deoxy and oxy-
and proximal (F8) and distal  (E7) His residues

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I. Introduction

Heme consists of tetrapyrole ring structure (protophorphorin IX) with a Fe2+ ion bound in the center, coordinated to the nitrogens of the pyrole rings.

The first structure that appears on your screen shows dioxygen bound to the iron in the heme. Notice the Fe2+ is in the heme plane.

The proximal His (F8) and distal His (E7) from myoglobin or hemoglobin are also shown.  F8  provides the 5th coordinating ligand to the iron ion.  

For more information see Biochemistry Online: Chapter 5C - Model Binding Systems

II. General Structure

O2-heme ball/stick drawing
looking along heme plane

The geometry around the iron ion is octahedral 

O2-heme drawing facing heme plane

Click on the second structure which shows deoxyheme. The iron ion is out of the heme plane, having square planar geometry. 

Deoxyheme Heme

Notice the square pyramidal geometry around the iron ion.