CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 1.3963 1.4000 0.0037 0.3% 1.3925
High 1.3996 1.4010 0.0014 0.1% 1.4067
Low 1.3904 1.3916 0.0012 0.1% 1.3844
Close 1.3971 1.3935 -0.0036 -0.3% 1.3947
Range 0.0092 0.0094 0.0002 2.2% 0.0223
ATR 0.0130 0.0127 -0.0003 -2.0% 0.0000
Volume 145 141 -4 -2.8% 2,508
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4236 1.4179 1.3987
R3 1.4142 1.4085 1.3961
R2 1.4048 1.4048 1.3952
R1 1.3991 1.3991 1.3944 1.3973
PP 1.3954 1.3954 1.3954 1.3944
S1 1.3897 1.3897 1.3926 1.3879
S2 1.3860 1.3860 1.3918
S3 1.3766 1.3803 1.3909
S4 1.3672 1.3709 1.3883
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4622 1.4507 1.4070
R3 1.4399 1.4284 1.4008
R2 1.4176 1.4176 1.3988
R1 1.4061 1.4061 1.3967 1.4119
PP 1.3953 1.3953 1.3953 1.3981
S1 1.3838 1.3838 1.3927 1.3896
S2 1.3730 1.3730 1.3906
S3 1.3507 1.3615 1.3886
S4 1.3284 1.3392 1.3824
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% 0.0099 0.7% 41% False False 310
10 1.4178 1.3844 0.0334 2.4% 0.0100 0.7% 27% False False 309
20 1.4178 1.3806 0.0372 2.7% 0.0106 0.8% 35% False False 236
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4410
2.618 1.4256
1.618 1.4162
1.000 1.4104
0.618 1.4068
HIGH 1.4010
0.618 1.3974
0.500 1.3963
0.382 1.3952
LOW 1.3916
0.618 1.3858
1.000 1.3822
1.618 1.3764
2.618 1.3670
4.250 1.3517
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 1.3963 1.3952
PP 1.3954 1.3946
S1 1.3944 1.3941

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

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