CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 1.4402 1.4357 -0.0045 -0.3% 1.4249
High 1.4416 1.4408 -0.0008 -0.1% 1.4447
Low 1.4334 1.4161 -0.0173 -1.2% 1.4161
Close 1.4343 1.4172 -0.0171 -1.2% 1.4172
Range 0.0082 0.0247 0.0165 201.2% 0.0286
ATR 0.0122 0.0131 0.0009 7.3% 0.0000
Volume 179 201 22 12.3% 4,969
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4988 1.4827 1.4308
R3 1.4741 1.4580 1.4240
R2 1.4494 1.4494 1.4217
R1 1.4333 1.4333 1.4195 1.4290
PP 1.4247 1.4247 1.4247 1.4226
S1 1.4086 1.4086 1.4149 1.4043
S2 1.4000 1.4000 1.4127
S3 1.3753 1.3839 1.4104
S4 1.3506 1.3592 1.4036
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.5118 1.4931 1.4329
R3 1.4832 1.4645 1.4251
R2 1.4546 1.4546 1.4224
R1 1.4359 1.4359 1.4198 1.4310
PP 1.4260 1.4260 1.4260 1.4235
S1 1.4073 1.4073 1.4146 1.4024
S2 1.3974 1.3974 1.4120
S3 1.3688 1.3787 1.4093
S4 1.3402 1.3501 1.4015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4447 1.4161 0.0286 2.0% 0.0135 1.0% 4% False True 993
10 1.4447 1.4010 0.0437 3.1% 0.0137 1.0% 37% False False 626
20 1.4447 1.3904 0.0543 3.8% 0.0118 0.8% 49% False False 382
40 1.4447 1.3753 0.0694 4.9% 0.0113 0.8% 60% False False 303
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 0.0017
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 1.5458
2.618 1.5055
1.618 1.4808
1.000 1.4655
0.618 1.4561
HIGH 1.4408
0.618 1.4314
0.500 1.4285
0.382 1.4255
LOW 1.4161
0.618 1.4008
1.000 1.3914
1.618 1.3761
2.618 1.3514
4.250 1.3111
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 1.4285 1.4304
PP 1.4247 1.4260
S1 1.4210 1.4216

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

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