CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 1.4031 1.4020 -0.0011 -0.1% 1.3860
High 1.4099 1.4080 -0.0019 -0.1% 1.4130
Low 1.4020 1.3994 -0.0026 -0.2% 1.3822
Close 1.4072 1.4078 0.0006 0.0% 1.4072
Range 0.0079 0.0086 0.0007 8.9% 0.0308
ATR 0.0134 0.0131 -0.0003 -2.6% 0.0000
Volume 269 663 394 146.5% 752
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4309 1.4279 1.4125
R3 1.4223 1.4193 1.4102
R2 1.4137 1.4137 1.4094
R1 1.4107 1.4107 1.4086 1.4122
PP 1.4051 1.4051 1.4051 1.4058
S1 1.4021 1.4021 1.4070 1.4036
S2 1.3965 1.3965 1.4062
S3 1.3879 1.3935 1.4054
S4 1.3793 1.3849 1.4031
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4130 1.3903 0.0227 1.6% 0.0122 0.9% 77% False False 280
10 1.4130 1.3753 0.0377 2.7% 0.0113 0.8% 86% False False 162
20 1.4282 1.3753 0.0529 3.8% 0.0107 0.8% 61% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4446
2.618 1.4305
1.618 1.4219
1.000 1.4166
0.618 1.4133
HIGH 1.4080
0.618 1.4047
0.500 1.4037
0.382 1.4027
LOW 1.3994
0.618 1.3941
1.000 1.3908
1.618 1.3855
2.618 1.3769
4.250 1.3629
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 1.4064 1.4052
PP 1.4051 1.4027
S1 1.4037 1.4001

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

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