CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 1.4095 1.4044 -0.0051 -0.4% 1.3845
High 1.4195 1.4060 -0.0135 -1.0% 1.4108
Low 1.4090 1.4000 -0.0090 -0.6% 1.3825
Close 1.4147 1.4025 -0.0122 -0.9% 1.4075
Range 0.0105 0.0060 -0.0045 -42.9% 0.0283
ATR 0.0132 0.0133 0.0001 0.8% 0.0000
Volume 233,978 219,328 -14,650 -6.3% 1,128,593
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4208 1.4177 1.4058
R3 1.4148 1.4117 1.4042
R2 1.4088 1.4088 1.4036
R1 1.4057 1.4057 1.4031 1.4043
PP 1.4028 1.4028 1.4028 1.4021
S1 1.3997 1.3997 1.4020 1.3983
S2 1.3968 1.3968 1.4014
S3 1.3908 1.3937 1.4009
S4 1.3848 1.3877 1.3992
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4852 1.4746 1.4231
R3 1.4569 1.4463 1.4153
R2 1.4286 1.4286 1.4127
R1 1.4180 1.4180 1.4101 1.4233
PP 1.4003 1.4003 1.4003 1.4029
S1 1.3897 1.3897 1.4049 1.3950
S2 1.3720 1.3720 1.4023
S3 1.3437 1.3614 1.3997
S4 1.3154 1.3331 1.3919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4195 1.4000 0.0195 1.4% 0.0075 0.5% 13% False True 207,614
10 1.4195 1.3825 0.0370 2.6% 0.0093 0.7% 54% False False 213,268
20 1.4195 1.3750 0.0445 3.2% 0.0100 0.7% 62% False False 163,492
40 1.4310 1.3366 0.0944 6.7% 0.0063 0.4% 70% False False 83,148
60 1.4310 1.2912 0.1398 10.0% 0.0045 0.3% 80% False False 55,494
80 1.4310 1.2815 0.1495 10.7% 0.0038 0.3% 81% False False 41,645
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4315
2.618 1.4217
1.618 1.4157
1.000 1.4120
0.618 1.4097
HIGH 1.4060
0.618 1.4037
0.500 1.4030
0.382 1.4023
LOW 1.4000
0.618 1.3963
1.000 1.3940
1.618 1.3903
2.618 1.3843
4.250 1.3745
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 1.4030 1.4098
PP 1.4028 1.4073
S1 1.4027 1.4049

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

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