CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 1.4357 1.4178 -0.0179 -1.2% 1.4249
High 1.4408 1.4209 -0.0199 -1.4% 1.4447
Low 1.4161 1.4109 -0.0052 -0.4% 1.4161
Close 1.4172 1.4131 -0.0041 -0.3% 1.4172
Range 0.0247 0.0100 -0.0147 -59.5% 0.0286
ATR 0.0131 0.0129 -0.0002 -1.7% 0.0000
Volume 201 695 494 245.8% 4,969
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4450 1.4390 1.4186
R3 1.4350 1.4290 1.4159
R2 1.4250 1.4250 1.4149
R1 1.4190 1.4190 1.4140 1.4170
PP 1.4150 1.4150 1.4150 1.4140
S1 1.4090 1.4090 1.4122 1.4070
S2 1.4050 1.4050 1.4113
S3 1.3950 1.3990 1.4104
S4 1.3850 1.3890 1.4076
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.5118 1.4931 1.4329
R3 1.4832 1.4645 1.4251
R2 1.4546 1.4546 1.4224
R1 1.4359 1.4359 1.4198 1.4310
PP 1.4260 1.4260 1.4260 1.4235
S1 1.4073 1.4073 1.4146 1.4024
S2 1.3974 1.3974 1.4120
S3 1.3688 1.3787 1.4093
S4 1.3402 1.3501 1.4015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4447 1.4109 0.0338 2.4% 0.0112 0.8% 7% False True 416
10 1.4447 1.4010 0.0437 3.1% 0.0136 1.0% 28% False False 687
20 1.4447 1.3916 0.0531 3.8% 0.0118 0.8% 40% False False 409
40 1.4447 1.3753 0.0694 4.9% 0.0114 0.8% 54% False False 320
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4634
2.618 1.4471
1.618 1.4371
1.000 1.4309
0.618 1.4271
HIGH 1.4209
0.618 1.4171
0.500 1.4159
0.382 1.4147
LOW 1.4109
0.618 1.4047
1.000 1.4009
1.618 1.3947
2.618 1.3847
4.250 1.3684
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 1.4159 1.4263
PP 1.4150 1.4219
S1 1.4140 1.4175

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

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