CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 1.4271 1.4188 -0.0083 -0.6% 1.4119
High 1.4278 1.4193 -0.0085 -0.6% 1.4290
Low 1.4139 1.4010 -0.0129 -0.9% 1.4119
Close 1.4176 1.4007 -0.0169 -1.2% 1.4216
Range 0.0139 0.0183 0.0044 31.7% 0.0171
ATR 0.0120 0.0124 0.0005 3.8% 0.0000
Volume 72 81 9 12.5% 592
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4619 1.4496 1.4108
R3 1.4436 1.4313 1.4057
R2 1.4253 1.4253 1.4041
R1 1.4130 1.4130 1.4024 1.4100
PP 1.4070 1.4070 1.4070 1.4055
S1 1.3947 1.3947 1.3990 1.3917
S2 1.3887 1.3887 1.3973
S3 1.3704 1.3764 1.3957
S4 1.3521 1.3581 1.3906
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 1.4010 0.0280 2.0% 0.0135 1.0% -1% False True 119
10 1.4290 1.4010 0.0280 2.0% 0.0113 0.8% -1% False True 99
20 1.4290 1.3844 0.0446 3.2% 0.0107 0.8% 37% False False 217
40 1.4290 1.3753 0.0537 3.8% 0.0109 0.8% 47% False False 160
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 0.0018
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.4971
2.618 1.4672
1.618 1.4489
1.000 1.4376
0.618 1.4306
HIGH 1.4193
0.618 1.4123
0.500 1.4102
0.382 1.4080
LOW 1.4010
0.618 1.3897
1.000 1.3827
1.618 1.3714
2.618 1.3531
4.250 1.3232
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 1.4102 1.4147
PP 1.4070 1.4100
S1 1.4039 1.4054

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

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