CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 1.4104 1.4140 0.0036 0.3% 1.3963
High 1.4155 1.4145 -0.0010 -0.1% 1.4155
Low 1.4068 1.4072 0.0004 0.0% 1.3904
Close 1.4148 1.4139 -0.0009 -0.1% 1.4139
Range 0.0087 0.0073 -0.0014 -16.1% 0.0251
ATR 0.0128 0.0124 -0.0004 -2.9% 0.0000
Volume 121 42 -79 -65.3% 790
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4338 1.4311 1.4179
R3 1.4265 1.4238 1.4159
R2 1.4192 1.4192 1.4152
R1 1.4165 1.4165 1.4146 1.4142
PP 1.4119 1.4119 1.4119 1.4107
S1 1.4092 1.4092 1.4132 1.4069
S2 1.4046 1.4046 1.4126
S3 1.3973 1.4019 1.4119
S4 1.3900 1.3946 1.4099
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4819 1.4730 1.4277
R3 1.4568 1.4479 1.4208
R2 1.4317 1.4317 1.4185
R1 1.4228 1.4228 1.4162 1.4273
PP 1.4066 1.4066 1.4066 1.4088
S1 1.3977 1.3977 1.4116 1.4022
S2 1.3815 1.3815 1.4093
S3 1.3564 1.3726 1.4070
S4 1.3313 1.3475 1.4001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4155 1.3904 0.0251 1.8% 0.0090 0.6% 94% False False 158
10 1.4155 1.3844 0.0311 2.2% 0.0097 0.7% 95% False False 329
20 1.4178 1.3822 0.0356 2.5% 0.0104 0.7% 89% False False 252
40 1.4282 1.3753 0.0529 3.7% 0.0099 0.7% 73% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4455
2.618 1.4336
1.618 1.4263
1.000 1.4218
0.618 1.4190
HIGH 1.4145
0.618 1.4117
0.500 1.4109
0.382 1.4100
LOW 1.4072
0.618 1.4027
1.000 1.3999
1.618 1.3954
2.618 1.3881
4.250 1.3762
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 1.4129 1.4120
PP 1.4119 1.4102
S1 1.4109 1.4083

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

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