CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 1.4148 1.4205 0.0057 0.4% 1.4269
High 1.4249 1.4329 0.0080 0.6% 1.4449
Low 1.4087 1.4201 0.0114 0.8% 1.4155
Close 1.4214 1.4264 0.0050 0.4% 1.4172
Range 0.0162 0.0128 -0.0034 -21.0% 0.0294
ATR 0.0147 0.0145 -0.0001 -0.9% 0.0000
Volume 165,312 249,029 83,717 50.6% 1,131,052
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4649 1.4584 1.4334
R3 1.4521 1.4456 1.4299
R2 1.4393 1.4393 1.4287
R1 1.4328 1.4328 1.4276 1.4361
PP 1.4265 1.4265 1.4265 1.4281
S1 1.4200 1.4200 1.4252 1.4233
S2 1.4137 1.4137 1.4241
S3 1.4009 1.4072 1.4229
S4 1.3881 1.3944 1.4194
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.5141 1.4950 1.4334
R3 1.4847 1.4656 1.4253
R2 1.4553 1.4553 1.4226
R1 1.4362 1.4362 1.4199 1.4311
PP 1.4259 1.4259 1.4259 1.4233
S1 1.4068 1.4068 1.4145 1.4017
S2 1.3965 1.3965 1.4118
S3 1.3671 1.3774 1.4091
S4 1.3377 1.3480 1.4010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4419 1.4087 0.0332 2.3% 0.0149 1.0% 53% False False 214,212
10 1.4449 1.4065 0.0384 2.7% 0.0147 1.0% 52% False False 221,833
20 1.4449 1.4007 0.0442 3.1% 0.0139 1.0% 58% False False 211,836
40 1.4449 1.3818 0.0631 4.4% 0.0146 1.0% 71% False False 212,421
60 1.4449 1.3574 0.0875 6.1% 0.0167 1.2% 79% False False 157,685
80 1.4449 1.2876 0.1573 11.0% 0.0165 1.2% 88% False False 118,337
100 1.4449 1.2876 0.1573 11.0% 0.0159 1.1% 88% False False 94,702
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4873
2.618 1.4664
1.618 1.4536
1.000 1.4457
0.618 1.4408
HIGH 1.4329
0.618 1.4280
0.500 1.4265
0.382 1.4250
LOW 1.4201
0.618 1.4122
1.000 1.4073
1.618 1.3994
2.618 1.3866
4.250 1.3657
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 1.4265 1.4245
PP 1.4265 1.4227
S1 1.4264 1.4208

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

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