CME Euro FX Future September 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	1.3900	1.3988	0.0088	0.6%	1.4060
High	1.3960	1.3988	0.0028	0.2%	1.4195
Low	1.3900	1.3927	0.0027	0.2%	1.4000
Close	1.3960	1.3927	-0.0033	-0.2%	1.4025
Range	0.0060	0.0061	0.0001	1.7%	0.0195
ATR	0.0133	0.0128	-0.0005	-3.9%	0.0000
Volume	228,046	227,637	-409	-0.2%	801,474

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4130	1.4090	1.3961
R3	1.4069	1.4029	1.3944
R2	1.4008	1.4008	1.3938
R1	1.3968	1.3968	1.3933	1.3958
PP	1.3947	1.3947	1.3947	1.3942
S1	1.3907	1.3907	1.3921	1.3897
S2	1.3886	1.3886	1.3916
S3	1.3825	1.3846	1.3910
S4	1.3764	1.3785	1.3893

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4658	1.4537	1.4132
R3	1.4463	1.4342	1.4079
R2	1.4268	1.4268	1.4061
R1	1.4147	1.4147	1.4043	1.4110
PP	1.4073	1.4073	1.4073	1.4055
S1	1.3952	1.3952	1.4007	1.3915
S2	1.3878	1.3878	1.3989
S3	1.3683	1.3757	1.3971
S4	1.3488	1.3562	1.3918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4195	1.3900	0.0295	2.1%	0.0079	0.6%	9%	False	False	211,830
10	1.4195	1.3889	0.0306	2.2%	0.0089	0.6%	12%	False	False	223,140
20	1.4195	1.3750	0.0445	3.2%	0.0103	0.7%	40%	False	False	184,527
40	1.4310	1.3463	0.0847	6.1%	0.0062	0.4%	55%	False	False	94,520
60	1.4310	1.2912	0.1398	10.0%	0.0047	0.3%	73%	False	False	63,084
80	1.4310	1.2912	0.1398	10.0%	0.0040	0.3%	73%	False	False	47,340

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4247
2.618	1.4148
1.618	1.4087
1.000	1.4049
0.618	1.4026
HIGH	1.3988
0.618	1.3965
0.500	1.3958
0.382	1.3950
LOW	1.3927
0.618	1.3889
1.000	1.3866
1.618	1.3828
2.618	1.3767
4.250	1.3668

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	1.3958	1.3980
PP	1.3947	1.3962
S1	1.3937	1.3945

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols