CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	1.4178	1.4145	-0.0033	-0.2%	1.4249
High	1.4209	1.4180	-0.0029	-0.2%	1.4447
Low	1.4109	1.4110	0.0001	0.0%	1.4161
Close	1.4131	1.4147	0.0016	0.1%	1.4172
Range	0.0100	0.0070	-0.0030	-30.0%	0.0286
ATR	0.0129	0.0124	-0.0004	-3.3%	0.0000
Volume	695	188	-507	-72.9%	4,969

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4356	1.4321	1.4186
R3	1.4286	1.4251	1.4166
R2	1.4216	1.4216	1.4160
R1	1.4181	1.4181	1.4153	1.4199
PP	1.4146	1.4146	1.4146	1.4154
S1	1.4111	1.4111	1.4141	1.4129
S2	1.4076	1.4076	1.4134
S3	1.4006	1.4041	1.4128
S4	1.3936	1.3971	1.4109

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	1.4109	0.0338	2.4%	0.0117	0.8%	11%	False	False	273
10	1.4447	1.4010	0.0437	3.1%	0.0129	0.9%	31%	False	False	699
20	1.4447	1.4010	0.0437	3.1%	0.0117	0.8%	31%	False	False	412
40	1.4447	1.3806	0.0641	4.5%	0.0112	0.8%	53%	False	False	324

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4478
2.618	1.4363
1.618	1.4293
1.000	1.4250
0.618	1.4223
HIGH	1.4180
0.618	1.4153
0.500	1.4145
0.382	1.4137
LOW	1.4110
0.618	1.4067
1.000	1.4040
1.618	1.3997
2.618	1.3927
4.250	1.3813

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	1.4146	1.4259
PP	1.4146	1.4221
S1	1.4145	1.4184

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols