CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 1.3966 1.3916 -0.0050 -0.4% 1.3808
High 1.3989 1.3990 0.0001 0.0% 1.3990
Low 1.3903 1.3916 0.0013 0.1% 1.3753
Close 1.3891 1.3947 0.0056 0.4% 1.3947
Range 0.0086 0.0074 -0.0012 -14.0% 0.0237
ATR 0.0128 0.0126 -0.0002 -1.6% 0.0000
Volume 66 56 -10 -15.2% 235
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4173 1.4134 1.3988
R3 1.4099 1.4060 1.3967
R2 1.4025 1.4025 1.3961
R1 1.3986 1.3986 1.3954 1.4006
PP 1.3951 1.3951 1.3951 1.3961
S1 1.3912 1.3912 1.3940 1.3932
S2 1.3877 1.3877 1.3933
S3 1.3803 1.3838 1.3927
S4 1.3729 1.3764 1.3906
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4608 1.4514 1.4077
R3 1.4371 1.4277 1.4012
R2 1.4134 1.4134 1.3990
R1 1.4040 1.4040 1.3969 1.4087
PP 1.3897 1.3897 1.3897 1.3920
S1 1.3803 1.3803 1.3925 1.3850
S2 1.3660 1.3660 1.3904
S3 1.3423 1.3566 1.3882
S4 1.3186 1.3329 1.3817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3990 1.3753 0.0237 1.7% 0.0107 0.8% 82% True False 47
10 1.4160 1.3753 0.0407 2.9% 0.0105 0.7% 48% False False 26
20 1.4282 1.3753 0.0529 3.8% 0.0094 0.7% 37% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4305
2.618 1.4184
1.618 1.4110
1.000 1.4064
0.618 1.4036
HIGH 1.3990
0.618 1.3962
0.500 1.3953
0.382 1.3944
LOW 1.3916
0.618 1.3870
1.000 1.3842
1.618 1.3796
2.618 1.3722
4.250 1.3602
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 1.3953 1.3931
PP 1.3951 1.3914
S1 1.3949 1.3898

These figures are updated between 7pm and 10pm EST after a trading day.

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