CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 1.4563 1.4582 0.0019 0.1% 1.4309
High 1.4614 1.4636 0.0022 0.2% 1.4636
Low 1.4503 1.4553 0.0050 0.3% 1.4303
Close 1.4583 1.4594 0.0011 0.1% 1.4594
Range 0.0111 0.0083 -0.0028 -25.2% 0.0333
ATR 0.0141 0.0137 -0.0004 -2.9% 0.0000
Volume 199,920 169,956 -29,964 -15.0% 885,728
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4843 1.4802 1.4640
R3 1.4760 1.4719 1.4617
R2 1.4677 1.4677 1.4609
R1 1.4636 1.4636 1.4602 1.4657
PP 1.4594 1.4594 1.4594 1.4605
S1 1.4553 1.4553 1.4586 1.4574
S2 1.4511 1.4511 1.4579
S3 1.4428 1.4470 1.4571
S4 1.4345 1.4387 1.4548
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.5510 1.5385 1.4777
R3 1.5177 1.5052 1.4686
R2 1.4844 1.4844 1.4655
R1 1.4719 1.4719 1.4625 1.4782
PP 1.4511 1.4511 1.4511 1.4542
S1 1.4386 1.4386 1.4563 1.4449
S2 1.4178 1.4178 1.4533
S3 1.3845 1.4053 1.4502
S4 1.3512 1.3720 1.4411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4636 1.4191 0.0445 3.0% 0.0140 1.0% 91% True False 216,852
10 1.4636 1.4177 0.0459 3.1% 0.0134 0.9% 91% True False 211,305
20 1.4636 1.4045 0.0591 4.0% 0.0135 0.9% 93% True False 201,293
40 1.4636 1.4007 0.0629 4.3% 0.0137 0.9% 93% True False 206,565
60 1.4636 1.3818 0.0818 5.6% 0.0142 1.0% 95% True False 208,712
80 1.4636 1.3574 0.1062 7.3% 0.0159 1.1% 96% True False 168,587
100 1.4636 1.2876 0.1760 12.1% 0.0159 1.1% 98% True False 134,928
120 1.4636 1.2876 0.1760 12.1% 0.0155 1.1% 98% True False 112,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0038
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.4989
2.618 1.4853
1.618 1.4770
1.000 1.4719
0.618 1.4687
HIGH 1.4636
0.618 1.4604
0.500 1.4595
0.382 1.4585
LOW 1.4553
0.618 1.4502
1.000 1.4470
1.618 1.4419
2.618 1.4336
4.250 1.4200
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1.4595 1.4580
PP 1.4594 1.4566
S1 1.4594 1.4552

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

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