CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 1.4773 1.4851 0.0078 0.5% 1.4587
High 1.4874 1.4944 0.0070 0.5% 1.4816
Low 1.4758 1.4836 0.0078 0.5% 1.4578
Close 1.4820 1.4903 0.0083 0.6% 1.4718
Range 0.0116 0.0108 -0.0008 -6.9% 0.0238
ATR 0.0126 0.0126 0.0000 -0.1% 0.0000
Volume 122,454 247,927 125,473 102.5% 1,164,529
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5218 1.5169 1.4962
R3 1.5110 1.5061 1.4933
R2 1.5002 1.5002 1.4923
R1 1.4953 1.4953 1.4913 1.4978
PP 1.4894 1.4894 1.4894 1.4907
S1 1.4845 1.4845 1.4893 1.4870
S2 1.4786 1.4786 1.4883
S3 1.4678 1.4737 1.4873
S4 1.4570 1.4629 1.4844
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5418 1.5306 1.4849
R3 1.5180 1.5068 1.4783
R2 1.4942 1.4942 1.4762
R1 1.4830 1.4830 1.4740 1.4886
PP 1.4704 1.4704 1.4704 1.4732
S1 1.4592 1.4592 1.4696 1.4648
S2 1.4466 1.4466 1.4674
S3 1.4228 1.4354 1.4653
S4 1.3990 1.4116 1.4587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4944 1.4670 0.0274 1.8% 0.0124 0.8% 85% True False 217,051
10 1.4944 1.4479 0.0465 3.1% 0.0124 0.8% 91% True False 230,464
20 1.4944 1.4479 0.0465 3.1% 0.0123 0.8% 91% True False 225,525
40 1.4944 1.4091 0.0853 5.7% 0.0127 0.8% 95% True False 138,631
60 1.4944 1.4010 0.0934 6.3% 0.0125 0.8% 96% True False 92,608
80 1.4944 1.3844 0.1100 7.4% 0.0120 0.8% 96% True False 69,521
100 1.4944 1.3753 0.1191 8.0% 0.0115 0.8% 97% True False 55,623
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5403
2.618 1.5227
1.618 1.5119
1.000 1.5052
0.618 1.5011
HIGH 1.4944
0.618 1.4903
0.500 1.4890
0.382 1.4877
LOW 1.4836
0.618 1.4769
1.000 1.4728
1.618 1.4661
2.618 1.4553
4.250 1.4377
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 1.4899 1.4872
PP 1.4894 1.4840
S1 1.4890 1.4809

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

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