range |
0.0247 |
0.0100 |
-0.0147 |
-59.5% |
0.0286 |
ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
201 |
695 |
494 |
245.8% |
4,969 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4450 |
1.4390 |
1.4186 |
|
R3 |
1.4350 |
1.4290 |
1.4159 |
|
R2 |
1.4250 |
1.4250 |
1.4149 |
|
R1 |
1.4190 |
1.4190 |
1.4140 |
1.4170 |
PP |
1.4150 |
1.4150 |
1.4150 |
1.4140 |
S1 |
1.4090 |
1.4090 |
1.4122 |
1.4070 |
S2 |
1.4050 |
1.4050 |
1.4113 |
|
S3 |
1.3950 |
1.3990 |
1.4104 |
|
S4 |
1.3850 |
1.3890 |
1.4076 |
|
|
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 |
1.4634 |
2.618 |
1.4471 |
1.618 |
1.4371 |
1.000 |
1.4309 |
0.618 |
1.4271 |
HIGH |
1.4209 |
0.618 |
1.4171 |
0.500 |
1.4159 |
0.382 |
1.4147 |
LOW |
1.4109 |
0.618 |
1.4047 |
1.000 |
1.4009 |
1.618 |
1.3947 |
2.618 |
1.3847 |
4.250 |
1.3684 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4159 |
1.4263 |
PP |
1.4150 |
1.4219 |
S1 |
1.4140 |
1.4175 |
|