CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4145 |
1.4127 |
-0.0018 |
-0.1% |
1.4249 |
| High |
1.4180 |
1.4239 |
0.0059 |
0.4% |
1.4447 |
| Low |
1.4110 |
1.4090 |
-0.0020 |
-0.1% |
1.4161 |
| Close |
1.4147 |
1.4213 |
0.0066 |
0.5% |
1.4172 |
| Range |
0.0070 |
0.0149 |
0.0079 |
112.9% |
0.0286 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.4% |
0.0000 |
| Volume |
188 |
269 |
81 |
43.1% |
4,969 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4628 |
1.4569 |
1.4295 |
|
| R3 |
1.4479 |
1.4420 |
1.4254 |
|
| R2 |
1.4330 |
1.4330 |
1.4240 |
|
| R1 |
1.4271 |
1.4271 |
1.4227 |
1.4301 |
| PP |
1.4181 |
1.4181 |
1.4181 |
1.4195 |
| S1 |
1.4122 |
1.4122 |
1.4199 |
1.4152 |
| S2 |
1.4032 |
1.4032 |
1.4186 |
|
| S3 |
1.3883 |
1.3973 |
1.4172 |
|
| S4 |
1.3734 |
1.3824 |
1.4131 |
|
|
| 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 |
1.4872 |
|
2.618 |
1.4629 |
|
1.618 |
1.4480 |
|
1.000 |
1.4388 |
|
0.618 |
1.4331 |
|
HIGH |
1.4239 |
|
0.618 |
1.4182 |
|
0.500 |
1.4165 |
|
0.382 |
1.4147 |
|
LOW |
1.4090 |
|
0.618 |
1.3998 |
|
1.000 |
1.3941 |
|
1.618 |
1.3849 |
|
2.618 |
1.3700 |
|
4.250 |
1.3457 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4197 |
1.4197 |
| PP |
1.4181 |
1.4181 |
| S1 |
1.4165 |
1.4165 |
|