CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 1.4249 1.4422 0.0173 1.2% 1.4176
High 1.4434 1.4422 -0.0012 -0.1% 1.4283
Low 1.4217 1.4376 0.0159 1.1% 1.4010
Close 1.4409 1.4388 -0.0021 -0.1% 1.4254
Range 0.0217 0.0046 -0.0171 -78.8% 0.0273
ATR 0.0133 0.0127 -0.0006 -4.7% 0.0000
Volume 3,580 903 -2,677 -74.8% 1,293
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4533 1.4507 1.4413
R3 1.4487 1.4461 1.4401
R2 1.4441 1.4441 1.4396
R1 1.4415 1.4415 1.4392 1.4405
PP 1.4395 1.4395 1.4395 1.4391
S1 1.4369 1.4369 1.4384 1.4359
S2 1.4349 1.4349 1.4380
S3 1.4303 1.4323 1.4375
S4 1.4257 1.4277 1.4363
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.5001 1.4901 1.4404
R3 1.4728 1.4628 1.4329
R2 1.4455 1.4455 1.4304
R1 1.4355 1.4355 1.4279 1.4405
PP 1.4182 1.4182 1.4182 1.4208
S1 1.4082 1.4082 1.4229 1.4132
S2 1.3909 1.3909 1.4204
S3 1.3636 1.3809 1.4179
S4 1.3363 1.3536 1.4104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4434 1.4010 0.0424 2.9% 0.0142 1.0% 89% False False 1,124
10 1.4434 1.4010 0.0424 2.9% 0.0128 0.9% 89% False False 620
20 1.4434 1.3844 0.0590 4.1% 0.0113 0.8% 92% False False 421
40 1.4434 1.3753 0.0681 4.7% 0.0114 0.8% 93% False False 291
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 0.0019
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.4618
2.618 1.4542
1.618 1.4496
1.000 1.4468
0.618 1.4450
HIGH 1.4422
0.618 1.4404
0.500 1.4399
0.382 1.4394
LOW 1.4376
0.618 1.4348
1.000 1.4330
1.618 1.4302
2.618 1.4256
4.250 1.4181
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 1.4399 1.4345
PP 1.4395 1.4301
S1 1.4392 1.4258

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

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