CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 1.4421 1.4402 -0.0019 -0.1% 1.4176
High 1.4447 1.4416 -0.0031 -0.2% 1.4283
Low 1.4362 1.4334 -0.0028 -0.2% 1.4010
Close 1.4429 1.4343 -0.0086 -0.6% 1.4254
Range 0.0085 0.0082 -0.0003 -3.5% 0.0273
ATR 0.0124 0.0122 -0.0002 -1.7% 0.0000
Volume 106 179 73 68.9% 1,293
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4610 1.4559 1.4388
R3 1.4528 1.4477 1.4366
R2 1.4446 1.4446 1.4358
R1 1.4395 1.4395 1.4351 1.4380
PP 1.4364 1.4364 1.4364 1.4357
S1 1.4313 1.4313 1.4335 1.4298
S2 1.4282 1.4282 1.4328
S3 1.4200 1.4231 1.4320
S4 1.4118 1.4149 1.4298
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.5001 1.4901 1.4404
R3 1.4728 1.4628 1.4329
R2 1.4455 1.4455 1.4304
R1 1.4355 1.4355 1.4279 1.4405
PP 1.4182 1.4182 1.4182 1.4208
S1 1.4082 1.4082 1.4229 1.4132
S2 1.3909 1.3909 1.4204
S3 1.3636 1.3809 1.4179
S4 1.3363 1.3536 1.4104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4447 1.4082 0.0365 2.5% 0.0125 0.9% 72% False False 1,079
10 1.4447 1.4010 0.0437 3.0% 0.0121 0.8% 76% False False 635
20 1.4447 1.3893 0.0554 3.9% 0.0109 0.8% 81% False False 384
40 1.4447 1.3753 0.0694 4.8% 0.0108 0.8% 85% False False 298
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4765
2.618 1.4631
1.618 1.4549
1.000 1.4498
0.618 1.4467
HIGH 1.4416
0.618 1.4385
0.500 1.4375
0.382 1.4365
LOW 1.4334
0.618 1.4283
1.000 1.4252
1.618 1.4201
2.618 1.4119
4.250 1.3986
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 1.4375 1.4391
PP 1.4364 1.4375
S1 1.4354 1.4359

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

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