CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 1.3874 1.4020 0.0146 1.1% 1.3961
High 1.4074 1.4031 -0.0043 -0.3% 1.4074
Low 1.3858 1.3877 0.0019 0.1% 1.3831
Close 1.4035 1.3950 -0.0085 -0.6% 1.3950
Range 0.0216 0.0154 -0.0062 -28.7% 0.0243
ATR 0.0176 0.0174 -0.0001 -0.7% 0.0000
Volume 232,587 251,701 19,114 8.2% 1,146,043
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4415 1.4336 1.4035
R3 1.4261 1.4182 1.3992
R2 1.4107 1.4107 1.3978
R1 1.4028 1.4028 1.3964 1.3991
PP 1.3953 1.3953 1.3953 1.3934
S1 1.3874 1.3874 1.3936 1.3837
S2 1.3799 1.3799 1.3922
S3 1.3645 1.3720 1.3908
S4 1.3491 1.3566 1.3865
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4681 1.4558 1.4084
R3 1.4438 1.4315 1.4017
R2 1.4195 1.4195 1.3995
R1 1.4072 1.4072 1.3972 1.4012
PP 1.3952 1.3952 1.3952 1.3922
S1 1.3829 1.3829 1.3928 1.3769
S2 1.3709 1.3709 1.3905
S3 1.3466 1.3586 1.3883
S4 1.3223 1.3343 1.3816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4074 1.3831 0.0243 1.7% 0.0150 1.1% 49% False False 229,208
10 1.4202 1.3831 0.0371 2.7% 0.0152 1.1% 32% False False 218,411
20 1.4202 1.3736 0.0466 3.3% 0.0169 1.2% 46% False False 209,291
40 1.4327 1.3416 0.0911 6.5% 0.0182 1.3% 59% False False 111,296
60 1.4327 1.2876 0.1451 10.4% 0.0173 1.2% 74% False False 74,287
80 1.4327 1.2876 0.1451 10.4% 0.0170 1.2% 74% False False 55,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4686
2.618 1.4434
1.618 1.4280
1.000 1.4185
0.618 1.4126
HIGH 1.4031
0.618 1.3972
0.500 1.3954
0.382 1.3936
LOW 1.3877
0.618 1.3782
1.000 1.3723
1.618 1.3628
2.618 1.3474
4.250 1.3223
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 1.3954 1.3953
PP 1.3953 1.3952
S1 1.3951 1.3951

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

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