CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 1.4200 1.4197 -0.0003 0.0% 1.3963
High 1.4271 1.4240 -0.0031 -0.2% 1.4155
Low 1.4180 1.4160 -0.0020 -0.1% 1.3904
Close 1.4195 1.4227 0.0032 0.2% 1.4139
Range 0.0091 0.0080 -0.0011 -12.1% 0.0251
ATR 0.0122 0.0119 -0.0003 -2.4% 0.0000
Volume 103 69 -34 -33.0% 790
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4449 1.4418 1.4271
R3 1.4369 1.4338 1.4249
R2 1.4289 1.4289 1.4242
R1 1.4258 1.4258 1.4234 1.4274
PP 1.4209 1.4209 1.4209 1.4217
S1 1.4178 1.4178 1.4220 1.4194
S2 1.4129 1.4129 1.4212
S3 1.4049 1.4098 1.4205
S4 1.3969 1.4018 1.4183
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 1.4068 0.0203 1.4% 0.0090 0.6% 78% False False 78
10 1.4271 1.3893 0.0378 2.7% 0.0097 0.7% 88% False False 156
20 1.4271 1.3844 0.0427 3.0% 0.0098 0.7% 90% False False 244
40 1.4282 1.3753 0.0529 3.7% 0.0099 0.7% 90% False False 147
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4580
2.618 1.4449
1.618 1.4369
1.000 1.4320
0.618 1.4289
HIGH 1.4240
0.618 1.4209
0.500 1.4200
0.382 1.4191
LOW 1.4160
0.618 1.4111
1.000 1.4080
1.618 1.4031
2.618 1.3951
4.250 1.3820
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 1.4218 1.4216
PP 1.4209 1.4206
S1 1.4200 1.4195

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

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