CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3968 |
1.3917 |
-0.0051 |
-0.4% |
1.4020 |
| High |
1.4040 |
1.3921 |
-0.0119 |
-0.8% |
1.4178 |
| Low |
1.3910 |
1.3844 |
-0.0066 |
-0.5% |
1.3955 |
| Close |
1.3925 |
1.3848 |
-0.0077 |
-0.6% |
1.4021 |
| Range |
0.0130 |
0.0077 |
-0.0053 |
-40.8% |
0.0223 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
1,075 |
720 |
-355 |
-33.0% |
1,009 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4102 |
1.4052 |
1.3890 |
|
| R3 |
1.4025 |
1.3975 |
1.3869 |
|
| R2 |
1.3948 |
1.3948 |
1.3862 |
|
| R1 |
1.3898 |
1.3898 |
1.3855 |
1.3885 |
| PP |
1.3871 |
1.3871 |
1.3871 |
1.3864 |
| S1 |
1.3821 |
1.3821 |
1.3841 |
1.3808 |
| S2 |
1.3794 |
1.3794 |
1.3834 |
|
| S3 |
1.3717 |
1.3744 |
1.3827 |
|
| S4 |
1.3640 |
1.3667 |
1.3806 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4720 |
1.4594 |
1.4144 |
|
| R3 |
1.4497 |
1.4371 |
1.4082 |
|
| R2 |
1.4274 |
1.4274 |
1.4062 |
|
| R1 |
1.4148 |
1.4148 |
1.4041 |
1.4211 |
| PP |
1.4051 |
1.4051 |
1.4051 |
1.4083 |
| S1 |
1.3925 |
1.3925 |
1.4001 |
1.3988 |
| S2 |
1.3828 |
1.3828 |
1.3980 |
|
| S3 |
1.3605 |
1.3702 |
1.3960 |
|
| S4 |
1.3382 |
1.3479 |
1.3898 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4248 |
|
2.618 |
1.4123 |
|
1.618 |
1.4046 |
|
1.000 |
1.3998 |
|
0.618 |
1.3969 |
|
HIGH |
1.3921 |
|
0.618 |
1.3892 |
|
0.500 |
1.3883 |
|
0.382 |
1.3873 |
|
LOW |
1.3844 |
|
0.618 |
1.3796 |
|
1.000 |
1.3767 |
|
1.618 |
1.3719 |
|
2.618 |
1.3642 |
|
4.250 |
1.3517 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3883 |
1.3942 |
| PP |
1.3871 |
1.3911 |
| S1 |
1.3860 |
1.3879 |
|