CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 1.4176 1.4271 0.0095 0.7% 1.4119
High 1.4283 1.4278 -0.0005 0.0% 1.4290
Low 1.4176 1.4139 -0.0037 -0.3% 1.4119
Close 1.4243 1.4176 -0.0067 -0.5% 1.4216
Range 0.0107 0.0139 0.0032 29.9% 0.0171
ATR 0.0118 0.0120 0.0001 1.2% 0.0000
Volume 82 72 -10 -12.2% 592
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4615 1.4534 1.4252
R3 1.4476 1.4395 1.4214
R2 1.4337 1.4337 1.4201
R1 1.4256 1.4256 1.4189 1.4227
PP 1.4198 1.4198 1.4198 1.4183
S1 1.4117 1.4117 1.4163 1.4088
S2 1.4059 1.4059 1.4151
S3 1.3920 1.3978 1.4138
S4 1.3781 1.3839 1.4100
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4721 1.4640 1.4310
R3 1.4550 1.4469 1.4263
R2 1.4379 1.4379 1.4247
R1 1.4298 1.4298 1.4232 1.4339
PP 1.4208 1.4208 1.4208 1.4229
S1 1.4127 1.4127 1.4200 1.4168
S2 1.4037 1.4037 1.4185
S3 1.3866 1.3956 1.4169
S4 1.3695 1.3785 1.4122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4290 1.4135 0.0155 1.1% 0.0115 0.8% 26% False False 116
10 1.4290 1.4011 0.0279 2.0% 0.0105 0.7% 59% False False 125
20 1.4290 1.3844 0.0446 3.1% 0.0103 0.7% 74% False False 217
40 1.4290 1.3753 0.0537 3.8% 0.0107 0.8% 79% False False 158
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4869
2.618 1.4642
1.618 1.4503
1.000 1.4417
0.618 1.4364
HIGH 1.4278
0.618 1.4225
0.500 1.4209
0.382 1.4192
LOW 1.4139
0.618 1.4053
1.000 1.4000
1.618 1.3914
2.618 1.3775
4.250 1.3548
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 1.4209 1.4211
PP 1.4198 1.4199
S1 1.4187 1.4188

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

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