CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 1.4169 1.4038 -0.0131 -0.9% 1.4116
High 1.4197 1.4096 -0.0101 -0.7% 1.4294
Low 1.4007 1.4008 0.0001 0.0% 1.4109
Close 1.4008 1.4077 0.0069 0.5% 1.4216
Range 0.0190 0.0088 -0.0102 -53.7% 0.0185
ATR 0.0153 0.0148 -0.0005 -3.0% 0.0000
Volume 257,173 298,175 41,002 15.9% 938,581
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4324 1.4289 1.4125
R3 1.4236 1.4201 1.4101
R2 1.4148 1.4148 1.4093
R1 1.4113 1.4113 1.4085 1.4131
PP 1.4060 1.4060 1.4060 1.4069
S1 1.4025 1.4025 1.4069 1.4043
S2 1.3972 1.3972 1.4061
S3 1.3884 1.3937 1.4053
S4 1.3796 1.3849 1.4029
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4761 1.4674 1.4318
R3 1.4576 1.4489 1.4267
R2 1.4391 1.4391 1.4250
R1 1.4304 1.4304 1.4233 1.4348
PP 1.4206 1.4206 1.4206 1.4228
S1 1.4119 1.4119 1.4199 1.4163
S2 1.4021 1.4021 1.4182
S3 1.3836 1.3934 1.4165
S4 1.3651 1.3749 1.4114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4306 1.4007 0.0299 2.1% 0.0140 1.0% 23% False False 227,905
10 1.4306 1.4007 0.0299 2.1% 0.0132 0.9% 23% False False 201,840
20 1.4306 1.3831 0.0475 3.4% 0.0136 1.0% 52% False False 207,894
40 1.4306 1.3736 0.0570 4.0% 0.0165 1.2% 60% False False 180,109
60 1.4327 1.3242 0.1085 7.7% 0.0168 1.2% 77% False False 120,779
80 1.4327 1.2876 0.1451 10.3% 0.0163 1.2% 83% False False 90,629
100 1.4327 1.2700 0.1627 11.6% 0.0160 1.1% 85% False False 72,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0039
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4470
2.618 1.4326
1.618 1.4238
1.000 1.4184
0.618 1.4150
HIGH 1.4096
0.618 1.4062
0.500 1.4052
0.382 1.4042
LOW 1.4008
0.618 1.3954
1.000 1.3920
1.618 1.3866
2.618 1.3778
4.250 1.3634
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 1.4069 1.4157
PP 1.4060 1.4130
S1 1.4052 1.4104

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

View Archives - Comment on this page... - Back to Index of Symbols