CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 1.4188 1.4054 -0.0134 -0.9% 1.4119
High 1.4193 1.4089 -0.0104 -0.7% 1.4290
Low 1.4010 1.4020 0.0010 0.1% 1.4119
Close 1.4007 1.4077 0.0070 0.5% 1.4216
Range 0.0183 0.0069 -0.0114 -62.3% 0.0171
ATR 0.0124 0.0121 -0.0003 -2.4% 0.0000
Volume 81 431 350 432.1% 592
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4269 1.4242 1.4115
R3 1.4200 1.4173 1.4096
R2 1.4131 1.4131 1.4090
R1 1.4104 1.4104 1.4083 1.4118
PP 1.4062 1.4062 1.4062 1.4069
S1 1.4035 1.4035 1.4071 1.4049
S2 1.3993 1.3993 1.4064
S3 1.3924 1.3966 1.4058
S4 1.3855 1.3897 1.4039
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 1.4283 1.4010 0.0273 1.9% 0.0118 0.8% 25% False False 192
10 1.4290 1.4010 0.0280 2.0% 0.0111 0.8% 24% False False 130
20 1.4290 1.3844 0.0446 3.2% 0.0103 0.7% 52% False False 236
40 1.4290 1.3753 0.0537 3.8% 0.0109 0.8% 60% False False 164
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.4382
2.618 1.4270
1.618 1.4201
1.000 1.4158
0.618 1.4132
HIGH 1.4089
0.618 1.4063
0.500 1.4055
0.382 1.4046
LOW 1.4020
0.618 1.3977
1.000 1.3951
1.618 1.3908
2.618 1.3839
4.250 1.3727
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 1.4070 1.4144
PP 1.4062 1.4122
S1 1.4055 1.4099

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

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