CME Euro FX (E) Future December 2009
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1.4178 |
1.4145 |
-0.0033 |
-0.2% |
1.4249 |
High |
1.4209 |
1.4180 |
-0.0029 |
-0.2% |
1.4447 |
Low |
1.4109 |
1.4110 |
0.0001 |
0.0% |
1.4161 |
Close |
1.4131 |
1.4147 |
0.0016 |
0.1% |
1.4172 |
Range |
0.0100 |
0.0070 |
-0.0030 |
-30.0% |
0.0286 |
ATR |
0.0129 |
0.0124 |
-0.0004 |
-3.3% |
0.0000 |
Volume |
695 |
188 |
-507 |
-72.9% |
4,969 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4356 |
1.4321 |
1.4186 |
|
R3 |
1.4286 |
1.4251 |
1.4166 |
|
R2 |
1.4216 |
1.4216 |
1.4160 |
|
R1 |
1.4181 |
1.4181 |
1.4153 |
1.4199 |
PP |
1.4146 |
1.4146 |
1.4146 |
1.4154 |
S1 |
1.4111 |
1.4111 |
1.4141 |
1.4129 |
S2 |
1.4076 |
1.4076 |
1.4134 |
|
S3 |
1.4006 |
1.4041 |
1.4128 |
|
S4 |
1.3936 |
1.3971 |
1.4109 |
|
|
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 |
1.4478 |
2.618 |
1.4363 |
1.618 |
1.4293 |
1.000 |
1.4250 |
0.618 |
1.4223 |
HIGH |
1.4180 |
0.618 |
1.4153 |
0.500 |
1.4145 |
0.382 |
1.4137 |
LOW |
1.4110 |
0.618 |
1.4067 |
1.000 |
1.4040 |
1.618 |
1.3997 |
2.618 |
1.3927 |
4.250 |
1.3813 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4146 |
1.4259 |
PP |
1.4146 |
1.4221 |
S1 |
1.4145 |
1.4184 |
|