CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 1.4119 1.4200 0.0081 0.6% 1.3963
High 1.4240 1.4271 0.0031 0.2% 1.4155
Low 1.4119 1.4180 0.0061 0.4% 1.3904
Close 1.4219 1.4195 -0.0024 -0.2% 1.4139
Range 0.0121 0.0091 -0.0030 -24.8% 0.0251
ATR 0.0124 0.0122 -0.0002 -1.9% 0.0000
Volume 59 103 44 74.6% 790
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4488 1.4433 1.4245
R3 1.4397 1.4342 1.4220
R2 1.4306 1.4306 1.4212
R1 1.4251 1.4251 1.4203 1.4233
PP 1.4215 1.4215 1.4215 1.4207
S1 1.4160 1.4160 1.4187 1.4142
S2 1.4124 1.4124 1.4178
S3 1.4033 1.4069 1.4170
S4 1.3942 1.3978 1.4145
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4819 1.4730 1.4277
R3 1.4568 1.4479 1.4208
R2 1.4317 1.4317 1.4185
R1 1.4228 1.4228 1.4162 1.4273
PP 1.4066 1.4066 1.4066 1.4088
S1 1.3977 1.3977 1.4116 1.4022
S2 1.3815 1.3815 1.4093
S3 1.3564 1.3726 1.4070
S4 1.3313 1.3475 1.4001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4271 1.4011 0.0260 1.8% 0.0095 0.7% 71% True False 133
10 1.4271 1.3844 0.0427 3.0% 0.0097 0.7% 82% True False 221
20 1.4271 1.3844 0.0427 3.0% 0.0105 0.7% 82% True False 259
40 1.4282 1.3753 0.0529 3.7% 0.0099 0.7% 84% False False 146
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4658
2.618 1.4509
1.618 1.4418
1.000 1.4362
0.618 1.4327
HIGH 1.4271
0.618 1.4236
0.500 1.4226
0.382 1.4215
LOW 1.4180
0.618 1.4124
1.000 1.4089
1.618 1.4033
2.618 1.3942
4.250 1.3793
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 1.4226 1.4187
PP 1.4215 1.4179
S1 1.4205 1.4172

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

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