CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 1.3845 1.4065 0.0220 1.6% 1.3853
High 1.3885 1.4100 0.0215 1.5% 1.4000
Low 1.3825 1.3985 0.0160 1.2% 1.3750
Close 1.3862 1.4076 0.0214 1.5% 1.3948
Range 0.0060 0.0115 0.0055 91.7% 0.0250
ATR 0.0133 0.0140 0.0008 5.6% 0.0000
Volume 154,347 194,318 39,971 25.9% 988,883
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4399 1.4352 1.4139
R3 1.4284 1.4237 1.4108
R2 1.4169 1.4169 1.4097
R1 1.4122 1.4122 1.4087 1.4146
PP 1.4054 1.4054 1.4054 1.4065
S1 1.4007 1.4007 1.4065 1.4031
S2 1.3939 1.3939 1.4055
S3 1.3824 1.3892 1.4044
S4 1.3709 1.3777 1.4013
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4649 1.4549 1.4086
R3 1.4399 1.4299 1.4017
R2 1.4149 1.4149 1.3994
R1 1.4049 1.4049 1.3971 1.4099
PP 1.3899 1.3899 1.3899 1.3925
S1 1.3799 1.3799 1.3925 1.3849
S2 1.3649 1.3649 1.3902
S3 1.3399 1.3549 1.3879
S4 1.3149 1.3299 1.3811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4100 1.3825 0.0275 2.0% 0.0106 0.8% 91% True False 192,034
10 1.4150 1.3750 0.0400 2.8% 0.0117 0.8% 82% False False 162,442
20 1.4310 1.3750 0.0560 4.0% 0.0080 0.6% 58% False False 86,669
40 1.4310 1.3140 0.1170 8.3% 0.0048 0.3% 80% False False 43,650
60 1.4310 1.2912 0.1398 9.9% 0.0034 0.2% 83% False False 29,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4589
2.618 1.4401
1.618 1.4286
1.000 1.4215
0.618 1.4171
HIGH 1.4100
0.618 1.4056
0.500 1.4043
0.382 1.4029
LOW 1.3985
0.618 1.3914
1.000 1.3870
1.618 1.3799
2.618 1.3684
4.250 1.3496
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 1.4065 1.4038
PP 1.4054 1.4000
S1 1.4043 1.3963

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

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