CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 1.3955 1.3925 -0.0030 -0.2% 1.4020
High 1.4014 1.3970 -0.0044 -0.3% 1.4178
Low 1.3955 1.3889 -0.0066 -0.5% 1.3955
Close 1.4021 1.3957 -0.0064 -0.5% 1.4021
Range 0.0059 0.0081 0.0022 37.3% 0.0223
ATR 0.0129 0.0129 0.0000 0.2% 0.0000
Volume 167 167 0 0.0% 1,009
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4182 1.4150 1.4002
R3 1.4101 1.4069 1.3979
R2 1.4020 1.4020 1.3972
R1 1.3988 1.3988 1.3964 1.4004
PP 1.3939 1.3939 1.3939 1.3947
S1 1.3907 1.3907 1.3950 1.3923
S2 1.3858 1.3858 1.3942
S3 1.3777 1.3826 1.3935
S4 1.3696 1.3745 1.3912
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4178 1.3889 0.0289 2.1% 0.0104 0.7% 24% False True 102
10 1.4178 1.3889 0.0289 2.1% 0.0113 0.8% 24% False True 191
20 1.4178 1.3753 0.0425 3.0% 0.0108 0.8% 48% False False 109
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4314
2.618 1.4182
1.618 1.4101
1.000 1.4051
0.618 1.4020
HIGH 1.3970
0.618 1.3939
0.500 1.3930
0.382 1.3920
LOW 1.3889
0.618 1.3839
1.000 1.3808
1.618 1.3758
2.618 1.3677
4.250 1.3545
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 1.3948 1.4015
PP 1.3939 1.3995
S1 1.3930 1.3976

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

View Archives - Comment on this page... - Back to Index of Symbols