CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 1.4209 1.4155 -0.0054 -0.4% 1.4119
High 1.4290 1.4247 -0.0043 -0.3% 1.4290
Low 1.4135 1.4155 0.0020 0.1% 1.4119
Close 1.4204 1.4216 0.0012 0.1% 1.4216
Range 0.0155 0.0092 -0.0063 -40.6% 0.0171
ATR 0.0121 0.0119 -0.0002 -1.7% 0.0000
Volume 67 294 227 338.8% 592
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4482 1.4441 1.4267
R3 1.4390 1.4349 1.4241
R2 1.4298 1.4298 1.4233
R1 1.4257 1.4257 1.4224 1.4278
PP 1.4206 1.4206 1.4206 1.4216
S1 1.4165 1.4165 1.4208 1.4186
S2 1.4114 1.4114 1.4199
S3 1.4022 1.4073 1.4191
S4 1.3930 1.3981 1.4165
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4721 1.4640 1.4310
R3 1.4550 1.4469 1.4263
R2 1.4379 1.4379 1.4247
R1 1.4298 1.4298 1.4232 1.4339
PP 1.4208 1.4208 1.4208 1.4229
S1 1.4127 1.4127 1.4200 1.4168
S2 1.4037 1.4037 1.4185
S3 1.3866 1.3956 1.4169
S4 1.3695 1.3785 1.4122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4290 1.4119 0.0171 1.2% 0.0108 0.8% 57% False False 118
10 1.4290 1.3904 0.0386 2.7% 0.0099 0.7% 81% False False 138
20 1.4290 1.3844 0.0446 3.1% 0.0102 0.7% 83% False False 244
40 1.4290 1.3753 0.0537 3.8% 0.0103 0.7% 86% False False 155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4638
2.618 1.4488
1.618 1.4396
1.000 1.4339
0.618 1.4304
HIGH 1.4247
0.618 1.4212
0.500 1.4201
0.382 1.4190
LOW 1.4155
0.618 1.4098
1.000 1.4063
1.618 1.4006
2.618 1.3914
4.250 1.3764
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 1.4211 1.4215
PP 1.4206 1.4214
S1 1.4201 1.4213

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

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