CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 1.3920 1.3945 0.0025 0.2% 1.3925
High 1.4067 1.3967 -0.0100 -0.7% 1.4067
Low 1.3911 1.3893 -0.0018 -0.1% 1.3844
Close 1.4032 1.3947 -0.0085 -0.6% 1.3947
Range 0.0156 0.0074 -0.0082 -52.6% 0.0223
ATR 0.0132 0.0133 0.0000 0.4% 0.0000
Volume 296 250 -46 -15.5% 2,508
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4158 1.4126 1.3988
R3 1.4084 1.4052 1.3967
R2 1.4010 1.4010 1.3961
R1 1.3978 1.3978 1.3954 1.3994
PP 1.3936 1.3936 1.3936 1.3944
S1 1.3904 1.3904 1.3940 1.3920
S2 1.3862 1.3862 1.3933
S3 1.3788 1.3830 1.3927
S4 1.3714 1.3756 1.3906
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4622 1.4507 1.4070
R3 1.4399 1.4284 1.4008
R2 1.4176 1.4176 1.3988
R1 1.4061 1.4061 1.3967 1.4119
PP 1.3953 1.3953 1.3953 1.3981
S1 1.3838 1.3838 1.3927 1.3896
S2 1.3730 1.3730 1.3906
S3 1.3507 1.3615 1.3886
S4 1.3284 1.3392 1.3824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4067 1.3844 0.0223 1.6% 0.0104 0.7% 46% False False 501
10 1.4178 1.3844 0.0334 2.4% 0.0104 0.7% 31% False False 351
20 1.4178 1.3753 0.0425 3.0% 0.0108 0.8% 46% False False 225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4282
2.618 1.4161
1.618 1.4087
1.000 1.4041
0.618 1.4013
HIGH 1.3967
0.618 1.3939
0.500 1.3930
0.382 1.3921
LOW 1.3893
0.618 1.3847
1.000 1.3819
1.618 1.3773
2.618 1.3699
4.250 1.3579
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 1.3941 1.3956
PP 1.3936 1.3953
S1 1.3930 1.3950

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

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