CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	1.4011	1.4104	0.0093	0.7%	1.3925
High	1.4115	1.4155	0.0040	0.3%	1.4067
Low	1.4011	1.4068	0.0057	0.4%	1.3844
Close	1.4130	1.4148	0.0018	0.1%	1.3947
Range	0.0104	0.0087	-0.0017	-16.3%	0.0223
ATR	0.0131	0.0128	-0.0003	-2.4%	0.0000
Volume	341	121	-220	-64.5%	2,508

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4385	1.4353	1.4196
R3	1.4298	1.4266	1.4172
R2	1.4211	1.4211	1.4164
R1	1.4179	1.4179	1.4156	1.4195
PP	1.4124	1.4124	1.4124	1.4132
S1	1.4092	1.4092	1.4140	1.4108
S2	1.4037	1.4037	1.4132
S3	1.3950	1.4005	1.4124
S4	1.3863	1.3918	1.4100

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	1.4155	1.3893	0.0262	1.9%	0.0090	0.6%	97%	True	False	199
10	1.4155	1.3844	0.0311	2.2%	0.0095	0.7%	98%	True	False	342
20	1.4178	1.3822	0.0356	2.5%	0.0104	0.7%	92%	False	False	253
40	1.4282	1.3753	0.0529	3.7%	0.0097	0.7%	75%	False	False	143

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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4525
2.618	1.4383
1.618	1.4296
1.000	1.4242
0.618	1.4209
HIGH	1.4155
0.618	1.4122
0.500	1.4112
0.382	1.4101
LOW	1.4068
0.618	1.4014
1.000	1.3981
1.618	1.3927
2.618	1.3840
4.250	1.3698

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	1.4136	1.4111
PP	1.4124	1.4073
S1	1.4112	1.4036

Download as Excel Spreadsheet

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

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