CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4087 |
1.4135 |
0.0048 |
0.3% |
1.3860 |
| High |
1.4178 |
1.4140 |
-0.0038 |
-0.3% |
1.4130 |
| Low |
1.4087 |
1.3990 |
-0.0097 |
-0.7% |
1.3822 |
| Close |
1.4144 |
1.4021 |
-0.0123 |
-0.9% |
1.4072 |
| Range |
0.0091 |
0.0150 |
0.0059 |
64.8% |
0.0308 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.2% |
0.0000 |
| Volume |
78 |
51 |
-27 |
-34.6% |
752 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4500 |
1.4411 |
1.4104 |
|
| R3 |
1.4350 |
1.4261 |
1.4062 |
|
| R2 |
1.4200 |
1.4200 |
1.4049 |
|
| R1 |
1.4111 |
1.4111 |
1.4035 |
1.4081 |
| PP |
1.4050 |
1.4050 |
1.4050 |
1.4035 |
| S1 |
1.3961 |
1.3961 |
1.4007 |
1.3931 |
| S2 |
1.3900 |
1.3900 |
1.3994 |
|
| S3 |
1.3750 |
1.3811 |
1.3980 |
|
| S4 |
1.3600 |
1.3661 |
1.3939 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4932 |
1.4810 |
1.4241 |
|
| R3 |
1.4624 |
1.4502 |
1.4157 |
|
| R2 |
1.4316 |
1.4316 |
1.4128 |
|
| R1 |
1.4194 |
1.4194 |
1.4100 |
1.4255 |
| PP |
1.4008 |
1.4008 |
1.4008 |
1.4039 |
| S1 |
1.3886 |
1.3886 |
1.4044 |
1.3947 |
| S2 |
1.3700 |
1.3700 |
1.4016 |
|
| S3 |
1.3392 |
1.3578 |
1.3987 |
|
| S4 |
1.3084 |
1.3270 |
1.3903 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4778 |
|
2.618 |
1.4533 |
|
1.618 |
1.4383 |
|
1.000 |
1.4290 |
|
0.618 |
1.4233 |
|
HIGH |
1.4140 |
|
0.618 |
1.4083 |
|
0.500 |
1.4065 |
|
0.382 |
1.4047 |
|
LOW |
1.3990 |
|
0.618 |
1.3897 |
|
1.000 |
1.3840 |
|
1.618 |
1.3747 |
|
2.618 |
1.3597 |
|
4.250 |
1.3353 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4065 |
1.4084 |
| PP |
1.4050 |
1.4063 |
| S1 |
1.4036 |
1.4042 |
|