CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 1.3917 1.3920 0.0003 0.0% 1.4020
High 1.3921 1.4067 0.0146 1.0% 1.4178
Low 1.3844 1.3911 0.0067 0.5% 1.3955
Close 1.3848 1.4032 0.0184 1.3% 1.4021
Range 0.0077 0.0156 0.0079 102.6% 0.0223
ATR 0.0126 0.0132 0.0007 5.3% 0.0000
Volume 720 296 -424 -58.9% 1,009
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4471 1.4408 1.4118
R3 1.4315 1.4252 1.4075
R2 1.4159 1.4159 1.4061
R1 1.4096 1.4096 1.4046 1.4128
PP 1.4003 1.4003 1.4003 1.4019
S1 1.3940 1.3940 1.4018 1.3972
S2 1.3847 1.3847 1.4003
S3 1.3691 1.3784 1.3989
S4 1.3535 1.3628 1.3946
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 1.4067 1.3844 0.0223 1.6% 0.0101 0.7% 84% True False 485
10 1.4178 1.3844 0.0334 2.4% 0.0105 0.7% 56% False False 353
20 1.4178 1.3753 0.0425 3.0% 0.0107 0.8% 66% False False 213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4730
2.618 1.4475
1.618 1.4319
1.000 1.4223
0.618 1.4163
HIGH 1.4067
0.618 1.4007
0.500 1.3989
0.382 1.3971
LOW 1.3911
0.618 1.3815
1.000 1.3755
1.618 1.3659
2.618 1.3503
4.250 1.3248
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 1.4018 1.4007
PP 1.4003 1.3981
S1 1.3989 1.3956

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

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