CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 1.4135 1.3955 -0.0180 -1.3% 1.4020
High 1.4140 1.4014 -0.0126 -0.9% 1.4178
Low 1.3990 1.3955 -0.0035 -0.3% 1.3955
Close 1.4021 1.4021 0.0000 0.0% 1.4021
Range 0.0150 0.0059 -0.0091 -60.7% 0.0223
ATR 0.0134 0.0129 -0.0005 -3.6% 0.0000
Volume 51 167 116 227.5% 1,009
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4174 1.4156 1.4053
R3 1.4115 1.4097 1.4037
R2 1.4056 1.4056 1.4032
R1 1.4038 1.4038 1.4026 1.4047
PP 1.3997 1.3997 1.3997 1.4001
S1 1.3979 1.3979 1.4016 1.3988
S2 1.3938 1.3938 1.4010
S3 1.3879 1.3920 1.4005
S4 1.3820 1.3861 1.3989
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4720 1.4594 1.4144
R3 1.4497 1.4371 1.4082
R2 1.4274 1.4274 1.4062
R1 1.4148 1.4148 1.4041 1.4211
PP 1.4051 1.4051 1.4051 1.4083
S1 1.3925 1.3925 1.4001 1.3988
S2 1.3828 1.3828 1.3980
S3 1.3605 1.3702 1.3960
S4 1.3382 1.3479 1.3898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4178 1.3955 0.0223 1.6% 0.0105 0.7% 30% False True 201
10 1.4178 1.3822 0.0356 2.5% 0.0111 0.8% 56% False False 176
20 1.4178 1.3753 0.0425 3.0% 0.0108 0.8% 63% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.4265
2.618 1.4168
1.618 1.4109
1.000 1.4073
0.618 1.4050
HIGH 1.4014
0.618 1.3991
0.500 1.3985
0.382 1.3978
LOW 1.3955
0.618 1.3919
1.000 1.3896
1.618 1.3860
2.618 1.3801
4.250 1.3704
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 1.4009 1.4067
PP 1.3997 1.4051
S1 1.3985 1.4036

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

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