CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 1.4163 1.4105 -0.0058 -0.4% 1.4178
High 1.4169 1.4144 -0.0025 -0.2% 1.4340
Low 1.4050 1.4072 0.0022 0.2% 1.4090
Close 1.4081 1.4139 0.0058 0.4% 1.4169
Range 0.0119 0.0072 -0.0047 -39.5% 0.0250
ATR 0.0127 0.0123 -0.0004 -3.1% 0.0000
Volume 1,303 582 -721 -55.3% 2,694
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4334 1.4309 1.4179
R3 1.4262 1.4237 1.4159
R2 1.4190 1.4190 1.4152
R1 1.4165 1.4165 1.4146 1.4178
PP 1.4118 1.4118 1.4118 1.4125
S1 1.4093 1.4093 1.4132 1.4106
S2 1.4046 1.4046 1.4126
S3 1.3974 1.4021 1.4119
S4 1.3902 1.3949 1.4099
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4950 1.4809 1.4307
R3 1.4700 1.4559 1.4238
R2 1.4450 1.4450 1.4215
R1 1.4309 1.4309 1.4192 1.4255
PP 1.4200 1.4200 1.4200 1.4172
S1 1.4059 1.4059 1.4146 1.4005
S2 1.3950 1.3950 1.4123
S3 1.3700 1.3809 1.4100
S4 1.3450 1.3559 1.4032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4340 1.4050 0.0290 2.1% 0.0120 0.8% 31% False False 739
10 1.4447 1.4050 0.0397 2.8% 0.0118 0.8% 22% False False 506
20 1.4447 1.4010 0.0437 3.1% 0.0123 0.9% 30% False False 563
40 1.4447 1.3844 0.0603 4.3% 0.0114 0.8% 49% False False 411
60 1.4447 1.3753 0.0694 4.9% 0.0107 0.8% 56% False False 285
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 0.0025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4450
2.618 1.4332
1.618 1.4260
1.000 1.4216
0.618 1.4188
HIGH 1.4144
0.618 1.4116
0.500 1.4108
0.382 1.4100
LOW 1.4072
0.618 1.4028
1.000 1.4000
1.618 1.3956
2.618 1.3884
4.250 1.3766
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 1.4129 1.4177
PP 1.4118 1.4164
S1 1.4108 1.4152

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

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