CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 1.4011 1.4104 0.0093 0.7% 1.3925
High 1.4115 1.4155 0.0040 0.3% 1.4067
Low 1.4011 1.4068 0.0057 0.4% 1.3844
Close 1.4130 1.4148 0.0018 0.1% 1.3947
Range 0.0104 0.0087 -0.0017 -16.3% 0.0223
ATR 0.0131 0.0128 -0.0003 -2.4% 0.0000
Volume 341 121 -220 -64.5% 2,508
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4385 1.4353 1.4196
R3 1.4298 1.4266 1.4172
R2 1.4211 1.4211 1.4164
R1 1.4179 1.4179 1.4156 1.4195
PP 1.4124 1.4124 1.4124 1.4132
S1 1.4092 1.4092 1.4140 1.4108
S2 1.4037 1.4037 1.4132
S3 1.3950 1.4005 1.4124
S4 1.3863 1.3918 1.4100
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 1.4155 1.3893 0.0262 1.9% 0.0090 0.6% 97% True False 199
10 1.4155 1.3844 0.0311 2.2% 0.0095 0.7% 98% True False 342
20 1.4178 1.3822 0.0356 2.5% 0.0104 0.7% 92% False False 253
40 1.4282 1.3753 0.0529 3.7% 0.0097 0.7% 75% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4525
2.618 1.4383
1.618 1.4296
1.000 1.4242
0.618 1.4209
HIGH 1.4155
0.618 1.4122
0.500 1.4112
0.382 1.4101
LOW 1.4068
0.618 1.4014
1.000 1.3981
1.618 1.3927
2.618 1.3840
4.250 1.3698
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 1.4136 1.4111
PP 1.4124 1.4073
S1 1.4112 1.4036

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

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