CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 1.4070 1.4269 0.0199 1.4% 1.4227
High 1.4282 1.4446 0.0164 1.1% 1.4306
Low 1.4065 1.4207 0.0142 1.0% 1.4007
Close 1.4254 1.4409 0.0155 1.1% 1.4254
Range 0.0217 0.0239 0.0022 10.1% 0.0299
ATR 0.0153 0.0159 0.0006 4.0% 0.0000
Volume 224,051 284,727 60,676 27.1% 1,126,836
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.5071 1.4979 1.4540
R3 1.4832 1.4740 1.4475
R2 1.4593 1.4593 1.4453
R1 1.4501 1.4501 1.4431 1.4547
PP 1.4354 1.4354 1.4354 1.4377
S1 1.4262 1.4262 1.4387 1.4308
S2 1.4115 1.4115 1.4365
S3 1.3876 1.4023 1.4343
S4 1.3637 1.3784 1.4278
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.5086 1.4969 1.4418
R3 1.4787 1.4670 1.4336
R2 1.4488 1.4488 1.4309
R1 1.4371 1.4371 1.4281 1.4430
PP 1.4189 1.4189 1.4189 1.4218
S1 1.4072 1.4072 1.4227 1.4131
S2 1.3890 1.3890 1.4199
S3 1.3591 1.3773 1.4172
S4 1.3292 1.3474 1.4090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4446 1.4007 0.0439 3.0% 0.0182 1.3% 92% True False 249,080
10 1.4446 1.4007 0.0439 3.0% 0.0155 1.1% 92% True False 220,014
20 1.4446 1.3831 0.0615 4.3% 0.0145 1.0% 94% True False 210,964
40 1.4446 1.3736 0.0710 4.9% 0.0164 1.1% 95% True False 192,120
60 1.4446 1.3388 0.1058 7.3% 0.0170 1.2% 97% True False 129,251
80 1.4446 1.2876 0.1570 10.9% 0.0166 1.1% 98% True False 96,987
100 1.4446 1.2787 0.1659 11.5% 0.0163 1.1% 98% True False 77,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.5462
2.618 1.5072
1.618 1.4833
1.000 1.4685
0.618 1.4594
HIGH 1.4446
0.618 1.4355
0.500 1.4327
0.382 1.4298
LOW 1.4207
0.618 1.4059
1.000 1.3968
1.618 1.3820
2.618 1.3581
4.250 1.3191
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 1.4382 1.4348
PP 1.4354 1.4288
S1 1.4327 1.4227

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

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