CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 1.4244 1.4347 0.0103 0.7% 1.4342
High 1.4409 1.4390 -0.0019 -0.1% 1.4409
Low 1.4220 1.4281 0.0061 0.4% 1.4206
Close 1.4372 1.4287 -0.0085 -0.6% 1.4287
Range 0.0189 0.0109 -0.0080 -42.3% 0.0203
ATR 0.0141 0.0138 -0.0002 -1.6% 0.0000
Volume 197,537 229,045 31,508 16.0% 968,079
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4646 1.4576 1.4347
R3 1.4537 1.4467 1.4317
R2 1.4428 1.4428 1.4307
R1 1.4358 1.4358 1.4297 1.4339
PP 1.4319 1.4319 1.4319 1.4310
S1 1.4249 1.4249 1.4277 1.4230
S2 1.4210 1.4210 1.4267
S3 1.4101 1.4140 1.4257
S4 1.3992 1.4031 1.4227
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4910 1.4801 1.4399
R3 1.4707 1.4598 1.4343
R2 1.4504 1.4504 1.4324
R1 1.4395 1.4395 1.4306 1.4348
PP 1.4301 1.4301 1.4301 1.4277
S1 1.4192 1.4192 1.4268 1.4145
S2 1.4098 1.4098 1.4250
S3 1.3895 1.3989 1.4231
S4 1.3692 1.3786 1.4175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4409 1.4206 0.0203 1.4% 0.0128 0.9% 40% False False 193,615
10 1.4409 1.4045 0.0364 2.5% 0.0131 0.9% 66% False False 192,639
20 1.4449 1.4045 0.0404 2.8% 0.0135 0.9% 60% False False 206,807
40 1.4449 1.3831 0.0618 4.3% 0.0137 1.0% 74% False False 207,469
60 1.4449 1.3736 0.0713 5.0% 0.0156 1.1% 77% False False 192,512
80 1.4449 1.3250 0.1199 8.4% 0.0161 1.1% 86% False False 145,085
100 1.4449 1.2876 0.1573 11.0% 0.0158 1.1% 90% False False 116,105
120 1.4449 1.2780 0.1669 11.7% 0.0157 1.1% 90% False False 96,770
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4853
2.618 1.4675
1.618 1.4566
1.000 1.4499
0.618 1.4457
HIGH 1.4390
0.618 1.4348
0.500 1.4336
0.382 1.4323
LOW 1.4281
0.618 1.4214
1.000 1.4172
1.618 1.4105
2.618 1.3996
4.250 1.3818
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 1.4336 1.4308
PP 1.4319 1.4301
S1 1.4303 1.4294

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

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