CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 1.3808 1.3756 -0.0052 -0.4% 1.3944
High 1.3827 1.3904 0.0077 0.6% 1.4160
Low 1.3754 1.3753 -0.0001 0.0% 1.3869
Close 1.3767 1.3827 0.0060 0.4% 1.3988
Range 0.0073 0.0151 0.0078 106.8% 0.0291
ATR 0.0128 0.0129 0.0002 1.3% 0.0000
Volume 24 28 4 16.7% 28
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4281 1.4205 1.3910
R3 1.4130 1.4054 1.3869
R2 1.3979 1.3979 1.3855
R1 1.3903 1.3903 1.3841 1.3941
PP 1.3828 1.3828 1.3828 1.3847
S1 1.3752 1.3752 1.3813 1.3790
S2 1.3677 1.3677 1.3799
S3 1.3526 1.3601 1.3785
S4 1.3375 1.3450 1.3744
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4879 1.4724 1.4148
R3 1.4588 1.4433 1.4068
R2 1.4297 1.4297 1.4041
R1 1.4142 1.4142 1.4015 1.4220
PP 1.4006 1.4006 1.4006 1.4044
S1 1.3851 1.3851 1.3961 1.3929
S2 1.3715 1.3715 1.3935
S3 1.3424 1.3560 1.3908
S4 1.3133 1.3269 1.3828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4160 1.3753 0.0407 2.9% 0.0132 1.0% 18% False True 13
10 1.4215 1.3753 0.0462 3.3% 0.0110 0.8% 16% False True 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4546
2.618 1.4299
1.618 1.4148
1.000 1.4055
0.618 1.3997
HIGH 1.3904
0.618 1.3846
0.500 1.3829
0.382 1.3811
LOW 1.3753
0.618 1.3660
1.000 1.3602
1.618 1.3509
2.618 1.3358
4.250 1.3111
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 1.3829 1.3892
PP 1.3828 1.3870
S1 1.3828 1.3849

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

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