CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 1.4178 1.4145 -0.0033 -0.2% 1.4249
High 1.4209 1.4180 -0.0029 -0.2% 1.4447
Low 1.4109 1.4110 0.0001 0.0% 1.4161
Close 1.4131 1.4147 0.0016 0.1% 1.4172
Range 0.0100 0.0070 -0.0030 -30.0% 0.0286
ATR 0.0129 0.0124 -0.0004 -3.3% 0.0000
Volume 695 188 -507 -72.9% 4,969
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4356 1.4321 1.4186
R3 1.4286 1.4251 1.4166
R2 1.4216 1.4216 1.4160
R1 1.4181 1.4181 1.4153 1.4199
PP 1.4146 1.4146 1.4146 1.4154
S1 1.4111 1.4111 1.4141 1.4129
S2 1.4076 1.4076 1.4134
S3 1.4006 1.4041 1.4128
S4 1.3936 1.3971 1.4109
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% 0.0117 0.8% 11% False False 273
10 1.4447 1.4010 0.0437 3.1% 0.0129 0.9% 31% False False 699
20 1.4447 1.4010 0.0437 3.1% 0.0117 0.8% 31% False False 412
40 1.4447 1.3806 0.0641 4.5% 0.0112 0.8% 53% False False 324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4478
2.618 1.4363
1.618 1.4293
1.000 1.4250
0.618 1.4223
HIGH 1.4180
0.618 1.4153
0.500 1.4145
0.382 1.4137
LOW 1.4110
0.618 1.4067
1.000 1.4040
1.618 1.3997
2.618 1.3927
4.250 1.3813
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 1.4146 1.4259
PP 1.4146 1.4221
S1 1.4145 1.4184

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

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