CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4000 |
1.4011 |
0.0011 |
0.1% |
1.3925 |
| High |
1.4010 |
1.4115 |
0.0105 |
0.7% |
1.4067 |
| Low |
1.3916 |
1.4011 |
0.0095 |
0.7% |
1.3844 |
| Close |
1.3935 |
1.4130 |
0.0195 |
1.4% |
1.3947 |
| Range |
0.0094 |
0.0104 |
0.0010 |
10.6% |
0.0223 |
| ATR |
0.0127 |
0.0131 |
0.0004 |
3.0% |
0.0000 |
| Volume |
141 |
341 |
200 |
141.8% |
2,508 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4397 |
1.4368 |
1.4187 |
|
| R3 |
1.4293 |
1.4264 |
1.4159 |
|
| R2 |
1.4189 |
1.4189 |
1.4149 |
|
| R1 |
1.4160 |
1.4160 |
1.4140 |
1.4175 |
| PP |
1.4085 |
1.4085 |
1.4085 |
1.4093 |
| S1 |
1.4056 |
1.4056 |
1.4120 |
1.4071 |
| S2 |
1.3981 |
1.3981 |
1.4111 |
|
| S3 |
1.3877 |
1.3952 |
1.4101 |
|
| S4 |
1.3773 |
1.3848 |
1.4073 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4622 |
1.4507 |
1.4070 |
|
| R3 |
1.4399 |
1.4284 |
1.4008 |
|
| R2 |
1.4176 |
1.4176 |
1.3988 |
|
| R1 |
1.4061 |
1.4061 |
1.3967 |
1.4119 |
| PP |
1.3953 |
1.3953 |
1.3953 |
1.3981 |
| S1 |
1.3838 |
1.3838 |
1.3927 |
1.3896 |
| S2 |
1.3730 |
1.3730 |
1.3906 |
|
| S3 |
1.3507 |
1.3615 |
1.3886 |
|
| S4 |
1.3284 |
1.3392 |
1.3824 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4557 |
|
2.618 |
1.4387 |
|
1.618 |
1.4283 |
|
1.000 |
1.4219 |
|
0.618 |
1.4179 |
|
HIGH |
1.4115 |
|
0.618 |
1.4075 |
|
0.500 |
1.4063 |
|
0.382 |
1.4051 |
|
LOW |
1.4011 |
|
0.618 |
1.3947 |
|
1.000 |
1.3907 |
|
1.618 |
1.3843 |
|
2.618 |
1.3739 |
|
4.250 |
1.3569 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4108 |
1.4090 |
| PP |
1.4085 |
1.4050 |
| S1 |
1.4063 |
1.4010 |
|